I tested this with "Oscillator of CCI"
Forex Strategy Builder v2.5.3.0
Strategy name: New
Exported on: 9/8/2007 2:21:34 PM
Market: EURUSD 1 Day
Spread: 4 pips
Swap Number: 1 pip
Intrabar scanning: Not accomplished
Interpolaton method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 4563
Balance: -9300 pips
Minimum account: -9571 pips
Maximum drawdown: 10525 pips
Time in position: 100 %
A same direction signal - Does nothing
An opposite direction signal - Reverses the position
[Opening point of the position]
Bar Opening
Enter the market at the beginning of the bar
Base price - Open
[Opening logic condition]
Oscillator of CCI
The Oscillator is higher than the zero line
Smoothing method - Simple
Base price - Typical
First CCI Period - 6
Second CCI Period - 14
Use previous bar value - Yes
[Closing point of the position]
Close and Reverse
Close all positions and open a new one in the opposite direction
Because of that this is a crossover strategy we are 100% of the time in a position.