Combining CCI and MACD with Loss-Responsive Position Sizing

Summary

This expert advisor concept combines the Commodity Channel Index (CCI) and Moving Average Convergence Divergence (MACD). Because the indicators use different scales, it introduces a conversion ratio to align their values and displays the resulting information for visual inspection. The post credits one person with the idea and another with the implementation, and mentions trade-transaction handling in the platform code.

It also tracks a running balance between losing and profitable closed trades: losses increase the counter and profits reduce it. The next position's lot size is adjusted according to whether that balance is positive or negative. The post cites a test on EUR/USD at a 30-minute interval over a stated 2016 period and starting deposit, but gives no performance figures in the supplied text. The rule is a simple outcome-dependent sizing scheme; the description does not establish that it improves returns or controls drawdowns, and provides too little detail to assess signal rules or risk limits.

Key ideas

• The strategy combines CCI and MACD and rescales their values for comparison.
• It displays the aligned indicator information for visual inspection.
• A counter increases after losing trades and decreases after profitable trades.
• The counter's sign determines how the next position's lot size is adjusted.
• The cited EUR/USD test does not include performance results in the supplied description.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.