Exp_TrendValue
This EA trades based on the custom TrendValue indicator, opening buy positions on upward signals and sell positions on downward signals. It uses ATR-based sensitivity for trend detection and applies fixed stop loss and take profit levels. Trade execution is controlled by new bar detection and configurable permissions for opening and closing 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 | -2.44% | -2.12% | 5.87% | 145 | 43.10% | — | — | — | — | Custom indicator approximated |
| GBPUSD | +3.28% | +2.84% | 4.19% | 145 | 47.90% | — | — | — | — | Custom indicator approximated |
| USDJPY | -1.30% | -1.13% | 5.64% | 145 | 59.00% | — | — | — | — | Custom indicator approximated |
| XAUUSD | -100.00% | -100.00% | 100.00% | 57 | 56.10% | — | — | — | — | Custom indicator approximated |
On every market this backtest is identical to EA-1066, EA-1099, EA-1100, EA-12581, EA-21616. 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
This EA employs a trend-following strategy centered on the custom TrendValue indicator, which is built from moving averages and ATR to determine market direction. Entry conditions: a buy position is opened when the UpSignal buffer produces a non-empty valid value, and a sell position is opened when the DnSignal buffer produces a non-empty valid value. Exit conditions: positions are closed when opposing trend signals appear (e.g., a long is closed when DnTrend or DnSignal triggers), or when fixed stop loss or take profit levels are hit. Position sizing is controlled by the MM parameter, where negative values represent fixed lot sizes and positive values represent a share of the deposit per deal. Money management features a default stop loss of 1000 points and take profit of 2000 points, yielding a 2:1 reward-to-risk ratio, but lacks trailing stops or dynamic stop adjustments. The strategy also incorporates historical data loading checks and new bar filtering to prevent duplicate signal execution.
Strengths
- Clear strategy logic combining trend following with ATR-based dynamic sensitivity to adapt to market volatility
- Comprehensive open/close permission controls for both buy and sell sides offer high flexibility
- New bar detection prevents duplicate trades within the same bar
- 2:1 reward-to-risk ratio is well-designed for long-term positive expectancy
- SignalBar parameter allows flexible selection of signal confirmation bar index
Weaknesses
- Fully dependent on the custom TrendValue indicator, cannot run independently without it
- No spread filter or slippage protection, which may cause excessive execution deviation in volatile markets
- Fixed stop loss and take profit in points without ATR-based dynamic adjustment reduces adaptability across varying volatility environments
- No check for existing positions before opening new ones, potentially leading to duplicate same-direction entries
- Depends on external TradeAlgorithms.mqh library, limiting code portability
Possible improvements
- Add position existence checks before opening new trades to prevent duplicate same-direction entries and excessive risk exposure
- Replace fixed stop loss/take profit with ATR-based dynamic calculation for better adaptability across different volatility regimes
Risk assessment
Overall risk: Medium
- Lack of position checks may cause duplicate same-direction entries, increasing risk exposure
- Fixed stop loss/take profit may be too wide in low-volatility markets and too narrow in high-volatility markets
- Dependency on external custom indicator and library files means the EA will not function if they are missing
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | -0.1 | Trade capital percentage; negative = fixed lots |
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 |
InpInd_Timeframe | PERIOD_H4 | Indicator timeframe |
MAperiod | 13 | Moving average period |
shiftPercent | 0 | Indicator level shift percentage |
ATRPeriod | 15 | ATR indicator period |
ATRSensitivity | 1.5 | ATR shift sensitivity |
SignalBar | 1 | Bar index for entry signal |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.