Exp_JBrainSig1_UltraRSI
This EA combines two indicators — JBrainTrendSig1 and UltraRSI — to generate trading signals. It offers three operational modes: using JBrainSig1 as a filter for UltraRSI signals, using UltraRSI as a filter for JBrainSig1 signals, or a composition mode where either indicator's open signal paired with the other's close signal triggers a trade. Entry signals require cross-confirmation from both indicators before opening buy or sell positions.
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 | +4.27% | +3.70% | 4.40% | 15 | 42.90% | — | — | — | — | Custom indicator approximated |
| GBPUSD | -2.25% | -1.96% | 8.15% | 23 | 31.80% | — | — | — | — | Custom indicator approximated |
| USDJPY | +8.76% | +7.57% | 4.07% | 33 | 53.10% | — | — | — | — | Custom indicator approximated |
| XAUUSD | +47.03% | +37.50% | 55.70% | 150 | 53.30% | — | — | — | — | Custom indicator approximated |
On every market this backtest is identical to EA-16029. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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 EA's core strategy is a dual-indicator cross-confirmation system combining the trend-detection JBrainTrendSig1 indicator and the momentum oscillator UltraRSI. Entry conditions depend on the Mode parameter: in JBrainSig1Filter mode, UltraRSI generates open signals but JBrainSig1 must confirm direction; in UltraRSIFilter mode the roles are reversed; in Composition mode, either indicator's open signal paired with the other's close signal triggers entry. Exit conditions require both indicators to simultaneously emit close signals (SELL_Close1 && SELL_Close2 or BUY_Close1 && BUY_Close2). Position sizing is controlled by the MM parameter, where negative values represent fixed lot sizes and positive values represent deposit-proportional sizing. Each trade includes StopLoss at 1000 points and TakeProfit at 2000 points, yielding a 1:2 risk-reward ratio. The strategy operates on the H4 timeframe as a medium-to-long-term trading system, relying on a new bar detection mechanism to prevent repeated trading within the same bar.
Strengths
- Dual-indicator cross-confirmation reduces false signal probability and improves entry quality
- Three flexible operational modes adapt to different market conditions
- StopLoss and TakeProfit are configured with a 1:2 risk-reward ratio, providing solid risk control
- New bar detection mechanism prevents repeated entries within the same bar
- Independent buy/sell direction control offers high trading flexibility
Weaknesses
- Composition mode allows either indicator's open signal to trigger a trade, potentially making entry conditions too loose
- JBrainTrendSig1 uses a loop-back search for signals, which may impact performance with large historical data
- No spread filter or trading session filter, risking unfavorable fills during wide spread or low liquidity periods
- StopLoss of 1000 points is relatively large, potentially enduring significant floating drawdown on some instruments
- Depends on custom indicator files (JBrainTrend1Sig and UltraRSI), missing either causes runtime failure
Possible improvements
- Add spread filter and trading session filter to avoid opening positions under unfavorable conditions
- Optimize the JBrainTrendSig1 signal loop-back logic by limiting the maximum number of bars to search, preventing performance issues
Risk assessment
Overall risk: Medium
- No spread filter — wide spreads during high volatility periods can lead to unfavorable fills
- JBrainTrendSig1 loop-back has no upper limit — extreme cases may cause lag or timeout
- Dependency on external custom indicators — missing or incompatible indicator files cause EA failure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | -0.1 | Deposit ratio or fixed lot; negative = fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Max price deviation in points (slippage tolerance) |
BuyPosOpen | true | Allow opening long positions |
SellPosOpen | true | Allow opening short positions |
BuyPosClose | true | Allow closing long positions |
SellPosClose | true | Allow closing short positions |
Mode | Composition | Entry algorithm mode: JBrainSig1 filter, UltraRSI filter, or combined |
InpInd_Timeframe | PERIOD_H4 | Indicator timeframe |
SignalBar | 1 | Bar index for entry signal |
ATR_Period | 7 | ATR period (JBrainTrendSig1 parameter) |
STO_Period | 9 | Stochastic period (JBrainTrendSig1 parameter) |
XMA_Method | MODE_SMA | Smoothing method |
STO_Price | STO_LOWHIGH | Stochastic price calculation method |
XLength | 7 | JMA smoothing depth |
XPhase | 100 | JMA smoothing parameter (-100 to +100) |
RSI_Period | 13 | RSI indicator period |
Applied_price | PRICE_CLOSE | Applied price type |
W_Method | MODE_JJMA | UltraRSI smoothing method |
StartLength | 3 | Initial smoothing period |
WPhase | 100 | Smoothing parameter (JJMA/VIDYA/AMA) |
nStep | 5 | Period change step size |
nStepsTotal | 10 | Number of period change steps |
SmoothMethod | MODE_JJMA | Final smoothing method |
SmoothLength | 3 | Final smoothing depth |
SmoothPhase | 100 | Final smoothing parameter |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.