DI Crossover EA

DI Crossover EA

Overview

DI Crossover EA is a multi-timeframe trend follower built on the crossover of the directional indicators DI+ and DI- of the ADX. Three timeframes must agree before a trade is taken, and the ADX itself must confirm that a trend is actually present rather than merely a direction.

How it works
* DI+ and DI- are read on an entry timeframe, an intermediate timeframe and a higher timeframe. The number of timeframes that must be aligned is a parameter, so the EA can be made stricter or more permissive.
* An ADX threshold filters out crossovers that happen while the market has no measurable trend strength. Separate thresholds are available for long and short signals.
* A volatility regime filter compares current ATR to its own long average and blocks trading when volatility collapses.
* Exits are twofold and independent: an exit on the reverse crossover, and an ATR-based stop. Either can be disabled.
* The stop loss can be placed by ATR multiple, by the highest or lowest of the last N bars, or at a fixed point distance.
* The take profit uses a reward-to-risk ratio that can differ between long and short trades, which is how an asymmetric market is handled without a second strategy.
* A daily circuit breaker halts trading once a configurable percentage of equity has been lost in a day.
* An optional session filter restricts trading to a window of server hours.

Risk management
Percentage of equity risked per trade, sized from the distance to the stop loss, with a daily circuit breaker that suspends trading once a configurable share of equity has been lost in one day.

Recommended use
Designed and tested on EURUSD with an M30 entry timeframe. No hardcoded symbol. Hedging or netting accounts, any broker, no DLL.

Backtest results
MetaTrader 5 Strategy Tester, 100% real tick data, January 2016 to June 2026, EURUSD M15 chart, initial deposit 10 000 USD, leverage 1:100: net profit 5 745 USD, profit factor 1.48, maximum balance drawdown 9.18%, 150 trades, 38.0% of trades profitable, average win 312 USD against average loss 129 USD.

This is a low-frequency strategy: 150 trades in ten and a half years. It is designed to be one component of a portfolio, not a standalone account.

Disclaimer
Trading Forex and leveraged products carries a high risk of capital loss and is not suitable for all investors. Backtest results are historical simulations; they do not reflect real transactions and do not guarantee future performance. Test on a demo account before any live use. This product does not constitute investment advice.

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5 (2)
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5 (3)
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Lo Thi Mai Loan
5 (3)
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5 (3)
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5 (15)
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Arkadii Zagorulko
3.54 (13)
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