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                                                   Issues with indicators on backtesting (CCI)

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Chris Brock
2018-06-04 02:16:40


I am having some issues with indicators like CCI which have negative values. I am currently trying to test signals from optionalpha.com research. One of the main ones is a 40 period CCI with a purchase signal at (-200) and a sell signal at 100. Whenever I put a negative value (-200) as part of the signals it gives me essentially 0 trades but I know that many have triggered in the past few months. Any thoughts? CMO has a similar problem.


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