EA-1203 · Trend Following

Exp mama

This EA has not been analysed in detail yet.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
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—————Custom indicator approximated
GBPUSD0.00%0.00%0.00%0—————Custom indicator approximated
USDJPY0.00%0.00%0.00%0—————Custom indicator approximated
XAUUSD0.00%0.00%0.00%0—————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

[Strategy analysis available in Chinese — English translation pending]

Strengths

  • 1. Adaptive algorithm
  • Automatically adapts to market cycles
  • Fast in trends, slow in ranges
  • [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

  • 1. Stop loss too large
  • 1000 points is excessive
  • 2. Algorithm complexity
  • [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]

Possible improvements

  • Reduce stop loss to 250 points
  • Adjust FastLimit/SlowLimit
  • Test on demo account for 3 months
  • Small live account testing

Evaluation scores

Overall4.0

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

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