Indicators

Five trend crossovers on the same 16,926 EURUSD 5-minute bars with the same exits and a 1-pip cost. With its own reverse exit the ADX DI cross lost the least, -1.33 pips per trade against -1.64 for MACD; with a fixed two-hour exit it was second worst. DI crosses confirmed by an EMA 12/26 cross within three bars lost 0.40 pips, unconfirmed ones 1.72.

Bollinger Bands 20/2, RSI 14 at 70/30 and Stochastic 14/3/3 as overbought signals on the same 16,926 EURUSD 5-minute bars, same exit, 1-pip cost. The band lost 0.34 pips per trade, Stochastic 0.74, RSI 0.89. The two agreed on only 51.6% of band signals, and band fades RSI confirmed lost 0.70 pips against 0.32 for the ones it did not.

Three Bollinger Bands strategies, 12 settings each, on 16,926 EURUSD 5-minute bars with a 1-pip cost. Fading the default 20/2 won 60.3% of trades and lost 0.34 pips per trade because losers were 1.7 times the winners. Waiting for a close back inside made every setting worse, walking the band lost everywhere, and only 10/2.5 stayed positive — by 0.05 pips.

Supertrend 10/3 rebuilt on nine timeframes from 16,926 EURUSD and 13,736 gold 5-minute bars. MT5-only M10 and M20 lost on both markets; M30 was the only positive EURUSD timeframe at +1.62 pips per trade and held in both halves. The ATR smoothing inside your Supertrend file changed the direction on 7.54% of bars.

ATR period 7, 10, 14 and 20 against multiplier 1.5, 2, 3 and 4 on 16,926 EURUSD 5-minute bars, always in the market with a 1-pip cost. Every setting lost, even before the spread. The multiplier decided trade count while the period barely mattered, and the popular scalping tweak 14/2 lost 827.8 more pips than the default 10/3.

The eight most-taught indicator combinations — RSI + MACD, RSI + Stochastic + MACD, MACD + moving average cross and five more — measured against the single indicators inside them on the same 16,926 EURUSD bars. Every combination finished below its best component in pips per trade, six of eight below both halves, and the four-indicator stack finished last at 42.1%. The only profitable combo made 40% less than one of its own halves.

Eight standard indicators reduced to one bullish-or-bearish state and run through every one of the 56 confirmation pairs on 16,926 EURUSD 5-minute bars. Confirmation lowered the win rate from 44.2% to 43.1% while discarding 36% of signals, 42 of the 56 pairs made the result worse, and a seeded coin flip used as the confirming indicator scored 43.9% to 44.9%. Agreement between indicators ranged from 95.1% to 43.6% — and measured redundancy, not truth.

Swing highs, daily pivots, Fibonacci retracements, round numbers and Bollinger Bands measured with one identical touch rule on the same 16,926 EURUSD bars. Every method landed between 55.2% and 61.1% held, with randomly invented levels finishing fourth at 59.8%. Fibonacci generated 32,561 touches and no more information than 233 round-number touches, and resistance beat support in all six horizontal methods.

Give MACD an hour either side of an engulfing bar and it fires near 92% of the time, agreeing 46.4% and disagreeing 45.7%. On the signal bar itself the two meet 6.7% of the time. Trading only MACD-confirmed candles nearly doubled the loss, while a slower EMA 12/26 crossover as the filter turned the same rule positive at 53.6% wins.