Exp_Super_Trend
This EA trades based on the Super_Trend custom indicator, which uses CCI to determine trend direction. It opens buy positions when the upper trend signal appears and sell positions when the lower trend signal appears, with optional stop-loss and take-profit. The EA includes money management modes and configurable position open/close switches for both directions.
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 | -2.97% | -2.59% | 6.35% | 70 | 45.70% | -0.66 | -0.47 | 7 | −$4.25 | Reliable |
| GBPUSD | +2.33% | +2.02% | 3.59% | 70 | 46.40% | 0.44 | 0.65 | 6 | +$3.72 | Reliable |
| USDJPY | -3.08% | -2.68% | 8.07% | 55 | 41.80% | -0.64 | -0.38 | 7 | −$5.61 | Reliable |
| XAUUSD | +0.04% | +0.03% | 56.89% | 85 | 48.80% | 0.39 | 0.00 | 5 | +$3.00 | Reliable |
Profitable on 2 of 4 markets with reliable results.
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.
Against the other Trend Following EAs with a reliable result on the same market: EURUSD: better than 26% of 95 · GBPUSD: better than 64% of 95 · USDJPY: better than 25% of 95 · XAUUSD: better than 51% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 54% | +0.95% 2025-11 | -2.25% 2026-04 |
| GBPUSD | 62% | +1.33% 2026-01 | -2.23% 2026-10 |
| USDJPY | 31% | +3.31% 2026-09 | -3.70% 2026-03 |
| XAUUSD | 46% | +21.78% 2026-01 | -22.65% 2026-04 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 strategy concept is trend following based on the Super_Trend indicator, which internally uses CCI (Commodity Channel Index) to determine trend direction, generating signals when CCI crosses a specified level. Entry conditions: when indicator buffer 2 (UpValue) is non-zero and non-empty, a buy signal is generated which also serves as a sell close signal; when buffer 3 (DnValue) is non-zero and non-empty, a sell signal is generated which also serves as a buy close signal. Exit conditions operate on two levels: first, signal-based closing on trend reversal (UpValue/DnValue triggering opposite direction closes); second, fixed pip stop-loss and take-profit (StopLoss_=1000, TakeProfit_=2000). Position sizing supports five modes: free margin percentage, balance percentage, loss-adjusted free margin percentage, loss-adjusted balance percentage, and fixed lot size. Money management is controlled by the MM parameter (default 0.1) with MMMode defaulting to LOT (fixed lot). The strategy also includes an additional historical lookback check: when both open and close conditions are enabled for a direction and no close signal is currently present, it iterates through historical bars to find trend continuation close triggers, preventing missed exit opportunities during ongoing trends.
Strengths
- Supports multiple money management modes, flexible for different risk preferences
- Buy and sell open/close switches can be independently controlled for flexible strategy combinations
- Includes new bar detection (IsNewBar) to prevent repeated entries within the same bar
- Configurable stop-loss and take-profit parameters provide basic risk control
- Uses custom indicator handle approach, conforming to standard MQL5 architecture
Weaknesses
- The historical bar lookback close-check logic (lines 123-144 loop) is inefficient and may cause performance issues with large history data
- Stop-loss and take-profit use fixed pips instead of ATR-based dynamic calculation, poor adaptability across different volatility environments
- No spread filter, may lead to unreasonable entries in high-spread conditions
- CCI period and Level parameters lack self-adaptation, requiring manual adjustment for different market states
- Indicator handle validity is only checked in OnInit, not verified on each OnTick call
Possible improvements
- Change the historical lookback close check to a bounded search over the most recent N bars, or cache the last checked position to avoid repeated traversal
- Add ATR-based dynamic stop-loss/take-profit and a spread filter to improve adaptability to different market conditions
Risk assessment
Overall risk: Medium
- Unbounded historical bar lookback loop may cause long blocking in extreme cases
- Fixed stop-loss/take-profit may be inappropriate for different instruments and volatility environments
- No existing position check before opening, may open duplicate positions in the same direction
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management scaling coefficient |
MMMode | LOT | Lot calculation mode (free margin/balance/margin minus floating loss/balance minus floating loss/fixed lot) |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum allowed slippage |
BuyPosOpen | true | Allow opening buy positions |
SellPosOpen | true | Allow opening sell positions |
BuyPosClose | true | Allow closing buy positions |
SellPosClose | true | Allow closing sell positions |
InpInd_Timeframe | PERIOD_H1 | Dots indicator timeframe |
CCIPeriod | 14 | CCI indicator period |
Level | 0 | CCI signal trigger level |
SignalBar | 1 | Bar index for trade signal detection |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.