Exp_BlauTVI
This EA trades based on the BlauTVI (Trend Vigor Index) indicator developed by William Blau. It generates buy signals when the indicator rises (value increasing) and sell signals when it falls (value decreasing), with separate controls for opening and closing positions. The EA uses triple-smoothed momentum to identify trend vigor and executes trades on new bar formation.
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 | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
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 is based on the BlauTVI (Trend Vigor Index), a triple-smoothed momentum indicator proposed by William Blau. Entry conditions: a buy signal is generated when Value[1]<Value[2] (indicator turning from decline to rise) and Value[0]>Value[1] (current value continuing to rise); a sell signal is generated when Value[1]>Value[2] (indicator turning from rise to decline) and Value[0]<Value[1] (current value continuing to fall). Exit conditions include both signal-based closing (triggered on reverse signals) and stop-loss/take-profit based closing via the StopLoss_ and TakeProfit_ parameters. Position sizing is controlled by the MM parameter which manages the capital ratio, supporting both fixed lot and percentage-based margin modes. Money management uses the MMMode parameter to select between LOT and other margin modes, with a default of 0.1 meaning 10% of capital is used for trading. The strategy employs configurable smoothing via XMA_Method, three length parameters (XLength1/2/3), and a phase parameter XPhase to fine-tune the indicator's smoothing behavior, supporting EMA and other smoothing algorithms.
Strengths
- Uses the BlauTVI triple-smoothed momentum indicator which effectively filters market noise and provides higher quality signals
- Separate controls for opening and closing positions offer high flexibility, allowing open-only or close-only configurations
- Includes stop-loss and take-profit mechanisms with a 2:1 reward-to-risk ratio, providing sound risk control
Weaknesses
- The 1000-point stop-loss and 2000-point take-profit are excessively large for most instruments, potentially leading to significant losses
- Lacks a trailing stop mechanism, which may prevent capturing full profit in trending markets
- No position check or duplicate order protection, potentially opening multiple positions on the same signal
Possible improvements
- Add position check logic to prevent duplicate entries in the same direction
- Implement a trailing stop feature to lock in more profits during trending markets
Risk assessment
Overall risk: Medium
- Stop-loss and take-profit values are very large (1000/2000 points), posing significant capital risk per trade
- Lack of position checking may lead to duplicate entries in the same direction, increasing risk exposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management: negative=fixed lots, positive=deposit ratio |
MMMode | LOT | Lot calculation mode; LOT=fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Max slippage deviation in points |
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 |
XMA_Method | MODE_EMA | Smoothing method selection |
XLength1 | 12 | First smoothing length |
XLength2 | 12 | Second smoothing length |
XLength3 | 5 | Third smoothing length |
XPhase | 15 | Smoothing phase parameter |
VolumeType | VOLUME_TICK | Volume type: tick or real volume |
SignalBar | 1 | Signal bar index |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.