Exp_BykovTrend
This EA trades based on the BykovTrend custom indicator, which generates Up/Dn arrow signals. It opens buy positions on Up signals and sell positions on Dn signals, with configurable stop-loss, take-profit, and money management options. Signals are processed on new bars with a recalculation mechanism to ensure data integrity.
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 of this EA is trend-following based on signals from the BykovTrend indicator. The BykovTrend indicator internally uses the WPR (Williams Percent Range) indicator, where the SSP parameter controls the WPR period and the RISK parameter controls signal sensitivity. Entry conditions: when indicator buffer 1 (UpValue) produces a non-zero, non-EMPTY_VALUE value, a buy-open and sell-close signal is generated; when buffer 0 (DnValue) produces a non-zero, non-EMPTY_VALUE value, a sell-open and buy-close signal is generated. Exit conditions rely on the configurable StopLoss and TakeProfit parameters, and also support closing on opposite signals. Position sizing is controlled by the MM parameter which sets the lot ratio, supporting multiple money management modes (free margin, balance, loss-free margin, loss-balance, fixed lot). The strategy also includes a historical lookback mechanism: when both opening and closing are enabled, if no current close signal exists, it searches backward through historical bars to find a prior opposite signal to confirm whether a position should be closed.
Strengths
- Clean structure with separation between signal logic and trading logic, good code readability
- Supports multiple money management modes offering high flexibility
- Uses SignalBar=1 to avoid signal repainting on unclosed bars
- Recount mechanism ensures retry on indicator data fetch failure
- Buy/sell open and close can be independently toggled to suit different trading needs
Weaknesses
- Default SL=1000 and TP=2000 points are large, no spread filter makes it unsuitable for small timeframes
- Historical lookback close mechanism iterates all historical bars, potentially impacting performance with non-intuitive logic
- Lacks spread filter and trading session filter, may open positions under unfavorable conditions
- Depends on external BykovTrend custom indicator; EA fails if indicator file is missing
- No position check logic, may open duplicate positions in the same direction
Possible improvements
- Add position check logic to avoid duplicate entries in the same direction
- Add spread filter and trading session restrictions to improve trade quality
- Optimize the historical lookback close mechanism by limiting search range to avoid performance issues
Risk assessment
Overall risk: Medium
- Lack of position check may cause duplicate entries, increasing risk exposure
- Default SL/TP values are large but with reasonable 1:2 ratio, though lacks dynamic adjustment
- Historical lookback close logic may produce unexpected closures under certain conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management ratio or fixed lot size |
MMMode | LOT | Lot mode: free margin/balance/post-loss margin/post-loss balance/fixed lot |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum allowed slippage |
BuyPosOpen | true | Allow opening long positions |
SellPosOpen | true | Allow opening short positions |
BuyPosClose | true | Allow reverse closing long positions |
SellPosClose | true | Allow reverse closing short positions |
InpInd_Timeframe | PERIOD_H1 | ASCtrend indicator timeframe |
RISK | 3 | ASCtrend risk parameter affecting signal sensitivity |
SSP | 9 | Williams %R period |
SignalBar | 1 | Signal bar index; 0=current, 1=last closed bar |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.