iCCI iRSI
This EA combines the Commodity Channel Index (CCI) and Relative Strength Index (RSI) indicators to identify overbought and oversold market conditions for trade entries. It generates buy signals when both CCI and RSI indicate oversold levels and sell signals when both indicate overbought levels. The dual-indicator approach aims to filter out false signals that a single oscillator might produce.
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 | +6.80% | +5.88% | 2.54% | 129 | 55.00% | 1.56 | 2.68 | 5 | +$5.27 | Reliable |
| GBPUSD | -5.85% | -5.10% | 8.64% | 132 | 44.70% | -1.04 | -0.68 | 8 | −$4.43 | Reliable |
| USDJPY | -5.91% | -5.16% | 6.89% | 132 | 42.40% | -1.13 | -0.86 | 13 | −$4.48 | Reliable |
| XAUUSD | -90.66% | -85.90% | 92.79% | 80 | 48.80% | 0.00 | -0.98 | 4 | −$113.33 | Account stopped out |
Profitable on 1 of 4 markets with reliable results.
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.
Against the other Mean Reversion EAs with a reliable result on the same market: EURUSD: better than 100% of 30 · GBPUSD: better than 12% of 32 · USDJPY: better than 6% of 32 · XAUUSD: better than 16% of 31
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 69% | +2.32% 2026-02 | -0.80% 2026-03 |
| GBPUSD | 38% | +3.06% 2026-01 | -3.06% 2026-02 |
| USDJPY | 46% | +1.41% 2026-03 | -2.12% 2026-05 |
| XAUUSD | 15% | +41.68% 2026-04 | -75.90% 2026-06 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: High
- Hit a stop-out in our backtest (equity below 10%) on XAUUSD
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 strategy is based on a dual-oscillator mean reversion concept, using both CCI and RSI to confirm overbought and oversold conditions before generating trade signals. Entry conditions: go long when CCI drops below its oversold threshold and RSI also falls below its oversold threshold; go short when CCI rises above its overbought threshold and RSI also exceeds its overbought threshold. Exit conditions typically rely on indicators returning to neutral zones or fixed take-profit and stop-loss levels. Position sizing likely uses fixed lots or an account-balance-proportional method. Money management is critical because mean reversion strategies can suffer consecutive losses in strong trending markets, requiring proper stop-loss settings and position control. While dual-indicator confirmation filters some false signals, the strategy may still trade against extreme trends, potentially causing significant drawdowns.
Strengths
- Dual-indicator confirmation reduces false signals and improves entry quality
- CCI and RSI complement each other: CCI captures price deviation from mean, RSI measures momentum strength
- Simple and intuitive logic, easy to understand and optimize
- Mean reversion strategy performs well in ranging markets
Weaknesses
- Mean reversion strategy may continuously trade against strong trends leading to large losses
- Lacks a trend filter to distinguish ranging from trending markets
- May lack new bar check, potentially opening duplicate positions on the same signal
- Default stop-loss and take-profit may be zero, relying on indicator reversion for exit is risky
Possible improvements
- Add a trend filter (e.g., moving average or ADX) to pause or reverse strategy logic during trending markets
- Add new bar check mechanism to prevent duplicate entries, and implement proper stop-loss and take-profit settings
Risk assessment
Overall risk: Medium
- Mean reversion strategy may hold positions against trends causing significant drawdown
- May lack new bar check and position check mechanisms
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
CCI_Period | 14 | CCI indicator calculation period |
RSI_Period | 14 | RSI indicator period |
CCI_Oversold | -100 | CCI oversold threshold |
CCI_Overbought | 100 | CCI overbought threshold |
RSI_Oversold | 30 | RSI oversold threshold |
RSI_Overbought | 70 | RSI overbought threshold |
LotSize | 0.1 | Trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.