Exp_MUV_NorDIFF_Cloud
This EA trades based on the MUV_NorDIFF_Cloud custom indicator, which generates buy signals from its upper cloud buffer and sell signals from its lower cloud buffer. It opens and closes positions on new bar signals with configurable money management, stop loss, and take profit. The strategy also searches historical bars to determine the last trading direction for position closing when no immediate close signal is present.
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
None of the usual blow-up patterns were found in the code, 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 strategy trades based on momentum signals from the MUV_NorDIFF_Cloud custom indicator. Entry conditions: a buy signal is triggered when buffer 4 (upper cloud) shows a non-zero, non-EMPTY_VALUE on the specified signal bar; a sell signal is triggered when buffer 5 (lower cloud) shows a non-zero, non-EMPTY_VALUE. Exit conditions: a buy signal simultaneously triggers short position closure, and a sell signal triggers long position closure; if no direct close signal exists, the EA searches backward through historical bars to find the most recent opposite signal for closing. Position sizing is controlled by the MM parameter which determines the share of financial resources, supporting multiple margin modes including free margin, balance, loss share, and fixed lot. Money management uses simple fixed stop loss at 1000 points and take profit at 2000 points, combined with a maximum price deviation of 10 points. The strategy operates on higher timeframes like H4 and only executes trades on new bar appearances to avoid redundant per-tick trading.
Strengths
- New bar trigger mechanism avoids per-tick redundant trading, reducing overtrading risk
- Supports multiple money management modes with good flexibility
- Has stop loss and take profit settings with basic risk control in place
- Clear logic: closes opposite positions before opening new ones after signal generation
- Uses IsNewBar mechanism and Recount flag to ensure signal reliability
Weaknesses
- Depends on custom MUV_NorDIFF_Cloud indicator whose logic is opaque, making strategy validation difficult
- Historical bar backward search for close signals is complex and inefficient, potentially causing delayed exits
- Stop loss of 1000 points and take profit of 2000 points are static without considering market volatility (ATR)
- Lacks position existence check, potentially opening duplicate positions in the same direction
- Does not account for spread and commission impacts on trading costs
Possible improvements
- Add position existence check to avoid duplicate entries in the same direction
- Use ATR-based dynamic stop loss and take profit instead of fixed point values
- Optimize historical bar backward search for close signals by adding a maximum lookback depth limit
- Add spread filter to avoid opening positions when spread is excessively wide
Risk assessment
Overall risk: Medium
- Lacks same-direction position check, potentially duplicating positions and increasing risk exposure
- Fixed stop loss and take profit without volatility consideration may be insufficient during extreme market conditions
- Unlimited historical bar backward search for close signals may generate unexpected closing triggers
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Fraction of capital used in trading |
MMMode | LOT | Lot sizing method (free margin/balance/loss ratio/fixed lot) |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Max slippage in points |
BuyPosOpen | true | Allow buy position opening |
SellPosOpen | true | Allow sell position opening |
BuyPosClose | true | Allow closing long positions |
SellPosClose | true | Allow closing short positions |
InpInd_Timeframe | PERIOD_H4 | MUV_NorDIFF_Cloud indicator timeframe |
MAPeriod | 14 | XMUV indicator period |
Momentum | 1 | Momentum period |
KPeriod | 14 | Extremum search period |
SignalBar | 1 | Bar index for entry signal |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.