EA-1095 · Momentum

Exp binarywave

This EA has not been analysed in detail yet.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryMomentum
RiskHigh risk
Blow-up riskLow
Rating—
TypeTrading EA
Timeframes—
Indicators—
AuthorCopyright © 2012, Nikolay Kositsin

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD0.00%0.00%0.00%0—————Not convertible yet
GBPUSD0.00%0.00%0.00%0—————Not convertible yet
USDJPY0.00%0.00%0.00%0—————Not convertible yet
XAUUSD0.00%0.00%0.00%0—————Not convertible yet

Why this EA never traded: no entry rule survived the conversion.

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.

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

  • Innovative seven-indicator voting system
  • Binary signal design is clean and efficient
  • Multi-indicator fusion reduces single-indicator failure risk
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]
  • [Strength documented in Chinese — translation pending]

Weaknesses

  • Default stop loss too large (1000 points)
  • Extremely high risk for small accounts (under 10k)
  • Single trade loss may reach 10% of account
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]

Parameters

ParameterDefaultDescription
`MM`doubleLot/fund ratio
`StopLoss_`intStop loss in points
`TakeProfit_`intTake profit in points
`Deviation_`intSlippage tolerance
`SignalBar`uintSignal bar index
`BuyPosOpen`允许做多true
`SellPosOpen`允许做空true
`BuyPosClose`允许平多仓true
`SellPosClose`允许平空仓true
`WeightMA`移动平均0.5-2.0
`WeightMACD`MACD0.5-2.0
`WeightOsMA`OsMA0.5-2.0
`WeightCCI`CCI0.5-2.0
`WeightMOM`动量0.5-2.0
`WeightRSI`RSI0.5-2.0
`WeightADX`ADX方向0.5-2.0
`bMA_Method`平滑算法[See parameter documentation]
`bLength`平滑周期[See parameter documentation]
`bPhase`JJMA相位参数[See parameter documentation]

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Backtests are historical simulations and do not guarantee future results. Not financial advice.

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