madelta_ea
This EA uses a cubic amplifier of the difference between fast and slow moving averages to generate momentum signals, with a high-low threshold discriminator for trade direction. It enters long when the amplified signal breaks above the upper threshold and short when it breaks below the lower threshold, reversing positions when the signal flips direction.
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
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, 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 concept applies a cubic amplifier (pow(m*(mf-ms),3)) to the difference between fast and slow moving averages, non-linearly magnifying small deviations to make momentum shifts more sensitive. Entry conditions: when the amplified signal px breaks above the dynamic high threshold hi, it flags a buy (trade=1); when px breaks below the dynamic low threshold lo, it flags a sell (trade=-1), with the hi-lo channel maintaining a fixed width of Delta pips. Exit conditions are implicit in the reversal logic — when a position exists and the signal flips direction, the EA closes the current position and opens the opposite, making this an always-in-the-market reversal system. Position sizing uses an adaptive lot calculation based on free margin (FreeMargin/2000), capped at 15 lots maximum. Money management lacks explicit stop-loss and take-profit levels, relying entirely on signal reversal for exits, which presents significant risk exposure.
Strengths
- The cubic amplifier design is ingenious, non-linearly magnifying small trend signals for improved sensitivity
- The dynamic high-low threshold channel mechanism effectively filters market noise and avoids excessive trading
- Adaptive position sizing based on free margin automatically adjusts for different account sizes
Weaknesses
- No stop-loss or take-profit at all, exposing each trade to unlimited risk
- The always-in reversal strategy generates consecutive losses in ranging markets
- Delta uses a hardcoded 0.00001 multiplier, not adapting to different quote precisions (e.g., JPY pairs)
- Lacks new bar check, evaluating trade conditions on every tick which may lead to over-trading
Possible improvements
- Add stop-loss and take-profit parameters to control maximum loss per trade
- Implement new bar detection to prevent repeated trading within the same bar
- Auto-adjust the Delta multiplier based on symbol digits for compatibility with different quote precisions
- Add a ranging market filter (e.g., ADX indicator) to avoid repeated reversals in sideways markets
Risk assessment
Overall risk: High risk
- No stop-loss or take-profit, unlimited loss per trade
- Always-in strategy can endure massive floating losses during violent market moves
- Position sizing based only on free margin without considering exposure from existing positions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Delta | 195 | Pip distance between high and low thresholds, determines channel width |
M | 392 | Multiplier coefficient for the cubic amplifier, controls signal magnification strength |
F | 26 | Period of the fast moving average |
FM | MODE_SMA | Calculation method for the fast moving average |
FP | PRICE_WEIGHTED | Applied price type for the fast moving average |
S | 51 | Period of the slow moving average |
SM | MODE_EMA | Calculation method for the slow moving average |
SP | PRICE_MEDIAN | Applied price type for the slow moving average |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.