It was not me who authored the strategy. I do not know who the real author of this strategy is. I read about it on wikipedia :) And decided to test the strategy on the cryptocurrency market. It turned out that this strategy really works. The strategy is very simple.
Indicator
CCI indicator with default settings is used. The settings can be changed. Nothing else is used.
Strategy
If CCI is more than 0, then open a long position (and close a short position). If CCI is less than 0, then open a short position (and close a long position). Reverse trading.