EA_CCIT3_1-01
This EA trades based on zero-line crossovers of a CCI T3 smoothed indicator. It opens a buy when CCIT3 crosses above zero and a sell when it crosses below zero. An optional trade overturn mode reverses positions on opposite signals, and a trailing stop feature manages open positions.
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 | -4.31% | -3.75% | 6.45% | 27 | 38.50% | -1.02 | -0.67 | 5 | −$15.26 | Reliable |
| GBPUSD | +2.87% | +2.49% | 7.34% | 30 | 56.70% | 0.52 | 0.39 | 4 | +$9.57 | Reliable |
| USDJPY | +3.74% | +3.24% | 4.31% | 33 | 78.10% | 0.78 | 0.87 | 3 | +$11.92 | Reliable |
| XAUUSD | +31.24% | +25.19% | 52.85% | 29 | 65.50% | 0.71 | 0.59 | 4 | +$107.73 | Reliable |
Profitable on 3 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 21% of 68 · GBPUSD: better than 80% of 66 · USDJPY: better than 87% of 68 · XAUUSD: better than 67% of 75
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 23% | +2.14% 2026-02 | -2.31% 2026-01 |
| GBPUSD | 46% | +4.49% 2026-02 | -2.29% 2026-06 |
| USDJPY | 69% | +2.28% 2026-02 | -2.18% 2026-09 |
| XAUUSD | 38% | +57.17% 2026-03 | -24.86% 2026-02 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 strategy concept is based on momentum trading using zero-line crossovers of a CCI indicator smoothed with the T3 moving average algorithm. Entry conditions: open a buy when CCIT3 crosses above zero (previous bar > 0, current bar <= 0 is the signal check reversed — CCIT3[0]<=0 && CCIT3[1]>0 triggers buy, CCIT3[0]>=0 && CCIT3[1]<0 triggers sell), only when no position exists. Exit conditions include a fixed TP of 1750 points, an optional SL which defaults to 0 (no stop loss), and a trailing stop feature. When Trade_overturn is enabled, the EA closes and reverses the position upon receiving an opposite crossover signal. Position sizing uses a fixed lot size by default, but if Max_drawdown is set above zero, the lot size scales proportionally to Account Balance divided by Max_drawdown, capped at the symbol's maximum volume. A critical money management flaw is the default SL=0, leaving positions without any hard stop loss protection. The trailing stop logic adjusts the stop loss level as price moves favorably, tracking by a fixed number of points behind the current price.
Strengths
- Uses T3 smoothing algorithm on CCI signals, reducing false crossovers and noise
- Provides two indicator modes (Simple and noReCalc) for strategy flexibility
- Supports trailing stop functionality to lock in floating profits
- Has new bar detection logic to prevent repeated trades on the same bar
- Retry mechanism for SL/TP modification increases order modification success rate
Weaknesses
- Default SL=0 provides no stop loss protection, creating extreme risk exposure
- Only supports single symbol single position trading, cannot run on multiple symbols
- Trailing stop uses a global variable Trail_stop that resets on EA restart
- close() function calls GetLastError() without using the return value, poor error handling
- SLTP modification request lacks position ticket, may fail in multi-position environments
- noReCalc version loops forward (i=0 to start) which is wrong for T3 sequential calculation, producing inaccurate indicator values
Possible improvements
- Add a default stop loss value to avoid unprotected risk exposure
- Fix the noReCalc version's forward loop issue — should iterate from oldest to newest bar for correct T3 sequential calculation
- Add position ticket to SLTP modification requests to ensure the correct position is modified
- Add magic number filtering in position checks to avoid interfering with other EAs' positions
- Trail_stop should be persisted or recalculated from current position SL to survive EA restarts
Risk assessment
Overall risk: High risk
- Default no stop loss (SL=0), a single trade can cause massive losses
- No spread filter, wide-spread instruments may result in unfavorable entries
- Single symbol position only, no multi-position isolation mechanism
- SLTP modification request lacks position ticket, could modify wrong position
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 1.0 | Trading lot size |
TP | 1750 | Take profit in points |
SL | 0 | Stop loss in points (0=no stop loss) |
Slippage | 65 | Allowed slippage |
magic | 20120819 | Order magic number |
N_modify_sltp | 7 | Max retries for modifying SL/TP |
trail | 0 | Trailing stop in points (0=disabled) |
Max_drawdown | 0 | Max drawdown reference value (0=disable dynamic lots) |
Trade_overturn | false | Enable reverse trading (position reversal) |
use_Simple_CCIT3 | true | Use Simple version CCIT3 indicator |
CCI_Period_Smpl | 285 | Simple version CCI period |
CCI_Price_Type_Smpl | PRICE_TYPICAL | Simple version CCI price type |
T3_Period_Smpl | 60 | Simple version T3 period |
Koeff_B_Smpl | 0.618 | Simple version T3 coefficient B |
use_noReCalc_CCIT3 | false | Use noReCalc version CCIT3 indicator |
CCI_Period_OtRng | 250 | noReCalc version CCI period |
CCI_Price_Type_OtRng | PRICE_TYPICAL | noReCalc version CCI price type |
T3_Period_OtRng | 170 | noReCalc version T3 period |
Koeff_B_OtRng | 0.618 | noReCalc version T3 coefficient B |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.