Exp_AsimmetricStochNR
This EA trades based on crossover signals from the custom AsimmetricStochNR indicator, which is an asymmetric Stochastic with noise reduction. It opens buy positions when the Stochastic main line crosses above the signal line and sell positions on the reverse crossover, with independent permissions for entry and exit.
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 | -5.26% | -4.59% | 6.56% | 134 | 38.80% | — | — | — | — | Same as other EAs |
| GBPUSD | +0.36% | +0.31% | 8.22% | 134 | 46.60% | — | — | — | — | Same as other EAs |
| USDJPY | +5.97% | +5.17% | 3.78% | 132 | 47.70% | — | — | — | — | Same as other EAs |
| XAUUSD | -13.68% | -11.44% | 71.02% | 139 | 48.60% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-2312. 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 uses the AsimmetricStochNR indicator as its core strategy engine, which combines short-period (default 5) and long-period (default 12) %K calculations and generates a %D signal line via a configurable smoothing method (default SMA). Entry conditions: when Stoch[1]>Sign[1] and Stoch[0]<Sign[0], the main line crosses above the signal line from below, triggering a buy signal; conversely, Stoch[1]<Sign[1] and Stoch[0]>Sign[0] triggers a sell signal. Exit conditions are independent from entries, controlled by BuyPosClose and SellPosClose parameters—when a reverse crossover occurs, the corresponding position is closed. Position sizing is handled via the MM parameter: negative values represent fixed lot size, while positive values represent deposit share percentage. StopLoss defaults to 1000 points and TakeProfit to 2000 points, yielding a 1:2 risk-reward ratio. The strategy operates on H4 timeframe by default and only calculates signals on new bars to avoid tick-level redundant trading. The noise reduction parameter Sens defaults to 7 points, helping reduce false signals. Overbought/oversold levels (80/20) are passed to the indicator but not directly used as entry filters in the EA logic.
Strengths
- Uses noise-reduced stochastic indicator, reducing false crossover signals and improving signal quality
- Independent entry and exit permission controls provide flexible and configurable trading logic
- Calculates signals only on new bars, avoiding tick-level redundant entries and saving computational resources
- Both stop loss and take profit are configured with a reasonable 1:2 risk-reward ratio
- Supports multiple smoothing methods (JJMA/VIDIA/AMA etc.), adapting to different market conditions
Weaknesses
- Overbought/oversold levels are passed to the indicator but not used as entry filters in the EA logic, potentially opening positions in extreme zones
- Depends on the custom AsimmetricStochNR indicator whose internal logic is opaque and cannot be verified
- No spread filter, potentially resulting in unfavorable fills in high-spread environments
- Stop loss of 1000 points is relatively large, potentially causing significant single-trade losses
- No existing position check logic, may repeatedly open positions in the same direction
Possible improvements
- Add overbought/oversold zone filtering in entry logic to avoid chasing trends in extreme areas
- Add spread filter and position check to prevent unfavorable fills in high-spread environments and duplicate position opening
- Add trailing stop or breakeven functionality to lock in profits after reaching a certain floating profit threshold
Risk assessment
Overall risk: Medium
- Depends on an opaque external custom indicator that may contain calculation errors or look-ahead bias
- No position check, potentially opening duplicate positions in the same direction leading to overexposure
- Stop loss of 1000 points is large, single trade loss may represent a high percentage of the account
- No spread or slippage protection mechanism
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | -0.1 | Money management parameter controlling lot size or risk ratio |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum allowed slippage in points |
BuyPosOpen | true | Allow buy position opening |
SellPosOpen | true | Allow sell position opening |
BuyPosClose | true | Allow buy signal to close sell positions |
SellPosClose | true | Allow sell signal to close buy positions |
InpInd_Timeframe | PERIOD_H4 | ADXCrossing indicator timeframe |
KperiodShort | 5 | %K short period |
KperiodLong | 12 | %K long period |
DMethod | MODE_SMA | Signal line smoothing method |
Dperiod | 7 | %D signal period |
DPhase | 15 | Signal line smoothing parameter |
Slowing | 3 | Stochastic slowing factor |
PriceField | STO_LOWHIGH | Price field selection parameter |
Sens | 7 | Noise filter sensitivity in points |
OverBought | 80 | Overbought level percentage |
OverSold | 20 | Oversold level percentage |
SignalBar | 1 | Signal bar index (0=current, 1=closed) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.