Expert_AH_HM_CCI
This EA uses the CCI (Commodity Channel Index) smoothed by a Moving Average as its core signal filter within the MQL5 Standard Library Expert framework. It opens and closes positions based on threshold-driven signal logic from the CH_HM_CCI indicator, with fixed lot money management and no trailing stop.
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 | -6.76% | -5.90% | 10.03% | 138 | 43.80% | — | — | — | — | Same as other EAs |
| GBPUSD | -8.45% | -7.38% | 11.36% | 140 | 43.90% | — | — | — | — | Same as other EAs |
| USDJPY | -3.89% | -3.39% | 5.56% | 138 | 45.30% | — | — | — | — | Same as other EAs |
| XAUUSD | -99.63% | -99.01% | 99.78% | 37 | 62.20% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-311. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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 strategy of this EA is momentum trading based on the CCI indicator, smoothed by a Moving Average to reduce noise and false signals. Entry conditions depend on the CH_HM_CCI signal filter output, opening positions when signal strength exceeds the open threshold (default 40) and closing when it falls below the close threshold (default 20). Position sizing uses a fixed lot model (CMoneyFixedLot) with a default of 0.1 lots, which does not dynamically adjust based on account balance. Money management is controlled by both a percentage parameter (default 10%) and fixed lot size, though actual trade volume is primarily determined by the fixed lot setting. The EA does not use any trailing stop (CTrailingNone), meaning unrealized profits cannot be automatically locked in, relying entirely on signal-based exits or stop loss/take profit levels. Both stop loss and take profit levels default to 0, meaning there is no preset risk protection, leaving the position with significant risk exposure.
Strengths
- Uses the MQL5 Standard Library Expert framework with clean, well-structured code that is easy to maintain and extend
- CCI smoothed by Moving Average effectively reduces false signals from short-term market noise
- Adjustable signal thresholds allow users to flexibly tune entry/exit sensitivity for different market conditions
Weaknesses
- Both stop loss and take profit default to 0, leaving positions without any preset risk protection mechanism
- No trailing stop functionality means profitable positions cannot automatically lock in gains, potentially facing significant drawdowns
- Fixed lot money management is inflexible, not dynamically adjusting position size based on account size or market volatility
Possible improvements
- Add default stop loss and take profit settings to ensure every trade has baseline risk protection
- Introduce a trailing stop mechanism (e.g., ATR-based trailing) to lock in profits during trend continuation while allowing profits to run
- Replace fixed lot sizing with dynamic position management (e.g., ATR-based or account equity percentage) to adapt to varying market volatility
Risk assessment
Overall risk: High risk
- Stop loss and take profit both default to 0, trading without stop protection which could lead to catastrophic losses during extreme market moves
- No trailing stop mechanism means winning positions may give back all profits on market reversals
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Signal_ThresholdOpen | 40 | Entry signal threshold [0...100] |
Signal_ThresholdClose | 20 | Exit signal threshold [0...100] |
Signal_PriceLevel | 0.0 | Trade execution price level |
Signal_StopLevel | 0.0 | Stop loss level in points |
Signal_TakeLevel | 0.0 | Take profit level in points |
Signal_Expiration | 4 | Pending order expiration (bars) |
Signal__PeriodCCI | 11 | CCI indicator period |
Signal__PeriodMA | 5 | moving averagesmoothing 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 lot size |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.