Momentum · EA-003 · v1.00
PipFix CciExtreme
Trades the exit from CCI extremes with a moving average filter
Backtest
XAUUSD · M30 · 2024-09-01 to 2026-09-01
- Net profit
- $1,622
- Profit factor
- 1.30
- Relative drawdown
- 7.28%
- Trades
- 193
- Win rate
- 71.50%
- Modelling quality
- 98%
Test conditions. Symbol XAUUSD, timeframe M30, 2024-09-01 to 2026-09-01, initial balance $10,000, spread 1 minute OHLC, modelling quality 98%, run on Exness-MT5Real39. Past results do not predict future results.
Publish gate
| Criterion | Measured | Needs | Result |
|---|---|---|---|
| Closed trades ≥ 80 | 193 trades | >= 80 | Pass |
| Profit factor ≥ 1.15 | 1.300 | >= 1.15 | Pass |
| Relative drawdown ≤ 25% | 7.28% | <= 25% | Pass |
| Modelling quality ≥ 90% | 98.00% | >= 90% | Pass |
| Out-of-sample not a catastrophe | true | true in stats.json | Pass |
| Curve not carried by one trade | true | true in stats.json | Pass |
Download
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How it works
# PipFix CciExtreme
**Trades the exit from CCI extremes with a moving average filter**
* Product name: `PipFixCciExtreme`
* File: `PipFix_CciExtreme.ex5`
* Category: Momentum reversal
* Default timeframe: M30
* Validated symbol: XAUUSD M30 (the only symbol walk-forward validated — see the measured result above)
* Magic number: 8850120
* Martingale / grid / averaging: **NO - none, ever**
* Stop Loss + Take Profit: **attached to every order at the moment it is opened**
* Branding: `pipfixalgo.com` watermark locked to the chart
---
## Measured backtest result
| | |
|---|---|
| Tested on | **XAUUSD M30** |
| Backtest period | **2024.09.01 to 2026.09.01** |
| **Length of the test** | **24 months of market data** |
| Net profit on 10 000 USD | **1,622.05 USD** |
| Average monthly return | **0.63%** (compounded, over the 24 months) |
| Maximum drawdown | **6.67%** |
| Profit factor | **1.3** |
| Trades | 193 |
Full report, screenshots and the exact settings file: `Backtest/BACKTEST_RESULTS.md`
## 1. What this robot does
CCI measures how far price has stretched from its statistical mean. Below -150 the market is stretched down; the EA does not buy there - it waits for CCI to climb back above -150, which is the moment the stretch starts to unwind, and only if the 100 EMA agrees.
## 2. Exact trading rules
1. BUY when CCI(14) crosses back up through -150 with price above the 100 EMA.
2. SELL when CCI crosses back down through +150 with price below the 100 EMA.
3. Alternative mode: InpZeroCrossMode = true turns it into a CCI zero-line momentum system.
4. Stop Loss = 1.8 x ATR, Take Profit = 2.8 x ATR, trailing stop after 1.5 x ATR.
5. Position closes early when CCI reaches the opposite extreme.
## 3. Risk management built in
| Protection | What it does |
|---|---|
| Percent risk sizing | Lot size is calculated from `InpRiskPercent` and the real stop distance, so every trade risks the same fraction of the balance. |
| Fixed lot mode | Set `InpUseRiskPercent = false` to use `InpFixedLot` instead. |
| Hard lot cap | `InpMaxLot` can never be exceeded, whatever the balance. |
| One position rule | `InpMaxOpenTrades` (default 1) - no stacking, no averaging down. |
| Daily loss stop | Trading halts for the rest of the day after `InpDailyLossStopPct` percent loss. |
| Daily trade cap | `InpMaxTradesPerDay` limits overtrading (0 = unlimited). |
| Spread guard | No entry while spread is above `InpMaxSpreadPoints`. |
| Break-even | Stop moves to entry after `InpBE_ATR` x ATR of profit. |
| ATR trailing stop | Locks in profit as the move extends. |
**No martingale guarantee.** The position size function of this EA reads only the account balance, the
risk percent and the stop distance. It never reads the result of the previous trade, so a loss can
never increase the next lot size. There is no grid, no hedge basket and no recovery multiplier
anywhere in the code.
## 4. Parameters
| Parameter | Default | Meaning |
|---|---|---|
| `InpTF` | `30` | Working timeframe |
| `InpAllowLong` | `true` | Allow BUY trades |
| `InpAllowShort` | `true` | Allow SELL trades |
| `InpUseStrategyExit` | `true` | Close early on opposite signal |
| `InpCCIPeriod` | `14` | CCI period |
| `InpCCILevel` | `150.0` | Extreme level (+/-) |
| `InpUseTrendFilter` | `true` | Require the trend EMA to agree |
| `InpTrendEMA` | `100` | Trend filter EMA |
| `InpZeroCrossMode` | `false` | Trade CCI zero-line crosses instead of extremes |
| `InpUseRiskPercent` | `true` | Size position from % risk (false = fixed lot) |
| `InpRiskPercent` | `1.0` | Risk per trade, % of balance |
| `InpFixedLot` | `0.10` | Fixed lot when % risk is off |
| `InpMaxLot` | `5.0` | Hard maximum lot |
| `InpMaxOpenTrades` | `1` | Max simultaneous positions of this EA |
| `InpMaxTradesPerDay` | `0` | Max entries per day (0 = unlimited) |
| `InpDailyLossStopPct` | `5.0` | Stop for the day after this % loss (0 = off) |
| `InpATRPeriod` | `14` | ATR period for stops |
| `InpSL_ATR` | `1.8` | Stop Loss = ATR x this |
| `InpTP_ATR` | `2.8` | Take Profit = ATR x this |
| `InpMinSLPoints` | `80` | Minimum SL distance in points |
| `InpUseBreakEven` | `true` | Move SL to break-even |
| `InpBE_ATR` | `1.0` | Break-even trigger = ATR x this |
| `InpUseTrailing` | `true` | ATR trailing stop |
| `InpTrail_ATR` | `1.5` | Trailing distance = ATR x this |
| `InpMaxSpreadPoints` | `30` | Max allowed spread in points |
| `InpUseTimeFilter` | `false` | Restrict trading hours (server time) |
| `InpStartHour` | `7` | Trading start hour |
| `InpEndHour` | `20` | Trading end hour |
| `InpAvoidFriday` | `false` | No new trades on Friday |
| `InpMagic` | `8850120` | Magic number - keep unique per chart |
| `InpTradeComment` | `PipFix CciExtreme` | Order comment |
| `InpSlippage` | `20` | Max deviation in points |
## 5. Installation
1. In MetaTrader 5 choose **File -> Open Data Folder**, open `MQL5\Experts\` and create a folder named `PipFix`.
2. Copy the downloaded **PipFix CciExtreme.ex5** into `MQL5\Experts\PipFix\`. It is already compiled — there is no source file and nothing to build.
3. Back in MT5, right-click the **Navigator** panel and choose *Refresh*, then drag **PipFix CciExtreme** onto a **M30** chart of **XAUUSD**.
4. On the **Common** tab tick *Allow Algo Trading*.
5. On the **Inputs** tab press **Load** and select the settings file you downloaded, **PipFix_CciExtreme_XAUUSD_M30_BACKTESTED.set**.
6. Make sure the **Algo Trading** button in the MT5 toolbar is green.
## 6. How to reproduce the backtest
1. **View -> Strategy Tester** (Ctrl+R).
2. Expert: `PipFix\PipFix_CciExtreme`, Symbol: XAUUSD, Period: M30.
3. Modelling: *Every tick based on real ticks* (or *1 minute OHLC* for a fast first pass).
4. Set the date range, deposit and leverage you want to publish, load the `.set` file, press **Start**.
5. When it finishes, open the **Backtest** tab, right-click -> **Report** to save the HTML/XML report.
The measured results for this EA are in `Backtest/BACKTEST_RESULTS.md` in this folder, together with
the report screenshots. Those numbers come from an actual Strategy Tester run - the settings, symbol,
period and date range used are printed at the top of that file so anyone can repeat it.
## 7. Honest notes
* Past backtest performance is not a promise of future results. Spread, swap and execution differ
between brokers, and a different broker will produce a different curve.
* This robot trades one position at a time with a fixed stop. It is designed to survive, not to
produce a straight equity line.
* Use it on a demo account for at least a few weeks before risking real money.
---
(c) pipfixalgo.com - PipFix CciExtreme v1.00
**Best conditions:** M30/H1 majors and gold. Raise InpCCILevel to 200 for rarer, stronger reversals.
**Trades the exit from CCI extremes with a moving average filter**
* Product name: `PipFixCciExtreme`
* File: `PipFix_CciExtreme.ex5`
* Category: Momentum reversal
* Default timeframe: M30
* Validated symbol: XAUUSD M30 (the only symbol walk-forward validated — see the measured result above)
* Magic number: 8850120
* Martingale / grid / averaging: **NO - none, ever**
* Stop Loss + Take Profit: **attached to every order at the moment it is opened**
* Branding: `pipfixalgo.com` watermark locked to the chart
---
## Measured backtest result
| | |
|---|---|
| Tested on | **XAUUSD M30** |
| Backtest period | **2024.09.01 to 2026.09.01** |
| **Length of the test** | **24 months of market data** |
| Net profit on 10 000 USD | **1,622.05 USD** |
| Average monthly return | **0.63%** (compounded, over the 24 months) |
| Maximum drawdown | **6.67%** |
| Profit factor | **1.3** |
| Trades | 193 |
Full report, screenshots and the exact settings file: `Backtest/BACKTEST_RESULTS.md`
## 1. What this robot does
CCI measures how far price has stretched from its statistical mean. Below -150 the market is stretched down; the EA does not buy there - it waits for CCI to climb back above -150, which is the moment the stretch starts to unwind, and only if the 100 EMA agrees.
## 2. Exact trading rules
1. BUY when CCI(14) crosses back up through -150 with price above the 100 EMA.
2. SELL when CCI crosses back down through +150 with price below the 100 EMA.
3. Alternative mode: InpZeroCrossMode = true turns it into a CCI zero-line momentum system.
4. Stop Loss = 1.8 x ATR, Take Profit = 2.8 x ATR, trailing stop after 1.5 x ATR.
5. Position closes early when CCI reaches the opposite extreme.
## 3. Risk management built in
| Protection | What it does |
|---|---|
| Percent risk sizing | Lot size is calculated from `InpRiskPercent` and the real stop distance, so every trade risks the same fraction of the balance. |
| Fixed lot mode | Set `InpUseRiskPercent = false` to use `InpFixedLot` instead. |
| Hard lot cap | `InpMaxLot` can never be exceeded, whatever the balance. |
| One position rule | `InpMaxOpenTrades` (default 1) - no stacking, no averaging down. |
| Daily loss stop | Trading halts for the rest of the day after `InpDailyLossStopPct` percent loss. |
| Daily trade cap | `InpMaxTradesPerDay` limits overtrading (0 = unlimited). |
| Spread guard | No entry while spread is above `InpMaxSpreadPoints`. |
| Break-even | Stop moves to entry after `InpBE_ATR` x ATR of profit. |
| ATR trailing stop | Locks in profit as the move extends. |
**No martingale guarantee.** The position size function of this EA reads only the account balance, the
risk percent and the stop distance. It never reads the result of the previous trade, so a loss can
never increase the next lot size. There is no grid, no hedge basket and no recovery multiplier
anywhere in the code.
## 4. Parameters
| Parameter | Default | Meaning |
|---|---|---|
| `InpTF` | `30` | Working timeframe |
| `InpAllowLong` | `true` | Allow BUY trades |
| `InpAllowShort` | `true` | Allow SELL trades |
| `InpUseStrategyExit` | `true` | Close early on opposite signal |
| `InpCCIPeriod` | `14` | CCI period |
| `InpCCILevel` | `150.0` | Extreme level (+/-) |
| `InpUseTrendFilter` | `true` | Require the trend EMA to agree |
| `InpTrendEMA` | `100` | Trend filter EMA |
| `InpZeroCrossMode` | `false` | Trade CCI zero-line crosses instead of extremes |
| `InpUseRiskPercent` | `true` | Size position from % risk (false = fixed lot) |
| `InpRiskPercent` | `1.0` | Risk per trade, % of balance |
| `InpFixedLot` | `0.10` | Fixed lot when % risk is off |
| `InpMaxLot` | `5.0` | Hard maximum lot |
| `InpMaxOpenTrades` | `1` | Max simultaneous positions of this EA |
| `InpMaxTradesPerDay` | `0` | Max entries per day (0 = unlimited) |
| `InpDailyLossStopPct` | `5.0` | Stop for the day after this % loss (0 = off) |
| `InpATRPeriod` | `14` | ATR period for stops |
| `InpSL_ATR` | `1.8` | Stop Loss = ATR x this |
| `InpTP_ATR` | `2.8` | Take Profit = ATR x this |
| `InpMinSLPoints` | `80` | Minimum SL distance in points |
| `InpUseBreakEven` | `true` | Move SL to break-even |
| `InpBE_ATR` | `1.0` | Break-even trigger = ATR x this |
| `InpUseTrailing` | `true` | ATR trailing stop |
| `InpTrail_ATR` | `1.5` | Trailing distance = ATR x this |
| `InpMaxSpreadPoints` | `30` | Max allowed spread in points |
| `InpUseTimeFilter` | `false` | Restrict trading hours (server time) |
| `InpStartHour` | `7` | Trading start hour |
| `InpEndHour` | `20` | Trading end hour |
| `InpAvoidFriday` | `false` | No new trades on Friday |
| `InpMagic` | `8850120` | Magic number - keep unique per chart |
| `InpTradeComment` | `PipFix CciExtreme` | Order comment |
| `InpSlippage` | `20` | Max deviation in points |
## 5. Installation
1. In MetaTrader 5 choose **File -> Open Data Folder**, open `MQL5\Experts\` and create a folder named `PipFix`.
2. Copy the downloaded **PipFix CciExtreme.ex5** into `MQL5\Experts\PipFix\`. It is already compiled — there is no source file and nothing to build.
3. Back in MT5, right-click the **Navigator** panel and choose *Refresh*, then drag **PipFix CciExtreme** onto a **M30** chart of **XAUUSD**.
4. On the **Common** tab tick *Allow Algo Trading*.
5. On the **Inputs** tab press **Load** and select the settings file you downloaded, **PipFix_CciExtreme_XAUUSD_M30_BACKTESTED.set**.
6. Make sure the **Algo Trading** button in the MT5 toolbar is green.
## 6. How to reproduce the backtest
1. **View -> Strategy Tester** (Ctrl+R).
2. Expert: `PipFix\PipFix_CciExtreme`, Symbol: XAUUSD, Period: M30.
3. Modelling: *Every tick based on real ticks* (or *1 minute OHLC* for a fast first pass).
4. Set the date range, deposit and leverage you want to publish, load the `.set` file, press **Start**.
5. When it finishes, open the **Backtest** tab, right-click -> **Report** to save the HTML/XML report.
The measured results for this EA are in `Backtest/BACKTEST_RESULTS.md` in this folder, together with
the report screenshots. Those numbers come from an actual Strategy Tester run - the settings, symbol,
period and date range used are printed at the top of that file so anyone can repeat it.
## 7. Honest notes
* Past backtest performance is not a promise of future results. Spread, swap and execution differ
between brokers, and a different broker will produce a different curve.
* This robot trades one position at a time with a fixed stop. It is designed to survive, not to
produce a straight equity line.
* Use it on a demo account for at least a few weeks before risking real money.
---
(c) pipfixalgo.com - PipFix CciExtreme v1.00
**Best conditions:** M30/H1 majors and gold. Raise InpCCILevel to 200 for rarer, stronger reversals.