【Trend Range】Automated switching between two independent logics to boost profits for the USD/JPY EA Koinobori
The two logics of Koinobori are (1) a trend-following CCI and (2) a counter-trend BB, an EA that determines trend or range and automatically changes the lot size.
Although this feature is delivering excellent performance currently, the designer syun's philosophy is to make most settings adjustable so that users themselves can further improve performance.
The developer syun conducted a manual backtest showing the results for the 1) trend-following CCI lot-size changes.
Below, copied from the developer syun's EA page
For now, I will excerpt and modify only the ① trend-following CCI.
<Regarding ①, the setting section that makes a simple determination whether there is a trend>
● 1 Trend determination MA1 candles count
● 1 Trend determination MACCI1 setting: Simple 0, Exponential 1, Smoothed 2
● 1 Trend determination MA2 candles count
● 1 Trend determination MACCI2 setting: Simple 0, Exponential 1, Smoothed 2
<You can change the CCI settings. It trades while referencing the state of the 3 CCI lines and the sub-MA.>
● 1 Set11 CCI1 candles count – Default: 60
● 1 Set12 CCI2 candles count – Default: 180
● 1 Set13 CCI3 candles count – Default: 20
● 1 MA candles count – For calculating sub-MA for CCI 200
● 1 MA setting: Simple 0, Exponential 1, Smoothed 2 0
Currently, when only ① is traded from January to July 2018 with default settings, the backtest results are as follows.
Koinebori