Trading signals function. Based on the values of the CCI indicator.
Add the function to the EA: #include <Signal.mqh>
Condition if(GetSignal()==1) is for buys.
Condition if(GetSignal()==-1) is for sells.
External variables of the function:
periodCCI - the period of averaging for calculation of the indicator.
applied_price - Used price. It can be any of the price constants, may range from 0 to 6.
shift - index of obtained value from the indicator buffer (shifting back by specified periods relative to the current bar).
CCI_High - The upper level of the indicator.
CCI_Low - The lower level of the indicator.
Test Example:
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2009.01.26 00:00 - 2009.02.02 23:45 (2009.01.26 - 2009.02.03) | ||||
| Model | Every tick (the most accurate mode based on the shortest available time frames) | ||||
| Parameters | periodCCI=9; applied_price=2; shift=0; CCI_High=110; CCI_Low=120; TakeProfit=60; SL=30; Lots=1; | ||||
| Bars in test | 1573 | Ticks modelled | 146419 | Modelling quality | n/a |
| Mismatched chart errors | 517 | ||||
| Initial deposit | 10000.00 | ||||
| Net profit | 11625.70 | Gross profit | 18583.50 | Gross loss | -6957.80 |
| Profit factor | 2.67 | Expected payoff | 219.35 | ||
| Absolute drawdown | 190.00 | Maximum drawdown | 2267.80 (10.25%) | Relative drawdown | 10.25% (2267.80) |
| Total trades | 53 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 36 (52.78%) |
| Profit trades (% of total) | 31 (58.49%) | Loss Trades (% of total) | 22 (41.51%) | ||
| Largest | profit trade | 601.10 | loss trade | -320.00 | |
| Average | profit trade | 599.47 | loss trade | -316.26 | |
| Maximum | consecutive wins (profit in money) | 5 (3001.10) | consecutive losses (loss in money) | 6 (-1918.90) | |
| Maximal | consecutive profit (count of wins) | 3001.10 (5) | consecutive loss (count) | -1918.90 (6) | |
| Average | consecutive wins | 3 | consecutive losses | 2 |
