Exp_KWAN_CCC
This EA is based on the KWAN CCC (Cumulative Cumulative Count) indicator, a momentum-based oscillator that cumulates price changes to identify trend strength and divergence. It generates trade signals when the CCC oscillator crosses its signal line or reaches extreme levels, opening positions in the direction of the prevailing momentum.
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
The strategy concept is built around the KWAN CCC indicator, a cumulative momentum oscillator that accumulates price changes to gauge the direction and strength of market momentum. Entry conditions trigger when the CCC line crosses its signal line — an upward crossover opens a long position, while a downward crossover opens a short position; some variants also include extreme-level reversal entries when the oscillator reaches overbought or oversold zones. Exit conditions typically consist of fixed take-profit and stop-loss levels, as well as closing positions when a reverse crossover signal appears on the CCC indicator. Position sizing generally uses fixed lot sizes or a simple percentage-of-balance approach, with no sophisticated adaptive sizing module detected. Money management lacks dynamic adjustment mechanisms such as ATR-based or volatility-adaptive position sizing, and overall risk control relies on fixed stop-loss parameter values.
Strengths
- Based on a cumulative momentum indicator, it effectively captures mid-term directional changes in trends
- The signal line crossover mechanism provides objective entry and exit rules, reducing subjective judgment
- Clean parameter structure makes it easy for users to understand and optimize
- Supports multi-timeframe application, offering good flexibility
Weaknesses
- Fixed stop-loss and take-profit do not account for market volatility changes, which may cause frequent stop-outs during high-volatility periods
- Lacks position check and new bar check mechanisms, potentially opening duplicate positions on the same bar
- No spread filter included, which may lead to unfavorable entries during low-liquidity sessions with wide spreads
- No dynamic position sizing, unable to automatically adjust lot size based on account risk
- Momentum oscillators tend to generate false signals in ranging markets, leading to frequent losses
Possible improvements
- Add ATR-adaptive stop-loss and take-profit to dynamically adjust risk parameters based on market volatility
- Implement new bar check and position check logic to prevent duplicate entries on the same bar
- Introduce spread filter and trading session filter to avoid unfavorable entries during low-liquidity periods
Risk assessment
Overall risk: Medium
- Lack of new bar check may cause multiple duplicate entries on the same bar
- Fixed stop-loss not adjusted for volatility means uncontrolled risk exposure during high-volatility conditions
- Momentum indicator generates frequent false signals in ranging markets, potentially causing consecutive losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Lot size per trade |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
CCC_Period | 14 | CCC indicator calculation period |
Signal_Period | 9 | Signal line smoothing period |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
MagicNumber | 12345 | EA magic number for identifying this EA's orders |
Timeframe | 0 | Indicator calculation timeframe, 0 to disable |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.