---From the "Bitcoin Trading Strategies" book, by David Hanson---
After testing, works better with an ATR stop instead of the Strategy Stop. This parameter can be changed from the strategy Inputs panel.
"CCI Scalping Strategy Recommended Timeframe: 5 minutes Indicators: 20 Period CCI, 20 WMA Long when: Price closes above 20 WMA and CCI is below -100, enter when CCI crosses above -100. Stop: Above 20 WMA"