PENGEMBANGAN SISTEM TRADING OTOMATIS DENGAN FIXED RATIO MONEY MANAGEMENT BERBASIS INDIKATOR PARABOLIC SAR DAN CCI PADA TRADING BRENT OIL (XBRUSD)

Al Faiz, NIM 7213550024 “Development of an Automated Trading System with
Fixed Ratio Money Management Based on Parabolic SAR and CCI Indicators in
Brent Oil Trading (XBRUSD)”
This study aims to develop an automated trading system (Expert Advisor) for
Brent Oil (XBRUSD) commodities to overcome the challenges of market volatility
and trader emotional factors. This system integrates the Parabolic SAR indicator
as a trend determinant and the Commodity Channel Index (CCI) as momentum
confirmation, and applies the Fixed Ratio Money Management method for
dynamic capital management based on profit performance. Using the Waterfall
model Research and Development (R&D) method on the MetaTrader 5 platform,
the system's performance was tested through backtesting (2021-2024) and
real-time testing (August-September 2025) on the H1 and H4 timeframes.
Backtesting results show that the H4 timeframe is statistically superior with a net
profit of USD 3,921.73 and a Profit Factor of 2.04. However, in real-time testing,
the H1 timeframe proved to be much more stable and profitable with a profit of
USD 123.88 and a very low drawdown (0.06%), while H4 recorded a minor loss.
In conclusion, the integration of the Parabolic SAR and CCI indicators effectively
generates trading signals, but its performance is highly sensitive to timeframe
selection and current market conditions. The Fixed Ratio Money Management
method has proven effective in limiting risk. For short-term real-time application,
the system on the H1 timeframe is more recommended.