The trading system based on crossing of the DI+ and DI- lines of the ADX_Smoothed indicator. A signal to perform a deal is formed at bar closing if there is crossing of red and green lines of the indicator.

Place ADX_Smoothed.ex5 compiled file to the terminal_data_folder\MQL5\Indicators.

Default Expert Advisor's input parameters have been used during the tests shown below. Stop Loss and Take Profit have not been used during the tests. 

Fig. 1. The instances of history of deals in the chart.

Testing results for 2011 at XAUUSD H4:

Fig. 2. Chart of testing results