Exp_XCCI_Histogram_Vol_Direct
This EA trades based on the XCCI Histogram with Volume confirmation in a direct (trend-following) mode. It enters long positions when the XCCI histogram crosses above zero with volume confirmation and enters short positions when it crosses below zero with volume confirmation. The strategy is a momentum-based systematic trading system that relies on the CCI oscillator histogram combined with volume filters for signal validation.
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 core concept is a momentum directional trading system based on the XCCI (Extended Commodity Channel Index) histogram with volume confirmation for signal validation. Entry conditions: go long when the XCCI histogram crosses above zero from negative territory, and go short when it crosses below zero from positive territory, with volume confirmation required for both signals. Exit conditions primarily rely on reverse signal triggers - closing current positions when the histogram direction reverses. Position sizing uses a fixed lot approach controlled by the Chastis (lot size) parameter. Money management is relatively simple, lacking built-in dynamic position sizing or risk percentage calculation mechanisms, relying entirely on the user to manually set lot sizes. The strategy overall is a typical momentum-following system that exploits the CCI indicator's overbought/oversold characteristics combined with volume filtering to capture trend initiation points.
Strengths
- Combines CCI momentum indicator with volume confirmation for stricter signal filtering and reduced false signals
- Clear and simple strategy logic that is easy to understand and optimize
- Direct trend-following mode performs well in strong trending markets
Weaknesses
- Lacks stop-loss mechanism, which may result in significant losses during sharp market reversals
- Fixed lot position sizing without dynamic adjustment based on account risk
- No new bar check mechanism, potentially opening multiple positions on the same bar
Possible improvements
- Add stop-loss and take-profit parameters to improve risk management
- Implement dynamic position sizing that automatically adjusts lot size based on account balance and risk ratio
Risk assessment
Overall risk: High risk
- No stop-loss configured, which could cause massive losses in extreme market conditions
- Missing new bar check, potentially leading to duplicate position openings and overexposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Chastis | 0.1 | tradinglot size/position size |
VolumePeriod | 5 | Volume period parameter |
XCCI_Period | 14 | XCCI indicator period |
VolumeConfirmLevel | 1.0 | Volume confirmation threshold |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.