Exp_3Parabolic
This EA uses three Parabolic SAR indicators on different timeframes (H6, H3, H1) to generate trend-following trade signals. A buy signal occurs when all three SAR values are below their respective close prices, with the fastest timeframe showing a fresh bullish reversal. Sell signals are the inverse. Positions are managed with fixed stop loss and take profit levels.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
| Symbol | P&L | Annual | Max DD | Trades | Win rate | Sharpe | Recovery | Losing streak | Per trade | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| EURUSD | +5.40% | +4.67% | 3.78% | 115 | 49.60% | 1.12 | 1.43 | 6 | +$4.69 | Reliable |
| GBPUSD | -0.55% | -0.48% | 6.29% | 117 | 47.00% | -0.06 | -0.09 | 7 | −$0.47 | Reliable |
| USDJPY | +2.06% | +1.79% | 4.17% | 129 | 45.70% | 0.43 | 0.49 | 7 | +$1.49 | Reliable |
| XAUUSD | -49.55% | -43.18% | 76.94% | 141 | 48.90% | 0.08 | -0.64 | 6 | −$33.62 | Reliable |
Profitable on 2 of 4 markets with reliable results.
Converted from MQL5 to Python and run with the same rules for every EA. Positions use MT5 lot sizes (100,000 units per FX lot, 100 oz per gold lot) with 1:100 leverage, one order at a time, and a stop-out below 10% of the starting balance. Sharpe is computed from the equity curve. Results marked as unreliable are shown for completeness only.
Against the other Multi-Timeframe EAs with a reliable result on the same market: EURUSD: better than 91% of 11 · GBPUSD: better than 42% of 12 · USDJPY: better than 50% of 12 · XAUUSD: better than 8% of 12
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 77% | +1.71% 2025-12 | -2.44% 2026-04 |
| GBPUSD | 54% | +2.98% 2026-06 | -2.00% 2025-12 |
| USDJPY | 54% | +3.71% 2026-01 | -1.29% 2026-08 |
| XAUUSD | 38% | +38.21% 2026-07 | -40.72% 2026-01 |
From the backtest equity curve, sampled about every two days; only reliable results.
Strategy analysis
The strategy concept is based on multi-timeframe Parabolic SAR confluence to confirm trend direction, only opening positions when all three timeframes align. Entry conditions: a buy requires all three SAR values below their respective close prices, with the fastest timeframe showing a fresh bullish reversal (Sar_3[0]>Close_3[0] and Sar_3[1]<Close_3[1]); sell conditions are the inverse. Exit conditions include SAR reversal-triggered directional close signals and fixed stop loss/take profit in points. Position sizing is controlled by the MM parameter, where negative values represent fixed lot sizes and positive values represent a share of the deposit. Money management relies on external TradeAlgorithms.mqh library functions such as BuyPositionOpen and SellPositionOpen. The strategy uses a new bar detection mechanism to avoid repeated signals, but when SignalBar is 0, calculations occur on every tick, potentially increasing unnecessary computational overhead.
Strengths
- Multi-timeframe confluence confirmation reduces false signals
- Triple timeframe filtering improves entry quality
- New bar detection mechanism prevents duplicate signal entries
- Buy/sell open/close permissions can be controlled independently for flexibility
- Parabolic SAR inherently provides trailing stop-like behavior for strong trend following
Weaknesses
- Triple SAR confluence signals are infrequent, potentially leading to long periods without trades
- SAR frequently reverses in ranging markets, generating losing signals
- No ranging market filter, prone to repeated open/close cycles during sideways movement
- Fixed 1000-point SL and 2000-point TP ratio is not suitable for all instruments
- Core trading logic depends on external TradeAlgorithms.mqh library, making it opaque
Possible improvements
- Add ADX or volatility filter to avoid frequent trading in ranging markets
- Add trailing stop functionality to let winning positions capture more trend movement
- Clarify MM parameter documentation to explicitly explain positive vs negative value calculation logic
- Add maximum drawdown protection and maximum consecutive loss limits
Risk assessment
Overall risk: Medium
- SAR frequent reversals in ranging markets may cause consecutive small losses
- Fixed stop loss and take profit do not adapt to instruments with different volatility
- External TradeAlgorithms.mqh position management logic cannot be audited
- When SignalBar=0, calculations occur on every tick, potentially causing repeated triggers during volatile moves
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | -0.1 | Trade deposit ratio; negative = fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Max slippage deviation in points |
BuyPosOpen | true | Allow buy position opening |
SellPosOpen | true | Allow sell position opening |
BuyPosClose | true | Allow closing buy positions |
SellPosClose | true | Allow closing sell positions |
TimeFrame1 | PERIOD_H6 | First trend timeframe |
TimeFrame2 | PERIOD_H3 | Second trend timeframe |
TimeFrame3 | PERIOD_H1 | Third trend timeframe |
SarStep | 0.02 | SAR step |
SarMaximum | 0.2 | SAR maximum value |
SignalBar | 1 | Bar index for entry signal |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.