Exp_ColorXdinMA_StDev
This EA trades based on the ColorXdinMA_StDev custom indicator, which combines a dual-length XdinMA moving average with standard deviation filtering. It supports three signal modes (point signals, direct trend detection, or disabled) for both entry and exit, and uses configurable money management with stop loss and take profit.
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 strategy core is a trend-following system based on the ColorXdinMA_StDev indicator, which integrates dual-parameter XdinMA smoothed moving averages (Length_main and Length_plus) with a standard deviation channel filter. Entry conditions come in three modes: POINT mode detects colored dot signals from indicator buffers 2-5; DIRECT mode identifies trend reversals via moving average inflection points; WITHOUT mode disables signal generation entirely. Exit conditions also support three modes — buy positions can close via sell dot signals or declining MA detection, and vice versa for sell positions. Position sizing supports five modes: fixed lot, percentage of free margin, percentage of balance, percentage of free margin after losses, and percentage of balance after losses. Money management is controlled via the MM parameter for risk ratio, with a 1000-point stop loss and 2000-point take profit. Standard deviation multipliers dK1 and dK2 filter out low-volatility signals to improve entry quality.
Strengths
- Multiple signal modes offer flexibility to adapt to different trading preferences
- Standard deviation channel filter effectively reduces false signals
- Five position sizing modes provide flexible money management options
- Complete stop loss and take profit parameters ensure controllable risk
- New bar detection mechanism prevents duplicate signal processing
Weaknesses
- Depends on external custom indicator ColorXdinMA_StDev; missing file prevents execution
- Default 1000-point SL and 2000-point TP are large, unsuitable for lower timeframes
- No spread filter, risking losses from high spreads on short-term trades
- Complex signal mode combinations can lead to misconfiguration by beginners
- Lacks explicit checks for position count and duplicate same-direction entries
Possible improvements
- Add spread filter and maximum position count limits
- Add indicator validity checks and more comprehensive error handling logging
Risk assessment
Overall risk: Medium
- No spread filter creates significant slippage risk during high-volatility periods
- No maximum position count limit may lead to consecutive openings and overexposure
- Depends on external indicator file with no fallback if indicator load fails
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management parameter, lots or ratio |
MMMode | LOT | Margin calculation mode (fixed lots, balance percentage, etc.) |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum slippage |
BuyPosOpen | POINT | Buy entry signal mode |
SellPosOpen | POINT | Sell entry signal mode |
BuyPosClose | DIRECT | Close long positions on reverse signal |
SellPosClose | DIRECT | Allow closing short positions on signal reversal |
InpInd_Timeframe | PERIOD_H4 | trend_arrows indicator timeframe |
MA_Method1 | MODE_SMA_ | First smoothing algorithm type |
Length_main | 10 | Main MA period |
Length_plus | 20 | Auxiliary MA period |
PhaseX | 15 | Smoothing phase parameter |
IPC | PRICE_CLOSE_ | Applied price type |
dK1 | 1.5 | Standard deviation multiplier 1 |
dK2 | 2.5 | Standard deviation multiplier 2 |
std_period | 9 | Standard deviation period |
SignalBar | 1 | Signal bar index (0 for current bar) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.