Exp_Delta_RSI
This EA trades based on the Delta RSI indicator, which measures the difference between two RSI periods to detect momentum shifts. It enters long positions when the delta between fast and slow RSI crosses above a threshold and short positions when it crosses below. The strategy aims to capture momentum reversals before they become apparent on a single RSI reading.
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 | — | — | — | — | — | Conversion problem |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
Why this EA never traded: the entry waits for a crossing that cannot happen (for example a price-based indicator crossing zero).
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 concept uses Delta RSI (the difference between two RSI periods) to identify momentum turning points. Entry conditions are: a long position is opened when the fast RSI minus slow RSI delta crosses above a positive threshold, and a short position is opened when the delta crosses below a negative threshold. Exit conditions typically include closing on opposite signal generation or hitting stop-loss/take-profit levels. Position sizing uses either fixed lots or a money-management-based calculation, with user-configurable risk exposure per trade. Money management provides stop-loss and take-profit parameters, though enforcement depends on the user's configuration. The strategy's advantage is faster sensitivity to momentum shifts compared to a single RSI, but it is prone to false signals in choppy markets leading to frequent losses.
Strengths
- Dual RSI delta design is more sensitive to momentum shifts than a single RSI
- Clear and concise strategy logic with highly configurable parameters for optimization
- Complete stop-loss and take-profit configuration provides a basic risk control framework
Weaknesses
- Prone to frequent false signals in choppy markets leading to consecutive losses
- Lacks a trend filter, may open positions against the prevailing trend
- No position scaling mechanism, limiting money management flexibility
Possible improvements
- Add a trend filter (e.g., moving average direction) to avoid counter-trend entries
- Add a choppy market detection mechanism (e.g., ADX or ATR filter) to reduce false signals
Risk assessment
Overall risk: Medium
- Lack of trend filter may cause entries against strong trends before reversal
- Delta RSI frequent threshold crossovers in choppy markets cause over-trading
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
RSI_Fast_Period | 14 | fastRSI period |
RSI_Slow_Period | 28 | slowRSI period |
Delta_Threshold | 5 | Delta RSI entry threshold |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 300 | Stop loss in points |
TakeProfit | 600 | Take profit in points |
RSI_Applied_Price | CLOSE | RSI applied price type |
MagicNumber | 12345 | EA magic number |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.