Exp_i4_DRF_v3
This EA implements a trend-following strategy based on the i4 (Intraday Intuition Index) and DRF (Dynamic Range Filter) indicators, entering trades when both indicators align in the same direction. It uses dynamic range filtering to identify trend conditions and the i4 indicator for momentum confirmation, with version 3 incorporating additional filtering and risk management refinements. The system operates systematically with predefined entry/exit rules and adjustable position sizing.
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
This EA employs a dual-indicator confirmation trend-following strategy, with the core logic relying on joint signal determination from the i4 indicator and the DRF Dynamic Range Filter. Entry conditions require both indicators to simultaneously emit signals in the same direction, where the i4 indicator handles momentum direction judgment and the DRF filter eliminates choppy market conditions while confirming trend validity. Exit conditions include indicator reversal signals triggering position closure and preset stop-loss/take-profit levels, ensuring every trade has a defined risk boundary. Position sizing uses either fixed lot sizes or account-balance-proportional calculations, with parameters allowing adjustment of risk exposure per trade. For money management, the EA provides maximum position limits and maximum drawdown control parameters to avoid excessive risk exposure during adverse market conditions. The overall strategy design emphasizes strictness of signal confirmation to reduce losing trades caused by false breakouts.
Strengths
- Dual-indicator confirmation mechanism effectively reduces false signal entries and improves win rate
- DRF Dynamic Range Filter adapts to market volatility changes, avoiding frequent trades in choppy conditions
- Includes stop-loss/take-profit and maximum position limits for robust risk control
- Flexible parameterized design allows traders to adjust strategy settings for different instruments and market conditions
Weaknesses
- Dual-indicator confirmation may cause entry lag, missing optimal entry points during fast market reversals
- Trend-following strategies tend to produce consecutive losses in sideways/ranging markets
- Lacks trading session and major news event filters, potentially generating unfavorable trades during low-liquidity or high-volatility periods
- Fixed stop-loss/take-profit parameters don't account for dynamic volatility indicators like ATR, potentially misaligning with different volatility environments
Possible improvements
- Add ATR-based dynamic stop-loss/take-profit mechanism to automatically adjust SL/TP distances based on market volatility
- Implement trading session filters and news event avoidance to reduce losses in suboptimal trading environments
Risk assessment
Overall risk: Medium
- Trend-following strategy may incur consecutive stop-losses in ranging markets, leading to significant drawdowns
- Lack of trading session filters may produce trades with excessive slippage during low-liquidity periods
- No ATR-based dynamic stop-loss detected; fixed stops may be too tight during high-volatility conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed lot size per trade |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
i4_Period | 14 | i4 indicator period parameter |
DRF_Period | 20 | DRF dynamic range filter period |
DRF_Multiplier | 2.0 | DRF range multiplier factor |
MaxPositions | 3 | Maximum simultaneous positions |
MagicNumber | 123456 | EA magic number for order identification |
Timeframe | H1 | Indicator calculation timeframe, 0=current chart period |
TrailingStop | 0 | Trailing stop in points, 0=disabled |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.