CCI Correction (multi-timeframe)¶
What it does: Buys dips inside a strong daily uptrend when the 4-hour CCI turns back up. This uses CCI, a gauge of how far the price is from its recent average (above +100 means unusually strong, below -100 unusually weak).
Style: Mean reversion · Difficulty: Intermediate · Risk: medium · Ready: 3 of 3 variants
When people use it: It tends to work in uptrends that have brief pullbacks.
Where it struggles: It struggles when the trend runs out of steam. On very jumpy coins CCI can swing far beyond the usual levels, so the fixed levels fit some coins better than others.
Markets it was written for: BTC, ETH, majors. Timeframes: 1d bias, 4h trigger.
Open it in the Strategy Library (on the Strategies page), pick a variant, adjust the settings and press Add to my strategies. It becomes your own strategy: edit, backtest or trade it like any other.
Long (Correction)¶
Buys dips inside a strong daily uptrend when the 4-hour CCI turns back up.
Labels: Mean Reversion, Long, Spot, Intermediate, Medium
- Direction: Buy (long) · Market: spot
- Trigger: On candle close · Main timeframe: Auto (4h)
Entry
- IF CCI(20) > 100 within the last 3 candles (1d) and CCI(20) crosses above -100 (4h)
Exit: Indicator-Based Exit
- IF CCI(20) crosses below 100 (4h)
- Loss controls: Stop-loss % 5%, Break-even stop after % 2%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| CCI length | 20 | Yes (sets 3 fields) | How many candles CCI looks back. Shorter makes CCI jumpier, so levels are crossed more often (more trades, more false signals); longer makes it smoother (fewer, later trades). Changes CCI on every timeframe, entry and exit. |
| CCI trend level | 100 | Yes (sets 2 fields) | The CCI level that counts as strong. Higher makes the trend filter and the exit stricter; lower lets more trades through and exits later. Changes every place this strategy uses +100. |
| CCI dip level | -100 | Yes | How deep the 4-hour dip must go before the turn-up counts. Closer to zero allows shallower dips (more trades); further below needs deeper dips (fewer trades). |
| Trend window | 3 | Yes | How many daily candles back the strong uptrend may be, counting the current one. A longer window lets in more trades, some after the uptrend has faded; a shorter one is stricter and trades less. 1 means the current daily candle only. |
How it works (as shown in the app)
- This uses CCI, a gauge of how far the price is from its recent average (above +100 means unusually strong, below -100 unusually weak).
- With daily CCI above +100 on at least one of the last 3 daily candles (a strong uptrend), it buys when the 4-hour CCI climbs back above -100 after a dip. It sells when the 4-hour CCI falls back below +100, or at the stop-loss.
- It tends to work in uptrends that have brief pullbacks.
- It struggles when the trend runs out of steam. On very jumpy coins CCI can swing far beyond the usual levels, so the fixed levels fit some coins better than others.
- A 4-hour dip usually pulls the daily CCI down as well, so the daily trend check looks back over the last 3 daily candles, the current one included, instead of only the current one. Without that, the two conditions rarely line up on the same candle.
- A break-even move is set: after a 2% gain the stop moves to your entry price.
Short (perp)¶
Shorts rallies inside a strong daily downtrend when the 4-hour CCI turns back down.
Labels: Mean Reversion, Short, Futures, Medium, Backtest Only
- Direction: Sell (short) · Market: swap
- Trigger: On candle close · Main timeframe: Auto (4h)
Entry
- IF CCI(20) < -100 within the last 3 candles (1d) and CCI(20) crosses below 100 (4h)
Exit: Indicator-Based Exit
- IF CCI(20) crosses above -100 (4h)
- Loss controls: Stop-loss % 5%, Break-even stop after % 2%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| CCI length | 20 | Yes (sets 3 fields) | How many candles CCI looks back. Shorter makes CCI jumpier, so levels are crossed more often (more trades, more false signals); longer makes it smoother (fewer, later trades). Changes CCI on every timeframe, entry and exit. |
| CCI trend level | -100 | Yes (sets 2 fields) | The daily CCI level that counts as a strong downtrend; the short also closes when 4-hour CCI climbs back above it. Further below zero makes the filter stricter and the exit later; closer to zero lets more trades through. |
| CCI rally level | 100 | Yes | How high the 4-hour rally must go before the turn-down counts. Closer to zero allows smaller rallies (more trades); higher needs bigger rallies (fewer trades). |
| Trend window | 3 | Yes | How many daily candles back the strong downtrend may be, counting the current one. A longer window lets in more trades, some after the downtrend has faded; a shorter one is stricter and trades less. 1 means the current daily candle only. |
How it works (as shown in the app)
- This uses CCI, a gauge of how far the price is from its recent average (above +100 means unusually strong, below -100 unusually weak).
- With daily CCI below -100 on at least one of the last 3 daily candles (a strong downtrend), it shorts when the 4-hour CCI falls back below +100 after a rally. It buys back when the 4-hour CCI climbs back above -100, or at the stop-loss.
- It tends to work in downtrends that have brief rallies.
- It struggles when the downtrend runs out of steam. On very jumpy coins CCI can swing far beyond the usual levels, so the fixed levels fit some coins better than others.
- A 4-hour rally usually pulls the daily CCI up as well, so the daily trend check looks back over the last 3 daily candles, the current one included, instead of only the current one. Without that, the two conditions rarely line up on the same candle.
- A break-even move is set: after a 2% gain the stop moves to your entry price.
- Shorting means you profit if the price falls and lose if it rises.
- Suggested leverage is at most 3x. On isolated margin, at 3x the exchange closes the position (liquidation) if the price moves about 33% against you, and you lose the margin you put into it. Keep your stop well inside that.
- For now this version runs in backtests only; paper and live futures trading are coming later.
Lambert breakout (CCI crosses above +100)¶
Buys when the 4-hour CCI rises above +100, a momentum breakout, and sells when it falls back below.
Labels: Breakout, Long, Spot, Intermediate, Medium
- Direction: Buy (long) · Market: spot
- Trigger: On candle close · Main timeframe: Auto (4h)
Entry
- IF CCI(20) crosses above 100 (4h)
Exit: Indicator-Based Exit
- IF CCI(20) crosses below 100 (4h)
- Loss controls: Stop-loss % 5%
Settings
| Setting | Default | Editable | What changing it does |
|---|---|---|---|
| CCI length | 20 | Yes (sets 2 fields) | How many candles CCI looks back. Shorter makes CCI jumpier, so levels are crossed more often (more trades, more false signals); longer makes it smoother (fewer, later trades). Changes CCI on every timeframe, entry and exit. |
| CCI breakout level | 100 | Yes (sets 2 fields) | The CCI level for both the buy (crossing above) and the sell (crossing back below). Higher waits for stronger breakouts (fewer trades) and exits sooner on any fade; lower trades more often. |
How it works (as shown in the app)
- This uses CCI, a gauge of how far the price is from its recent average (above +100 means unusually strong, below -100 unusually weak).
- Lambert's original: it buys when the 4-hour CCI rises above +100 (a momentum breakout) and sells when it falls back below +100, or at the stop-loss.
- It tends to work when a strong move is just starting.
- It struggles in sideways markets, where CCI can cross +100 back and forth and give many short trades.
- It uses one condition and no daily trend check, so it trades more often than the dip versions.
Warnings¶
- "Backtest only for now: paper and live trading of shorts are coming later.": shown on short variants. They need perpetual or futures pairs.
- Some variants suggest leverage. On isolated margin a liquidation loses the margin in that position; keep any stop well inside the liquidation distance (the Trade Builder warns you when it isn't).
- Once added, the strategy's conditions get the usual condition checks. Messages show under each condition on the entry / exit conditions screen; setting errors start with the indicator's short name (for example "MACD: Fast must be between 1 and 1000") and block saving, while the other warnings never block saving and repeat in the strategy's Entry or Exit section. See the indicator pages below for each one.
- "You already have this strategy with these settings (…). Change a setting to add another copy.": shown on the variant's page in the Strategy Library when you already added this variant with the same settings.
Good to know¶
- After you add it, the strategy keeps the library's trigger and an Auto main timeframe; you can change both in the builder. Nothing links it back to the library, except that the builder still shows the library's explanations in the info bubbles.
- Changing a setting before adding it also changes the saved name, so you can tell copies apart.
- Past results don't predict future ones. Try it in a backtest and on paper before using real money.
- Indicators used: CCI.