Brent MACD Bollinger Breakout Strategy
- Эксперты
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Tomas Vanek
I am a algotrader uses genetic algorithms to search for new strategies. - Версия: 1.0
Brent MACD Bollinger Breakout (H1) is a fully automated MetaTrader strategy designed to capture clean breakout moves on Brent (Crude Oil) using a momentum-confirmed, rule-based execution model. The EA was tested on Brent on the H1 timeframe from December 8, 2017 to August 22, 2025. No parameter setup is required — the system is delivered with optimized and fine-tuned settings.
Recommended broker: RoboForex (EET timezone).
StrategyQuant source code is available here: https://quantmonitor.net/brent-macd-bollinger-breakout-strategy/
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MAIN SETTINGS
Symbol / Timeframe: Brent (Crude Oil) / H1
Trading options:
- Daily Exit: Disabled
- Friday Exit: Enabled (19:00)
- Max trades per day: No limit (duplicate trades disabled)
- Weekend trading: Not applicable
- Pending orders: Used (STOP orders)
- Pending order replacement: Allowed
- Pending order validity: 22 bars
Risk management:
- Stop Loss: 2.1 × ATR(25)
- Profit Target: 90 pips
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ENTRY LOGIC (MOMENTUM FILTER + PENDING STOP BREAKOUT)
This EA combines a MACD cross as a momentum filter with Bollinger Band breakout execution. It avoids guessing direction at market — instead, it places pending STOP orders at adaptive Bollinger Band levels and triggers only if the breakout actually happens.
Setup conditions (momentum + positioning):
- Long setup:
- MACD Main crosses ABOVE Signal (MACD 24/26/9)
- AND Open (previous bar) is BELOW the Upper Bollinger Band (Period 83, Deviation 2.1, PRICE_CLOSE)
- Short setup:
- MACD Main crosses BELOW Signal (MACD 24/26/9)
- AND Open (previous bar) is ABOVE the Lower Bollinger Band (Period 83, Deviation 2.1, PRICE_CLOSE)
Entry rules (pending STOP orders at breakout level):
A second Bollinger Band configuration defines the breakout trigger level:
- LONG: place a Buy Stop at the Upper Bollinger Band (Period 101, Deviation 2.66, PRICE_CLOSE)
- SHORT: place a Sell Stop at the Lower Bollinger Band (Period 101, Deviation 2.66, PRICE_CLOSE)
Pending orders:
- Validity: 22 bars
- Replacing existing pending orders: Allowed
- Duplicate trades: Disabled
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EXIT RULES
- Fixed Profit Target: 90 pips
- Volatility-based Stop Loss: 2.1 × ATR(25)
- Friday risk control: forced exit on Friday at 19:00 to reduce weekend gap exposure
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VALIDATION
After the initial build, the strategy was validated through multiple out-of-sample (OOS) checks and a dedicated TRUE OOS test to reduce overfitting risk and confirm that the logic remains stable beyond the development sample.
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RISK DISCLAIMER
Trading involves significant risk. Past performance is not necessarily indicative of future results. Always forward-test on a demo account before trading live and use appropriate risk management.
