EA-1255 · Momentum

Exp_DSSBressert

This EA trades based on the DSS Bressert double smoothed stochastic indicator, opening buy positions when the smoothed stochastic crosses upward and sell positions when it crosses downward. It uses a crossover of two indicator buffer lines (UpValue/DnValue) on a configurable timeframe to generate entry and exit signals, with fixed stop loss and take profit levels.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryMomentum
RiskMedium
Blow-up riskLow
Rating★★☆☆☆
TypeTrading EA
TimeframesH1, H4, D1
IndicatorsDSS Bressert, EMA, Stochastic
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

The core strategy of this EA is based on crossover signals from the DSS Bressert double smoothed stochastic indicator. Entry conditions: a buy signal is generated when the UpValue line crosses above the DnValue line, and a sell signal is generated when the DnValue line crosses above the UpValue line. Exit conditions include closing long positions when DnValue crosses above UpValue, and closing short positions when UpValue crosses above DnValue, along with fixed stop loss at 1000 points and take profit at 2000 points. Position sizing is controlled by the MM parameter, where negative values represent fixed lot sizes and positive values represent a proportion of the deposit. Money management features a 1:2 risk-reward ratio with 1000-point stop loss and 2000-point take profit. The EA only checks for signals on new bars to avoid redundant trades, and uses the SignalBar parameter to allow signal retrieval from either bar 0 or bar 1.

Strengths

  • Double smoothed stochastic reduces false signals compared to standard stochastic, improving signal quality
  • 1:2 risk-reward ratio supports positive long-term expectancy
  • Buy/sell direction toggles provide flexible directional control
  • New bar detection mechanism prevents duplicate trades on the same signal

Weaknesses

  • Fixed stop loss and take profit do not adapt to market volatility changes, potentially too tight during high volatility
  • No spread filter, may enter at unfavorable conditions when spread is wide
  • On indicator buffer copy failure, only sets Recount flag with no retry limit or detailed error logging
  • No check for existing positions, may open duplicate positions in the same direction

Possible improvements

  • Add ATR-based dynamic stop loss and take profit for adaptive adjustment to market volatility
  • Add spread filter and maximum position check to prevent entries under unfavorable conditions and duplicate positions

Risk assessment

Overall risk: Medium

  • No spread filter may cause unnecessary losses in high-spread environments
  • No existing position direction check may lead to duplicate positions increasing risk exposure
  • No protection mechanism after indicator data copy failure, may generate erroneous signals on data anomalies

Evaluation scores

Code quality3.0
Strategy logic3.0
Risk management2.0
Robustness2.0
Innovation2.0
Documentation2.0
Overall2.3

Parameters

ParameterDefaultDescription
MM-0.1Deposit share (positive) or fixed lot size (negative)
StopLoss_1000Stop loss in points
TakeProfit_2000Take profit in points
Deviation_10Maximum price deviation in points (slippage tolerance)
BuyPosOpentrueAllow buy position opening
SellPosOpentrueAllow sell position opening
BuyPosClosetrueAllow closing long positions
SellPosClosetrueAllow closing short positions
InpInd_TimeframePERIOD_H4DSS Bressert indicator timeframe
EMA_period8EMA period
Sto_period13Stochastic period
SignalBar1Bar index for entry signal

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

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