exp_3sto
An Expert Advisor that uses three Stochastic oscillators across different timeframes to generate trading signals. It aligns signals from higher timeframes for trend direction and lower timeframes for entry timing, executing trades when all three Stochastic conditions are met simultaneously.
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 | +4.62% | +4.01% | 4.64% | 137 | 47.80% | 1.07 | 1.00 | 7 | +$3.15 | Reliable |
| GBPUSD | -3.44% | -2.99% | 8.42% | 138 | 47.10% | -0.60 | -0.41 | 9 | −$2.49 | Reliable |
| USDJPY | -1.33% | -1.16% | 5.77% | 141 | 45.40% | -0.25 | -0.23 | 5 | −$0.95 | Reliable |
| XAUUSD | -94.13% | -90.39% | 97.14% | 107 | 44.90% | -1.71 | -0.97 | 10 | −$87.97 | Account stopped out |
Profitable on 1 of 4 markets with reliable results.
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.
Against the other Multi-Timeframe EAs with a reliable result on the same market: EURUSD: better than 82% of 11 · GBPUSD: better than 17% of 12 · USDJPY: better than 17% of 12 · XAUUSD: better than 0% of 12
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 62% | +3.46% 2026-03 | -1.53% 2026-04 |
| GBPUSD | 31% | +2.40% 2026-02 | -3.02% 2026-07 |
| USDJPY | 54% | +2.83% 2026-09 | -1.84% 2026-08 |
| XAUUSD | 31% | +33.31% 2026-01 | -74.66% 2026-07 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: High
- Hit a stop-out in our backtest (equity below 10%) on XAUUSD
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 strategy concept is based on triple Stochastic convergence across three different timeframes, deploying Stochastic oscillators on higher, medium, and lower timeframes to confirm trend direction and entry timing. Entry conditions typically require the higher-timeframe Stochastic to show an uptrend (e.g., K line crossing above D line from oversold territory), the medium-timeframe Stochastic to confirm momentum direction, and the lower-timeframe Stochastic to provide a precise entry trigger. Exit conditions may include Stochastic reverse crossovers, reaching preset take-profit or stop-loss levels, or higher-timeframe trend reversal signals. Position sizing likely uses fixed lots or account-balance-proportional sizing depending on parameter configuration. Money management relies on the triple-filter mechanism for signal quality assurance, but without dynamic position adjustment and comprehensive risk controls, significant drawdowns may occur during extreme market conditions.
Strengths
- Triple Stochastic convergence filter reduces false signals and improves entry quality
- Multi-timeframe analysis framework follows top-down trading logic with good trend-following performance
- Strategy logic is intuitive and easy to understand with adjustable parameters for optimization across different market conditions
Weaknesses
- Triple filter conditions may produce too few signals, potentially leaving long periods without trades in ranging markets
- Stochastic oscillators tend to generate frequent false overbought/oversold signals in strong trending markets, leading to counter-trend trades
- Over-optimizing the parameter combination across three timeframes risks overfitting, causing live performance to deviate from backtesting results
Possible improvements
- Add a trend filter (such as moving averages or ATR) to distinguish trending from ranging markets, avoiding false signals in unfavorable conditions
- Introduce dynamic position sizing and trailing stop mechanisms, adjusting risk exposure based on volatility to improve money management
Risk assessment
Overall risk: Medium
- Triple Stochastic convergence may produce lagging reversal signals on higher timeframes, causing delayed entries
- Without a new bar check mechanism, repeated position opening on the same bar may lead to uncontrolled exposure
- Stochastic may persistently trigger counter-trend signals in extreme trending markets, causing consecutive losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Stoch_K_period | 5 | Stochastic K period |
Stoch_D_period | 3 | Stochastic D period |
Stoch_Slowing | 3 | Stochastic slow smoothing period |
Timeframe1 | H4 | Higher timeframe |
Timeframe2 | H1 | Medium timeframe |
Timeframe3 | M15 | Lower timeframe |
Overbought_Level | 80 | Overbought level |
Oversold_Level | 20 | Oversold level |
LotSize | 0.1 | Trading lot size |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
Similar Multi-Timeframe EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.