Expert_ABE_BE_CCI
This EA uses a CCI-based signal filter (CBE_BE_CCI) combined with a moving average to generate momentum-based trade entries and exits within the MetaQuotes standard expert framework. It employs fixed lot sizing with no trailing stop, relying entirely on the signal threshold mechanism for trade decisions. The strategy is built on the CExpert architecture with a single signal filter driving buy/sell decisions.
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
- 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 of this strategy is the CBE_BE_CCI signal filter, which combines CCI (Commodity Channel Index, period 49) with a Moving Average (period 11) to determine market momentum direction. The CCI indicator identifies the degree of price deviation from its statistical mean, generating entry signals when the CCI value exceeds the open threshold of 40 and exit signals when it falls below the close threshold of 20. Position sizing uses a fixed lot model (CMoneyFixedLot) with a default lot size of 0.1, without dynamic adjustment based on account balance. The strategy does not use a trailing stop (CTrailingNone), relying entirely on the signal filter's threshold mechanism for trade exits. Pending order expiration is set to 4 bars, limiting the lifespan of unexecuted orders. Overall, this is a systematic trading strategy based on the CCI momentum oscillator, using a dual-threshold mechanism to control entries and exits.
Strengths
- Built on the standard CExpert framework with clean, well-structured code that is easy to maintain and extend
- The CCI momentum indicator can effectively identify trend initiation and exhaustion with statistical significance
- The dual-threshold mechanism (open at 40/close at 20) provides flexibility in entry/exit logic and helps avoid overtrading
Weaknesses
- Both Stop Loss and Take Profit levels are set to 0, lacking hard risk protection which may lead to significant losses
- No trailing stop mechanism means profitable positions cannot lock in floating profits, potentially giving back substantial gains
- Fixed lot sizing does not dynamically adjust based on market volatility or account risk, making money management coarse
- Relies on a single CCI filter without multi-signal confirmation, prone to generating false signals
Possible improvements
- Add non-zero Stop Loss and Take Profit levels, or integrate dynamic stop-loss calculation within the signal filter
- Introduce a trailing stop module to replace CTrailingNone for protecting accrued profits
- Add multi-timeframe confirmation or combine multiple signal filters to improve signal reliability
Risk assessment
Overall risk: High risk
- Stop Loss and Take Profit are both 0, meaning no hard risk control exists and a single trade could cause major losses
- No new bar check mechanism (Expert_EveryTick=false is not true new bar detection), potentially opening repeated positions on the same bar
- Fixed lot sizing lacks risk control flexibility and cannot adaptively adjust positions during extreme market conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Signal_ThresholdOpen | 40 | Open position signal threshold [0...100] |
Signal_ThresholdClose | 20 | Close position signal threshold [0...100] |
Signal_PriceLevel | 0.0 | Price level for trade execution |
Signal_StopLevel | 0.0 | Stop loss level (points), 0=no stop loss |
Signal_TakeLevel | 0.0 | Take profit level (points), 0=no take profit |
Signal_Expiration | 4 | Pending order expiration (bars) |
Signal__PeriodCCI | 49 | CCI indicator period |
Signal__PeriodMA | 11 | MFI smoothing MA period |
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 lots |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.