Expert_ABC_WS_CCI
This EA uses a CCI (Commodity Channel Index) indicator smoothed by a Moving Average as its core signal filter within the MQL5 Standard Library Expert Advisor framework. It opens and closes positions based on threshold-based signal logic, employs no trailing stop, and uses fixed lot money management. The strategy relies on CCI momentum shifts confirmed by MA smoothing to generate trade signals.
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 | -1.27% | -1.11% | 5.47% | 112 | 44.60% | -0.24 | -0.23 | 5 | −$1.13 | Reliable |
| GBPUSD | -3.84% | -3.34% | 7.74% | 118 | 45.80% | -0.59 | -0.50 | 6 | −$3.25 | Reliable |
| USDJPY | -6.11% | -5.33% | 10.33% | 123 | 41.00% | -1.06 | -0.59 | 8 | −$4.95 | Reliable |
| XAUUSD | -97.88% | -95.86% | 98.46% | 29 | 58.60% | -1.37 | -0.99 | 4 | −$337.53 | Account stopped out |
Profitable on 0 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 Momentum EAs with a reliable result on the same market: EURUSD: better than 40% of 68 · GBPUSD: better than 29% of 66 · USDJPY: better than 10% of 68 · XAUUSD: better than 13% of 75
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 46% | +2.09% 2026-09 | -1.54% 2026-04 |
| GBPUSD | 31% | +2.54% 2026-09 | -2.92% 2026-04 |
| USDJPY | 23% | +1.58% 2026-01 | -2.20% 2026-05 |
| XAUUSD | 8% | +14.89% 2025-11 | -95.14% 2026-02 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: High
- Has no stop loss or trailing stop
- 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
The strategy concept is based on combining the CCI momentum indicator with MA smoothing to capture directional momentum shifts in the market. Entry conditions are triggered when the CCI (period 37 by default) generates a momentum value that is smoothed by a Moving Average (period 13 by default), and the composite signal strength exceeds the opening threshold (default 40 on a 0-100 scale). Exit conditions occur when the signal strength falls below the closing threshold (default 20), with optional stop loss and take profit levels that default to zero (disabled). Position sizing uses a fixed lot approach (default 0.1 lots) without dynamic adjustment based on account equity or volatility. Money management relies on the CMoneyFixedLot class configured with a fixed percentage (default 10%) and fixed lot size, lacking any dynamic risk scaling mechanism. The overall strategy is a momentum-following system within the MQL5 Standard Library framework, with clear logic but limited adaptability and no dynamic risk controls.
Strengths
- Built on the MQL5 Standard Library framework with clean, well-structured code that is easy to maintain and extend
- CCI + MA dual filtering mechanism smooths out CCI noise and reduces false signal triggers
- Separate threshold values for opening and closing positions provide flexible entry/exit control
- Modular design with decoupled signal, trailing, and money management components makes it easy to swap or upgrade individual modules
Weaknesses
- Stop loss and take profit default to zero, creating unlimited loss risk with no basic risk protection
- Fixed lot money management ignores account size and volatility, unable to dynamically adjust risk exposure
- No trailing stop used (CTrailingNone), so floating profits cannot be locked in and winning trades may experience significant drawdowns
- Lacks a strict new bar check mechanism (Expert_EveryTick=false is not the same as proper new bar detection), potentially processing signals repeatedly on the same bar
- CCI period 37 and MA period 13 are not thoroughly optimized or validated, may not suit all market conditions
Possible improvements
- Add non-zero default stop loss and take profit parameters, and implement ATR-based dynamic stop loss to adapt to market volatility
- Replace CTrailingNone with a trailing stop module to lock in profits during trend continuation and reduce drawdown risk
- Add strict new bar detection and spread filtering to avoid repeated position opening and high-cost trading under unfavorable conditions
Risk assessment
Overall risk: High risk
- Stop loss and take profit both default to zero with no price protection, exposing each trade to unlimited loss potential
- Fixed lot sizing does not adjust with account balance, causing risk ratio to increase during consecutive losses
- Absence of trailing stop means profitable trades can fully retrace into loss territory
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Signal_ThresholdOpen | 40 | Open signal threshold [0...100]; opens when exceeded |
Signal_ThresholdClose | 20 | Close signal threshold [0...100]; closes when below |
Signal_PriceLevel | 0.0 | Trade execution price level; 0 = market price |
Signal_StopLevel | 0.0 | Stop loss level (in points) |
Signal_TakeLevel | 0.0 | Take profit level (in points) |
Signal_Expiration | 4 | Pending order expiration (in bars) |
Signal__PeriodCCI | 37 | CCI indicator period |
Signal__PeriodMA | 13 | MA period overlaid on RSI |
Signal__Weight | 1.0 | Signal filter weight [0...1.0] |
Money_FixLot_Percent | 10.0 | Money management percentage |
Money_FixLot_Lots | 0.1 | Fixed trading lot size |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.