Exp_VininI_Trend_LRMA
This EA trades based on the VininI_Trend_LRMA custom indicator, which uses a Linear Regression Moving Average with multi-step smoothing. It supports two entry modes: level breakout and direction change (twist), and optionally filters entries using the ChangeOfVolatility indicator in the version with the second handle. Positions are opened and closed systematically with configurable stop loss, take profit, and money management.
Open the interactive view (equity curve, symbol switch)Key facts
Backtest results (H1, about 1 year)
Not backtested yet — this EA could not be converted automatically.
Strategy analysis
The core strategy of this EA is trend following, generating trading signals based on the VininI_Trend_LRMA custom indicator. This indicator identifies trend direction through a Linear Regression Moving Average combined with multi-step exponential smoothing, supporting various smoothing methods including SMA, EMA, JJMA, JurX, and others. Entry conditions operate in two modes: BREAKDOWN mode requires the indicator value to cross above UpLevel or below DnLevel, with the previous bar's value not yet having crossed that level; TWIST mode requires the indicator direction to reverse, changing from declining to rising or vice versa. Exit conditions include fixed stop loss and take profit in points, as well as position closure triggered by opposing signals. Position sizing is controlled via the MM parameter, where negative values represent fixed lot sizes and positive values represent the share of deposit per deal. Money management relies on the TradeAlgorithms.mqh library functions for executing opens and closes. In the version with the underscore suffix, an additional ChangeOfVolatility indicator filters signals, requiring trend volatility strength to exceed MaxTrendLevel before entry is permitted.
Strengths
- Dual-mode entry strategy provides flexibility, allowing traders to follow either level breakouts or direction twists
- Uses ChangeOfVolatility indicator as a volatility filter, reducing false signals in low-volatility environments
- Well-parameterized design with independent buy/sell open/close permissions to accommodate different market views
- Multi-step smoothing algorithm effectively reduces noise, minimizing false signals from price spikes
- New bar detection mechanism (CIsNewBar) prevents redundant trades within the same bar
Weaknesses
- Stop loss and take profit use fixed points without ATR-based dynamic adjustment, potentially misfitting different instruments
- No position check logic, potentially opening duplicate positions in the same direction
- Depends on two custom indicators (VininI_Trend_LRMA and ChangeOfVolatility), making deployment complex and fragile if indicators are missing
- No spread filter, which can cause unnecessary losses on instruments with wide spreads
- The MM parameter's negative-value-means-fixed-lot design is unintuitive and prone to user misunderstanding
Possible improvements
- Add ATR-based dynamic stop loss and take profit to adapt risk management to varying market volatility
- Add position check logic to prevent duplicate entries in the same direction, avoiding overexposure
- Add spread filter and trading session filter to improve entry quality
Risk assessment
Overall risk: Medium
- No position check may lead to duplicate entries in the same direction, causing excessive risk exposure
- Fixed-point stop loss/take profit does not adapt to different market volatility, potentially causing frequent stop-outs in volatile markets
- The negative-value design of the MM parameter can be misused, potentially leading to unexpectedly large lot sizes
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | -0.1 | Money management ratio or fixed lot size |
StopLoss_ | 1000 | Stop loss in pips |
TakeProfit_ | 2000 | Take profit in pips |
Deviation_ | 10 | Maximum allowed slippage |
BuyPosOpen | true | Allow opening buy positions |
SellPosOpen | true | Allow opening sell positions |
BuyPosClose | true | Allow closing buy positions on signal |
SellPosClose | true | Allow closing short positions |
Mode | BREAKDOWN | Entry algorithm mode: breakout or reversal |
SignalBar | 1 | Bar index for entry signal |
InpInd_Timeframe | PERIOD_H4 | Indicator timeframe |
LRMAPeriod | 13 | LRMA period |
MA_Method1 | MODE_SMA | Moving average smoothing method |
Length1 | 3 | Moving average initial smoothing depth |
Phase1 | 15 | Moving average smoothing parameter |
MA_Step | 10 | Smoothing depth increment step |
MA_Count | 10 | Number of smoothing steps |
MA_Method2 | MODE_JJMA | Indicator smoothing method |
Length2 | 20 | Indicator smoothing depth |
Phase2 | 100 | Indicator smoothing parameter |
IPC | PRICE_CLOSE | Price constant type |
UpLevel | +10 | Upper level (range 0/+100) |
DnLevel | -10 | Lower level (range -100/0) |
MPeriod | 1 | Momentum period |
Short | 6 | Short-term volatility period |
Long | 100 | Long-term volatility period |
MaxTrendLevel | 60 | Trend level required to execute trades (0-100) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.