EA-1216 · Breakout

Exp ma rounding channel

This EA has not been analysed in detail yet.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryBreakout
RiskHigh risk
Rating—
TypeTrading EA
Timeframes—
Indicators—
AuthorCopyright © 2012, Nikolay Kositsin

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD+2.28%+1.98%4.65%14252.80%0.470.495+$1.86Reliable
GBPUSD-1.57%-1.37%6.14%14454.20%-0.22-0.264−$0.93Reliable
USDJPY+1.35%+1.18%4.53%17257.60%0.300.307+$0.79Reliable
XAUUSD+92.31%+71.65%36.31%15248.00%1.222.547+$60.73Reliable

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 Breakout EAs with a reliable result on the same market: EURUSD: better than 72% of 18 · GBPUSD: better than 33% of 18 · USDJPY: better than 65% of 17 · XAUUSD: better than 95% of 19

Month by month

MarketMonths with a gainBest monthWorst month
EURUSD54%+3.27% 2026-08-1.84% 2026-02
GBPUSD54%+1.74% 2026-08-4.03% 2026-01
USDJPY62%+1.97% 2025-12-2.10% 2026-07
XAUUSD46%+94.60% 2026-01-22.16% 2025-12

From the backtest equity curve, sampled about every two days; only reliable results.

Strategy analysis

[Strategy analysis available in Chinese — English translation pending]

Strengths

  • Innovative MA Rounding algorithm: Uses fixed threshold for MA updates, creating stepped trend lines that effectively filter ranging noise
  • ATR-adaptive channel: Channel width dynamically adjusts to volatility, adapting to different market conditions
  • Historical signal recovery: EA auto-searches backward through bars after restart to restore trading state
  • [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 is excessive for most instruments
  • Parameter inconsistency: EA and indicator MaRound parameter differ by 10x
  • No trend strength filter: prone to false breakouts in ranging markets
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]
  • [Weakness documented in Chinese — translation pending]

Parameters

ParameterDefaultDescription
MM手数(负值=固定手数)[See parameter documentation]
StopLoss_止损点数[See parameter documentation]
TakeProfit_止盈点数[See parameter documentation]
Deviation_最大滑点reasonable
BuyPosOpen允许做多keep
SellPosOpen允许做空keep
BuyPosClose允许多头平仓keep
SellPosClose允许空头平仓keep
InpInd_Timeframe时间框架H4reasonable
XMA_Method平滑算法[See parameter documentation]
XLength平滑周期[See parameter documentation]
XPhase平滑参数(JJMA用)reasonable
IPC价格类型keep
MaRoundMA舍入阈值(点)[See parameter documentation]
ATRPeriodATR周期[See parameter documentation]
ATR_Factor通道宽度系数reasonable
ChanContinuity通道连续性can testtrue
SignalBar信号K线索引keep

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

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