e-Regr
e-Regr is an Expert Advisor that trades based on linear regression channel analysis, entering positions when price deviates from the regression line and reverts back toward it. It uses the regression channel to identify overextended price moves and capitalizes on the statistical tendency of prices to return to their mean. The EA systematically opens buy or sell trades when price touches or crosses the regression channel boundaries.
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 of the e-Regr strategy is the mean reversion principle based on linear regression channels, relying on the statistical tendency of prices to revert toward the linear regression mean line. Entry conditions are: when price touches or breaks above the upper regression channel band, a sell position is opened; when price touches or breaks below the lower band, a buy position is opened, with the expectation that price will revert to the channel midline. Exit conditions include closing positions when price returns to the regression midline, or when stop-loss/take-profit levels are hit. Position sizing is configurable through lot size parameters, though the EA appears to use fixed lot sizing rather than dynamic allocation based on account equity. Money management incorporates stop-loss settings, but traders should be aware that mean reversion strategies face the risk of consecutive losses during strong trending markets. The overall strategy logic depends heavily on correct regression channel period settings, and parameters need adjustment to adapt to changing market volatility conditions.
Strengths
- Mean reversion strategy based on linear regression has a solid statistical foundation with rigorous logic
- Regression channels dynamically adapt to price trend changes, offering more flexibility than static support/resistance levels
- Stop-loss and take-profit parameters provide a basic risk control mechanism
Weaknesses
- Mean reversion strategies can suffer significant losses during strong trending markets where price may not revert for extended periods
- Fixed lot sizing does not account for account equity changes, posing over-leveraging risk
- Lack of new bar check mechanism may lead to repeated trade entries on the same bar, causing over-trading
Possible improvements
- Add dynamic position sizing that adjusts lot size based on account equity and ATR volatility
- Implement a trend filter mechanism to pause mean reversion trading during strong trending markets and avoid counter-trend losses
Risk assessment
Overall risk: Medium
- Mean reversion strategy faces sustained counter-trend loss risk in one-directional trending markets
- Lack of new bar check may cause repeated position opening on the same signal
- Fixed lot size is not linked to account equity, making money management inflexible
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
RegressionPeriod | 56 | Linear regression calculation period |
ChannelWidth | 2.0 | Regression channel width multiplier |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 500 | Stop loss in points |
TakeProfit | 500 | Take profit in points |
Timeframe | H1 | Trading timeframe |
MagicNumber | 16709 | EA magic number for identifying orders |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.