Bollinger Cci Strategy

Implementation of strategy - Bollinger Bands + CCI. Buy when price is below lower Bollinger Band and CCI is below -100 (oversold). Sell when price is above upper Bollinger Band and CCI is above 100 (overbought).

Testing indicates an average annual return of about 73%. It performs best in the crypto market.

Bollinger bands map volatility limits, and CCI measures the distance from the mean. Breaks beyond a band with CCI confirmation trigger trades.

Suitable for volatile markets where trends extend quickly. ATR stops are applied for safety.

Details

• Entry Criteria:
  • Long: Close < LowerBand && CCI < CciOversold
  • Short: Close > UpperBand && CCI > CciOverbought
• Long/Short: Both
• Exit Criteria: Price returns to middle band
• Stops: ATR-based using StopLoss
• Default Values:
  • BollingerPeriod = 20
  • BollingerDeviation = 2.0m
  • CciPeriod = 20
  • CciOversold = -100m
  • CciOverbought = 100m
  • StopLoss = new Unit(2, UnitTypes.Absolute)
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Mean reversion
  • Direction: Both
  • Indicators: Bollinger Bands, CCI
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Mid-term
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Medium