exp_x2ma_jfatl
This EA uses a dual moving average crossover system combined with the JFATL (Jurik Fast Adaptive Trend Line) indicator to generate trend-following trade signals. It enters long positions when the faster MA crosses above the slower MA and JFATL confirms the trend direction, and enters short positions on the reverse condition. The system applies a systematic approach with configurable parameters for MA periods, JFATL settings, and risk management.
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 conversion compares two identical indicators (the fast and slow settings were lost), so they can never cross.
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 a trend-following system combining dual moving average crossover with JFATL trend line confirmation. Entry conditions require a golden cross or death cross between fast and slow moving averages, with JFATL direction matching the crossover direction as a filter to reduce false signals. Exit conditions typically include closing positions on reverse crossover signals or hitting stop-loss/take-profit targets. Position sizing relies on configurable lot size parameters, supporting fixed lot trading. Money management controls per-trade risk through stop-loss settings, though the effectiveness depends on reasonable parameter configuration. The overall strategy logic is clear, and the dual-confirmation mechanism effectively reduces the risk of false breakouts in choppy markets, but consecutive losing signals can still occur during ranging conditions.
Strengths
- Dual confirmation mechanism (MA crossover + JFATL direction filter) effectively reduces false signals
- Clear and concise strategy logic, easy to understand and optimize
- Performs well in trending markets, capable of capturing extended trend moves
Weaknesses
- Prone to consecutive false signals and losses in ranging/choppy markets
- Default stop-loss and take-profit are zero, posing risk of uncontrolled losses without proper configuration
- Lacks dynamic position sizing, fixed lots cannot adjust risk based on market volatility
Possible improvements
- Add a ranging market filter (e.g., ADX or ATR threshold) to reduce trading frequency during low trend strength periods
- Implement ATR-based dynamic stop-loss/take-profit and position sizing to automatically adjust risk parameters based on market volatility
Risk assessment
Overall risk: Medium
- Default stop-loss and take-profit are zero, posing unlimited loss risk if not manually configured
- Lacks new bar check mechanism, potentially opening multiple positions on the same bar
- No ranging market filter, potentially leading to consecutive losses in choppy conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 9 | Fast MA period |
SlowMA_Period | 21 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
JFATL_Period | 14 | JFATL indicator period |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
Lots | 0.1 | Fixed trading lot size |
MagicNumber | 12345 | EA magic number for identifying this EA's orders |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.