CCI Put Call Ratio Divergence

The CCI Put Call Ratio Divergence strategy is built around CCI Put Call Ratio Divergence.

Testing indicates an average annual return of about 133%. It performs best in the crypto market.

Signals trigger when Divergence confirms divergence setups on intraday (5m) data. This makes the method suitable for active traders.

Stops rely on ATR multiples and factors like CciPeriod, AtrMultiplier. Adjust these defaults to balance risk and reward.

Details

• Entry Criteria: see implementation for indicator conditions.
• Long/Short: Both directions.
• Exit Criteria: opposite signal or stop logic.
• Stops: Yes, using indicator-based calculations.
• Default Values:
  • CciPeriod = 20
  • AtrMultiplier = 2m
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Trend following
  • Direction: Both
  • Indicators: Divergence
  • Stops: Yes
  • Complexity: Intermediate
  • Timeframe: Intraday (5m)
  • Seasonality: No
  • Neural Networks: No
  • Divergence: Yes
  • Risk Level: Medium