The breakthrough trading system using the Candles_Smoothed indicator. A signal to perform a deal is formed at bar closing if the breakthrough level is higher than high or lower than low of the indicator candlestick.

Place Candles_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 USDCHF H4:

Fig. 2. Chart of testing results