Exp_BlauCSI
This EA trades based on the BlauCSI (Blau CSI - Cumulative Swings Index) custom indicator, which applies triple-smoothed momentum calculations. It supports two entry modes: breakdown (zero-line crossover) and twist (direction change), and manages both long and short positions with configurable stop loss and take profit.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
| Symbol | P&L | Annual | Max DD | Trades | Win rate | Sharpe | Recovery | Losing streak | Per trade | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
Converted from MQL5 to Python and run with the same rules for every EA. Positions use MT5 lot sizes (100,000 units per FX lot, 100 oz per gold lot) with 1:100 leverage, one order at a time, and a stop-out below 10% of the starting balance. Sharpe is computed from the equity curve. Results marked as unreliable are shown for completeness only.
Blow-up risk: No blow-up pattern found
None of the usual blow-up patterns were found in the code, and the account was not stopped out in our backtests. That is not a guarantee: any EA can lose money.
High: stopped out in our backtest, or martingale/grid sizing without a stop loss. Elevated: martingale or grid sizing with a stop loss, or several positions at once without a stop loss. What the label means and what we found →
Strategy analysis
This EA uses William Blau's CSI (Cumulative Swings Index) as its core trading signal source, which is derived from triple-smoothed momentum calculated between two price constants. The strategy concept is based on capturing trend initiation and reversal through momentum direction changes or zero-line crossovers. Entry conditions operate in two modes: in breakdown mode, a long position opens when CSI crosses above zero and a short position opens when it crosses below zero; in twist mode, a long opens when CSI shifts from declining to rising and a short opens when it shifts from rising to declining. Exit conditions include closing on opposing signals and using fixed stop loss and take profit levels specified in points. Position sizing supports multiple money management modes including free margin-based, balance-based, loss-fraction-based, and fixed lot sizing. The EA employs an IsNewBar mechanism to ensure signal calculation happens only once per bar cycle, preventing duplicate trades, while the SignalBar parameter allows using either the current bar or a confirmed bar for signal generation.
Strengths
- Triple smoothing effectively filters market noise, producing higher quality signals
- Two entry modes (breakdown and twist) adapt to different market conditions
- IsNewBar mechanism prevents duplicate trades within the same bar, ensuring logical rigor
- Diverse money management modes accommodate traders with different risk preferences
- Complete stop loss and take profit settings provide basic risk protection
Weaknesses
- Depends on iCustom calling external 'BlauCSI' indicator; EA fails if the indicator file is missing
- No spread filter, which may cause unnecessary losses in high-spread environments
- Stop loss and take profit use fixed points without ATR-based dynamic adjustment for volatility
- No existing position check logic, potentially opening duplicate positions in the same direction
- Using SignalBar=0 reads unconfirmed bar data, which can cause signal flickering
Possible improvements
- Add ATR-based dynamic stop loss/take profit to adapt risk management to market volatility
- Add position check and same-direction position limits to prevent duplicate entries
- Add spread filter and trading session filter to improve trade quality
Risk assessment
Overall risk: Medium
- Dependency on external indicator file; missing file causes initialization failure and inability to trade
- Fixed-point stop loss/take profit may be inappropriate under varying volatility conditions
- Lack of same-direction duplicate position check may lead to excessive risk exposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Capital fraction per trade; negative value for fixed lots |
MMMode | LOT | Lot calculation: free margin/balance/loss ratio/fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Max allowed price slippage in points |
BuyPosOpen | true | Allow opening long positions |
SellPosOpen | true | Allow opening short positions |
BuyPosClose | true | Allow closing long positions |
SellPosClose | true | Allow closing short positions |
Mode | twist | Entry algorithm: breakdown (zero-line) or twist (direction change) |
InpInd_Timeframe | PERIOD_H4 | Indicator timeframe |
XMA_Method | MODE_EMA | Smoothing method (EMA/SMA/SMMA/LWMA etc.) |
XLength | 1 | Momentum period |
XLength1 | 20 | First smoothing depth |
XLength2 | 5 | Second smoothing depth |
XLength3 | 3 | Third smoothing depth |
XPhase | 15 | Smoothing parameter (for JMA and adaptive methods) |
IPC1 | PRICE_CLOSE | Close price constant type |
IPC2 | PRICE_OPEN | Open price constant type |
SignalBar | 1 | Bar index for entry signal (0=current, 1=completed) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.