Excellent work Endy
Why do you use CCI(48) though and not pimps CCI(21)?

Just to check the process would you look at icci_sum first and based on current results long EUR, JPY and short AUD, USD then check individual crosses of these 4 and look for any leaving the +/-100 range and use limit orders to get into trades.
Thanks for the indies I will certainly do some backtesting over the w/end.
Swagman