FT_CCI
FT_CCI is an Expert Advisor that trades based on CCI (Commodity Channel Index) indicator signals. It enters buy positions when CCI crosses above oversold levels and sell positions when CCI crosses below overbought levels, with configurable exit and stop-loss parameters. The EA applies systematic momentum-based entry and exit logic using the CCI oscillator.
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 | — | — | — | — | — | Conversion problem |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
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
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, 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 of the FT_CCI strategy is to identify momentum reversal points using the CCI indicator for trading decisions. Entry conditions are triggered when CCI crosses upward from oversold territory (typically below -100) for buy signals, and when CCI crosses downward from overbought territory (typically above +100) for sell signals. Exit conditions rely on CCI reverse crossover signals or reaching preset take-profit and stop-loss levels. Position sizing supports fixed lot trading, though dynamic position adjustment depends on parameter configuration. Money management is handled through stop-loss settings to control per-trade risk, but users should verify whether maximum position limits and account equity protection mechanisms are included. Overall, this is a classic momentum reversal strategy that relies on CCI oscillator overbought/oversold signals for directional trading.
Strengths
- CCI is a mature and reliable momentum indicator with clear and understandable signal logic
- Strategy rules are well-defined with strict entry and exit conditions, suitable for systematic trading
- High configurability allows users to optimize parameters for different instruments and timeframes
Weaknesses
- Single-indicator strategy lacks multi-dimensional confirmation, prone to false signals in choppy markets
- Default stop-loss of 0 creates unlimited loss risk with inadequate money management
- No trend filter mechanism may cause frequent entries in sideways markets leading to consecutive losses
Possible improvements
- Add a trend filter indicator (e.g., moving average direction) as a condition to avoid frequent trading in sideways markets
- Implement dynamic position sizing based on account equity and ATR to enhance money management capabilities
Risk assessment
Overall risk: Medium
- Single CCI indicator may generate false signals during extreme volatility leading to significant losses
- If stop-loss parameter is 0, per-trade risk becomes uncontrollable
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
CCI_Period | 14 | CCI indicator calculation period |
CCI_Overbought | 100 | CCI overbought threshold |
CCI_Oversold | -100 | CCI oversold threshold |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
MagicNumber | 22033 | EA unique ID to distinguish orders across instances |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.