What is the PC-CCI-VR
1.32 Trading System?
The PC-CCI-VR-1.32 is a totally automated trend following trading
system for users of the TradeStation Platform. The system allows
the trader to scalp, day trade, swing trade or even position trade.
The system is based on sound theory including volume ratio, eKam
CCI, price channel and moving average trend following filters. The
PC-CCI -VR 1.32 trading system is a profitable, robust, low risk,
mechanical trading system, which can be applied to individual stocks
or futures. This featured system utilizes concepts of technical
analysis and money management techniques locking in the superior
results you desire. This system has been in development for over
4 years. I am currently offering lifetime licence's, with open easy
language code.

PC-CCI-VR
1.32 Modifiable Inputs
1. Ekam CCI - on/off switch
0 = OFF 1 = ON
2. Volume Ratio- on/off switch 0 = OFF 1 = ON
3. Ekam Length (EKam length, think of this as its moving average
number, e.g. 10 day Ekam length)
4. Ekam minimum (minimum number into a trade) e.g. must be above
30)
5. Ekam maximum (maximum number to get into trade) e.g. cannot be
above 90)
6. Volume Ratio Length (length of the volume ratio number, think
of this as its moving average number 10 day volume ratio length)
7. Volume Ratio minimum (volume ratio must be over 2 strength to
enter a trade)
8. Price Channel Length (price channel length, think of this as
its moving average number 10 day price channel length)
9. Moving Average Filter - on/off switch level MAFilterSwitch: choices
0 through 4, 0 = OFF 1-3 = ON 0 Does not use MA, Parameter
1 Close > MA1 for long; Close < MA1 for short
2 Close > MA2 for long; Close < MA2 for short
3 Close > MA1 and MA2 for long; Close < MA1 and MA2 for short
4 Close > MA1 and MA2, and MA1 > MA2 for long; Close <
MA1 and MA2, andMA1 < MA2 for short;
10. MA Length 1 (moving average length - e.g. a 50 day moving average)
- (price must be above the, e.g. 50 day moving average length to
go long)
11. MA Length 2 (moving average length - e.g. a 100 day moving average)
- (moving average number 2 must be below moving average number 1
to go long)
12. MA type 1 (type of moving average, simple moving average -choose
numbers 1 - 3) MA1Type or MA2Type: 1 simple, 2 exponential, 3 weighted,
other simple
13. MA type 2 (type of moving average, simple moving average- choose
number 1- 3)
14. ATR Exit - on/off switch 0 = OFF 1 = ON
15. ATR Target- on/off switch 0 = OFF 1 = ON
16. Stop ATR Number (tightness level of the ATR stop e.g., 3 is
very tight stop, 10 is very loose stop)
17. Target ATR Number (tightness level of the ATR target e.g., 3
is very close target, 10 is very far target)
18. ATR Length (average true range length, think of this as its
moving average number 10 day average true range length)
19. Day Trade - on/off switch 0 = OFF 1 = ON - turned on this parameter
will use the entry time of day parameter, turned off, will not use
entry time to day to enter trades
20. End of Day Exit - on/off switch 0 = OFF 1 = ON
21. Entry Time (entry time allows for entering trades, e.g. 10:30,
no trades will be made before 10:30am)
22. Exit Time (for day trading, this is the time the position will
close automatically, e.g., 13:30)
23. Total Shares (total shares or contract size)
24. Equity Cross Over - on/off switch 0 = OFF 1 = ON
25. Equity Moving Average Length (the length of the equity moving
average you choose, e.g., 3 day or 10 day)
26. Equity Cross Over Share Change Amount (the number of shares
which will increase or decrease if moving average is below or above
the equity line)

PC-CCI-VR
1.32 Trading System Theory Review
EKam CCI
The idea of this indicator is to measure where price is compared
to a simple moving average. The EKam measures the standard deviation
from the moving average. We incorporate this indicator to filter
overbought/ oversold conditions.
Volume Ratio
The volume ratio indicator compares the representation of buyers
vs. sellers over a period of time. The assumption is that if a stock
closes UP for the day, the attributable volume was induced by buying
pressure and thus the stock is under accumulation. Conversely, if
a stock closes DOWN for the day, the trading activity is deemed
to be selling induced a sign of distribution. Up/Down ratio is calculated
by creating a ratio of the volume on days when price increased to
volume on days when price decreased. We incorporate this indicator
to measure the strength of the trend.
Price Channel
The Price Channel indicator is a price movement that is bound by
an upper and lower trend line. The upper trend line marks resistance
and the lower trend line marks support. Price channels with negative
slopes are considered bearish and those with positive slopes bullish.
We use price channels to
measure support and resistance areas.
Moving Averages
The moving average indicator is the average value of a security's
price over a set period. Moving averages are used to measure momentum
and define areas of possible support and resistance. We use the
moving averages as a filter to keep us trading in the direction
of the trend.
Average True Range
The Average True Range is a measure of volatility introduced by
Welles Wilder in his book: New Concepts in Technical Trading Systems.
The Average True Range is a moving average (generally 14-days) of
the True Ranges. Simply put, a stock experiencing a high level of
volatility will have a higher ATR, and a low volatility stock will
have a lower ATR. We use the average true range to calculate higher
probability price targets and stop
losses.
Timing - Entry Time
and End of Day Exit
Timing the market is an essential part of short term trading. Timing
has been incorporated into this strategy to filter out, or filter
in, volatility during certain hours of the trading day. This parameter
allows traders to automatically enter or close a position any time
during the trading day, and/or also not enter any new trades after
a certain time during the trading day. We use this indicator to
filter volatility, and also close positions automatically at the
end of trading day.
Equity Cross Over
A money management technique that often improves trading performance
is to modify the number of shares/contracts traded based on crossovers
of a moving average of the equity curve. The basic idea is to trade
either more or fewer shares/contract when the equity curve crosses
above or below its moving average. This can be an effective technique
for increasing the size of winning trades while reducing the number
of losing trades. We use this indicator to smooth the equity line,
and reduce draw down.
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