EA-15227 · Trend Following

Exp_Sidus

This EA trades based on the Sidus indicator, which uses dual EMA and dual LWMA crossover signals to identify trend direction. It opens buy positions on upward crossover signals and sell positions on downward crossover signals, with configurable stop-loss, take-profit, and money management options.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
Blow-up riskLow
Rating★★☆☆☆
TypeTrading EA
TimeframesH1, H4, D1
IndicatorsEMA, LWMA
Author—

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD0.00%0.00%0.00%0—————Not convertible yet
GBPUSD0.00%0.00%0.00%0—————Not convertible yet
USDJPY0.00%0.00%0.00%0—————Not convertible yet
XAUUSD0.00%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 the Sidus trend-following system, which uses a combination of fast EMA(18) and slow EMA(28) crossovers along with fast LWMA(5) and slow LWMA(8) crossovers to determine trend direction. Entry conditions are: a buy signal is triggered when the Sidus indicator's UpValue buffer has a valid non-zero, non-EMPTY_VALUE reading, and a sell signal is triggered when the DnValue buffer has a valid non-zero, non-EMPTY_VALUE reading. Exit conditions are twofold: passive exits via stop-loss or take-profit, and active exits triggered by opposite signals, where the EA iterates forward through historical bars to confirm the presence of a reverse signal before closing positions. Position sizing supports five margin modes: based on free margin, based on balance, based on free margin minus losses, based on balance minus losses, and fixed lot size. Money management is controlled through the MM parameter for risk proportion and the MMMode parameter for calculation method, supporting a range of allocation strategies from conservative to aggressive. The EA also provides independent on/off switches for buy and sell directions, allowing long-only, short-only, or bi-directional trading configurations.

Strengths

  • Dual moving average crossover combination provides reliable trend confirmation signals, reducing false breakouts
  • Five position sizing modes offer high flexibility in money management
  • Independent control over buy/sell directions and open/close operations allows flexible strategy configuration
  • IsNewBar mechanism prevents duplicate trades on the same bar
  • Configurable stop-loss and take-profit parameters provide basic risk control

Weaknesses

  • Default stop-loss of 1000 points and take-profit of 2000 points are excessively large, potentially leading to significant floating losses
  • The forward-iterating historical bar loop for signal confirmation may be inefficient and its logic is unclear
  • Lacks spread filter and maximum position limits, posing significant risk in extreme market conditions
  • Depends on a custom Sidus indicator file; if the indicator is missing the EA cannot run
  • Comments are garbled due to encoding issues, severely hurting code readability and maintainability

Possible improvements

  • Add a spread filter to avoid entering trades during high-spread conditions
  • Optimize the reverse signal confirmation logic to avoid iterating through excessive historical bars which causes performance issues
  • Add a trailing stop or break-even feature to lock in profits and reduce drawdown

Risk assessment

Overall risk: Medium

  • Default stop-loss and take-profit values are excessively large, potentially leading to significant floating losses during volatile markets
  • No spread filter means entries during high-spread conditions may suffer severe slippage
  • Reverse signal confirmation requires iterating through historical bars; in extreme cases the loop count is uncontrolled

Evaluation scores

Code quality2.0
Strategy logic3.0
Risk management2.0
Robustness2.0
Innovation2.0
Documentation1.0
Overall2.0

Parameters

ParameterDefaultDescription
MM0.1Money management ratio or lot size, meaning per MMMode
MMModeLOTPosition sizing (free margin/balance/fixed lot, etc.)
StopLoss_1000Stop loss in points
TakeProfit_2000Take profit in points
Deviation_10Maximum allowed slippage
BuyPosOpentrueAllow buy positions
SellPosOpentrueAllow sell positions
BuyPosClosetrueAllow closing buy positions on reverse signal
SellPosClosetrueAllow closing sell positions on reverse signal
InpInd_TimeframePERIOD_H1NRTR_extr indicator timeframe
FastEMA18Fast EMA period
SlowEMA28Slow EMA period
FastLWMA5fastLWMA period
SlowLWMA8slowLWMA period
IPCPRICE_CLOSEIndicator applied price type
Digit0Display decimal places
SignalBar1Signal reference bar index

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Backtests are historical simulations and do not guarantee future results. Not financial advice.

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