MA, CCI, and Stochastic Signals in an Expert Advisor
Summary
This document describes an Expert Advisor that combines a moving average (MA), the Commodity Channel Index (CCI), and stochastic oscillator readings to generate buy and sell signals. A buy is triggered when CCI and stochastic are below their respective thresholds while price is above the MA; a sell uses the opposite conditions. The strategy also offers configurable indicator periods, applied prices, and bar shifts, as well as optional stop loss, take profit, risk-based lot sizing, and closing positions on opposite signals.
The document refers to a visual strategy-tester display and a one-year EURUSD hourly test from 2012, but it provides no performance figures or evaluation of robustness. It does not explain how the thresholds are selected or discuss transaction costs, slippage, or out-of-sample results. The method is therefore best understood as a rule-based indicator example, not evidence of a durable trading edge.
Key ideas
- Buy signals require low CCI and stochastic readings alongside price above the moving average.
- Sell signals use high CCI and stochastic readings alongside price below the moving average.
- Indicator periods, prices, and bar shifts can be configured independently.
- Position controls include optional stop loss, take profit, risk-based sizing, and reversal-based exits.
- The cited historical test is not accompanied by metrics or robustness analysis.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.