CCI Reversal

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class CCIReversal : Robot
    {
        [Parameter(DefaultValue = 26)]
        public int cciPeriod { get; set; }

        [Parameter(DefaultValue = 9)]
        public int maPeriod { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        private CommodityChannelIndex cci;
        //private Position _position;
        private const string robotname = "CCIReversal";

        protected override void OnStart()
        {
            cci = Indicators.CommodityChannelIndex(cciPeriod);
        }

        protected override void OnBar()
        {

            var longPos = Positions.Find(robotname, Symbol, TradeType.Buy);
            var shortPos = Positions.Find(robotname, Symbol, TradeType.Sell);
            var pre_cci = cci.Result.Last(2);
            var cur_cci = cci.Result.Last(0);
            bool LongPosition = _position != null && _position.TradeType == TradeType.Buy;
            bool ShortPosition = _position != null && _position.TradeType == TradeType.Sell;

            Print("CCI = " + cur_cci + " Pre CCI" + pre_cci);
            if ((cci.Result.HasCrossedAbove(-100.0, 1) && cur_cci > pre_cci) || (cci.Result.HasCrossedAbove(100.0, 1) && cur_cci > pre_cci))
            {
                if (shortPos != null)
                {
                    ClosePosition(shortPos);
                    ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, robotname);
                }
                else if (longPos == null)
                {
                    ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, robotname);
                }
                else
                {
                    ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, robotname);
                }
                Print("con1");
            }
            else if ((cci.Result.HasCrossedBelow(-100.0, 1) && cur_cci < pre_cci) || (cci.Result.HasCrossedBelow(100, 1) && cur_cci < pre_cci))
            {

                if (longPos != null)
                {
                    ClosePosition(longPos);
                    ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, robotname);
                }
                else if (shortPos == null)
                {

                    ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, robotname);
                }
                else
                {
                    ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, robotname);
                }


                Print("con2");

            }
            Print("Long" + (longPos != null));
            Print("Short" + (shortPos != null));

        }

        private long VolumeInUnits
        {
            get { return Symbol.QuantityToVolume(Quantity); }
        }
    }
    /* private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll(robotname, Symbol, tradeType))
                ClosePosition(_position);
        }

        private void Open(TradeType tradeType)
        {
            _position = Positions.Find(robotname, Symbol, tradeType);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            if (_position == null)
                ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, robotname);
        }*/


}

 Backtest on Silver

The CCI Reversal Buy when CCI(26) Cross above -100 or 100(when no buy position open), in the case of crossing above -100 the cbot will be selling when CCI(26) cross below 0, but if the CCI(26) reach over 100 it will be selling when CCI(26) cross below 100 . 

In case of short position, it's the reversal of buy position.

There is parameter name 'MA' but notthing importance for now, I added it for the next version. 

and the parameter Trading Size, value 2 mean trade both side long and short, 0 = trade on short side only, 1 = trade on long side only. 

If you find any mistake of this algorithm please let me know.