Exp_KaufWMAcross
This EA trades based on crossover signals from the KaufWMAcross custom indicator, which combines Kaufman Adaptive Moving Average (AMA) with a weighted moving average (LWMA). It opens buy positions on upward crossover signals and sell positions on downward crossover signals, with configurable position closing logic and money management modes.
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 | -2.13% | -1.86% | 5.91% | 144 | 47.20% | — | — | — | — | Custom indicator approximated |
| GBPUSD | -2.04% | -1.78% | 6.88% | 144 | 50.70% | — | — | — | — | Custom indicator approximated |
| USDJPY | +2.86% | +2.48% | 2.82% | 144 | 56.90% | — | — | — | — | Custom indicator approximated |
| XAUUSD | +119.89% | +91.75% | 30.57% | 152 | 51.70% | — | — | — | — | Custom indicator approximated |
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
The core strategy is a crossover system between the Kaufman Adaptive Moving Average (AMA) and a Linear Weighted Moving Average (LWMA). Entry conditions: when AMA crosses above LWMA, an UpValue signal is generated to open buy positions and close sell positions; when AMA crosses below LWMA, a DnValue signal is generated to open sell positions and close buy positions. Exit conditions rely on reverse crossover signals or stop-loss/take-profit levels, and the EA also retrospectively checks historical bars for existing closing signals to avoid redundant operations. Position sizing supports five modes: by free margin percentage, by balance percentage, by free margin after floating loss, by balance after floating loss, and fixed lot size. Money management is controlled by the MM parameter, defaulting to 0.1 lots or 10% of capital. The strategy uses an adaptive moving average which theoretically tracks price faster during trending markets and automatically slows down during choppy markets to reduce false signals.
Strengths
- Uses Kaufman Adaptive Moving Average (AMA) which automatically adjusts sensitivity based on market volatility — fast in trends, slow in choppy markets to reduce false signals
- Provides multiple money management modes with high flexibility, from fixed lots to percentage-based sizing on balance or margin
- Implements stop-loss and take-profit (SL=1000, TP=2000) with a reasonable 2:1 reward-to-risk ratio for basic risk control
- Uses SignalBar=1 for signal confirmation based on closed bars, avoiding signal flickering on unconfirmed bars
- Supports independent control of buy/sell opening and closing directions for flexible strategy configuration
Weaknesses
- Stop-loss of 1000 points and take-profit of 2000 points are excessively large for most instruments and need instrument-specific calibration
- Lacks spread filter and trading session filter, which may result in unfavorable fills during high-spread or low-liquidity periods
- Depends on the custom indicator KaufWMAcross — if the indicator file is unavailable the EA cannot run, and the indicator logic cannot be directly audited
- The historical bar loop for finding closing signals (lines 135-157) may impact performance when bar count is large
- No explicit position check logic before opening new trades, potentially risking duplicate positions in the same direction
Possible improvements
- Add position check logic before opening trades to verify no existing positions in the same direction, preventing duplicate entries
- Add spread filter and trading session filter to reduce slippage and losses during unfavorable market conditions
- Optimize the historical bar loop for closing signals by setting a maximum lookback bar limit to prevent performance degradation with long history
- Add trailing stop functionality to lock in profits when trends continue in favor
Risk assessment
Overall risk: Medium
- Default SL/TP values are excessively large (1000/2000 points) and may cause oversized single-trade losses without adjustment
- No explicit position check before opening trades, potentially leading to duplicate positions that amplify risk
- Depends on external custom indicator — EA initialization fails if the indicator is unavailable
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management parameter controlling position size ratio |
MMMode | LOT | Lot sizing mode: Free margin/Balance/Post-loss margin/Post-loss balance/Fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum allowed slippage in points |
BuyPosOpen | true | Allow buy position opening |
SellPosOpen | true | Allow sell position opening |
BuyPosClose | true | Allow buy position closing |
SellPosClose | true | Allow sell position closing |
InpInd_Timeframe | PERIOD_H6 | Indicator calculation timeframe |
ama_period | 9 | AMA adaptive moving average period |
fast_ma_period | 2 | AMA fast smoothing constant period |
slow_ma_period | 30 | AMA slow smoothing constant period |
AMAPrice | PRICE_CLOSE | AMA applied price type |
MAPeriod | 13 | MA period |
MAType | MODE_LWMA | MA type |
MAPrice | PRICE_CLOSE | MA applied price type |
SignalBar | 1 | Bar index for trade signal retrieval |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.