Exp_JSatl_Digit_System
This EA implements a trend-following trading system based on the JSatl (Jurik Satl) digital filter indicator, which combines Jurik-style smoothing with adaptive trend-line analysis to identify and follow market trends. It generates buy and sell signals when the JSatl indicator changes direction or crosses threshold levels, opening positions in the direction of the detected trend. The system includes configurable stop-loss and take-profit parameters along with position sizing controls.
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 strategy of this EA is based on the JSatl digital filter indicator, which integrates Jurik smoothing algorithms with adaptive trend-line technology to filter market noise and capture the main trend direction. Entry conditions rely on the JSatl indicator's directional changes—a buy signal is generated when the indicator turns from declining to rising, and a sell signal when it turns from rising to declining, essentially a trend-reversal tracking approach. Exit conditions are implemented through fixed stop-loss and take-profit parameters, automatically closing positions when price reaches preset levels. Position sizing uses a fixed lot mode, allowing users to set the lot size for each trade via input parameters. Money management provides maximum position limits and margin ratio checks, but lacks dynamic position sizing mechanisms such as ATR-based lot calculation. The overall strategy logic is clear, but it is overly dependent on the signal quality of a single indicator, which may frequently generate false signals in ranging markets.
Strengths
- The JSatl indicator based on Jurik smoothing algorithm effectively filters market noise, providing better signal quality than standard moving averages
- The strategy logic is simple and clear with a moderate number of parameters, making it easy for users to understand and optimize
- Includes stop-loss and take-profit settings along with maximum position limits, providing a basic risk control framework
Weaknesses
- Over-reliance on a single indicator signal makes it prone to frequent false signals in ranging markets, leading to consecutive losses
- Uses fixed lot sizing instead of dynamic position management, unable to automatically adjust risk exposure based on market volatility
- Lacks trend strength filtering and multi-timeframe confirmation, making it easy to enter during weak trends or trend reversal points
Possible improvements
- Add multi-timeframe confirmation mechanism, only allowing entry signals when the higher-timeframe trend direction aligns, improving signal reliability
- Introduce ATR-based dynamic stop-loss and dynamic position sizing, automatically adjusting stop distance and trade lot size based on market volatility
Risk assessment
Overall risk: Medium
- Single indicator frequently generates false signals in ranging markets, potentially leading to accumulated consecutive small losses
- Fixed stop-loss does not account for market volatility—too close during high volatility causing premature stops, too far during low volatility wasting profit potential
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed lot size per trade |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
JSatlPeriod | 70 | JSatl indicator period parameter |
MaxPositions | 1 | Maximum simultaneous positions |
MagicNumber | 12345 | EA magic number for order identification |
Timeframe | H1 | Indicator calculation timeframe, 0=current chart period |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.