Since 2022 Sort Finance

CCI Trend

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

How It Trades

  1. Compute the 20-bar CCI from each bar's typical price (the average of its high, low and close) measuring how far the bar sits from its recent average in units of normal deviation.
  2. Buy when CCI crosses above +100. In Lambert's original design this is not an overbought warning but the opposite: the point where a move is finally strong enough to be called a trend.
  3. Sell when CCI breaks below −100, marking a move of the same conviction in the other direction.

Example Strategy

Pine Script

Paste it into TradingView’s Pine Editor to run these rules on any chart.

//@version=6
// CCI Trend — sort.finance. Fills at the signal bar's close, 0.02% fee a side,
// whole account per trade, as the backtest. History and indicator warm-up
// differ from the site's, so expect close to the same trades, not identical.
strategy("CCI Trend", overlay=false,
     initial_capital=100, default_qty_type=strategy.percent_of_equity,
     default_qty_value=100, commission_type=strategy.commission.percent,
     commission_value=0.02, process_orders_on_close=true, pyramiding=0)

// The bar the current position opened on, and the bar the last one closed on.
var int entryBar = na
var int exitBar = -1

// ── Signals ──────────────────────────────────────────────────────────────
cci = ta.cci(hlc3, 20)
enterNow = cci[1] <= 100 and cci > 100
exitNow = cci[1] >= -100 and cci < -100

// ── Orders ───────────────────────────────────────────────────────────────
// Open on the first bar the entry holds while flat; close on the first
// later bar the exit holds; never reopen on the bar a position closed.
inTrade = strategy.position_size != 0
if inTrade and bar_index > entryBar and exitNow
    strategy.close("Long")
    exitBar := bar_index
else if not inTrade and bar_index > exitBar and enterNow
    strategy.entry("Long", strategy.long)
    entryBar := bar_index

// ── Drawing ──────────────────────────────────────────────────────────────
plot(cci, "CCI 20", color=#4d8dff)
hline(100, "Trend +100", color=color.new(#8a92a0, 40), linestyle=hline.style_dashed)
hline(-100, "Trend -100", color=color.new(#8a92a0, 40), linestyle=hline.style_dashed)