TrendCapture
Rewritten from MQL4. Link to the original publication - http://codebase.mql4.com/ru/353, author: Reshetov (http://www.mql4.com/ru/users/Reshetov)
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 | -7.59% | -6.63% | 9.79% | 20 | 57.90% | -1.38 | -0.78 | 2 | −$39.54 | Reliable |
| GBPUSD | +1.48% | +1.29% | 5.49% | 38 | 70.30% | 0.26 | 0.27 | 2 | +$4.81 | Reliable |
| USDJPY | +0.96% | +0.83% | 6.88% | 46 | 67.40% | 0.19 | 0.14 | 4 | +$2.09 | Reliable |
| XAUUSD | +4.29% | +3.53% | 48.16% | 86 | 54.70% | 0.33 | 0.09 | 4 | +$4.99 | Reliable |
Profitable on 3 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 Trend Following EAs with a reliable result on the same market: EURUSD: better than 3% of 95 · GBPUSD: better than 57% of 95 · USDJPY: better than 62% of 95 · XAUUSD: better than 55% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 31% | +1.75% 2026-01 | -2.59% 2026-04 |
| GBPUSD | 54% | +5.16% 2026-03 | -3.46% 2026-04 |
| USDJPY | 54% | +3.10% 2026-07 | -2.91% 2026-01 |
| XAUUSD | 54% | +53.53% 2026-01 | -18.47% 2026-08 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: No blow-up pattern found
None of the usual blow-up patterns were found in the code, and the account was not stopped out in our backtests. That is not a guarantee: any EA can lose money.
High: stopped out in our backtest, or martingale/grid sizing without a stop loss. Elevated: martingale or grid sizing with a stop loss, or several positions at once without a stop loss. What the label means and what we found →
Strategy analysis
[Strategy analysis available in Chinese — English translation pending]
Strengths
- 1. Innovative ADX<20 filter:
- 2. Historical order direction filter:
- 3. Clean break-even stop:
- 4. Price normalization function:
- 5. Indicator data copy verification:
Weaknesses
- Aggressive risk-reward ratio: default 3.6:1
- ADX<20 risk: may indicate no trend
- Complex historical logic: hard to understand
- Fixed SL/TP: inflexible
- Single signal: lacks multi-confirmation
- No visualization: no chart signals
Risk assessment
Overall risk: High risk
- [Risk point documented in Chinese — translation pending]
- [Risk point documented in Chinese — translation pending]
- [Risk point documented in Chinese — translation pending]
- [Risk point documented in Chinese — translation pending]
- [Risk point documented in Chinese — translation pending]
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed lot size (0=dynamic) |
MaximumRisk | 0.05 | Maximum risk 5% |
StopLoss | 1800 | Stop loss in points |
TakeProfit | 500 | Take profit in points |
SARStep | 0.02 | SAR step size |
SARMax | 0.2 | SAR maximum acceleration |
ADXPeriod | 14 | ADX period |
ADXLevel | 20 | ADX threshold level |
Shift | 1 | Bar index for detection |
BreakEven | 50 | Break-even trigger in points |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.