exp_centerofgravitycandle
This EA trades based on the Center of Gravity indicator applied to candle data, entering positions when price deviates from the calculated center of gravity and expecting a reversion to the mean. It generates buy signals when the COG value is at the lower band and sell signals when at the upper band, typically using crossover or extreme-level detection for entries. The strategy systematically opens and closes positions based on these oscillator-style signals without discretionary input.
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 | -3.24% | -2.82% | 8.82% | 1 | 0.00% | — | — | — | — | Same as other EAs |
| GBPUSD | +2.78% | +2.41% | 6.56% | 1 | 0.00% | — | — | — | — | Same as other EAs |
| USDJPY | +2.41% | +2.09% | 6.62% | 1 | 0.00% | — | — | — | — | Same as other EAs |
| XAUUSD | -7.56% | -6.29% | 65.89% | 1 | 0.00% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-20453. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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 based on the Center of Gravity (COG) indicator, an oscillator developed by John Ehlers that uses polynomial regression to calculate the center of gravity of price, determining overbought and oversold market conditions. Entry conditions: buy when the COG indicator crosses upward from the lower band area, indicating price is reverting from oversold territory; sell when the COG indicator crosses downward from the upper band area, indicating price is reverting from overbought territory. Exit conditions typically rely on the COG returning to or crossing the zero line, though stop-loss and take-profit levels may also be configured. Position sizing uses either fixed lots or an equity-proportional calculation depending on parameter settings. Money management may lack a dynamic position-sizing mechanism, with risk control primarily dependent on stop-loss settings. The overall strategy is a classic mean reversion type that performs well in ranging markets but may suffer consecutive losses in strong trending conditions.
Strengths
- Based on a mathematically grounded polynomial regression model with solid statistical foundation
- Mean reversion strategy performs stably in ranging markets with relatively high win rates
- COG indicator is sensitive to price turning points, providing timely entry signals
- Clear strategy logic with few parameters, easy to understand and optimize
Weaknesses
- Mean reversion strategy is prone to consecutive losses in strong trending markets, lacking a trend filter
- Default parameters may not include stop-loss, posing significant capital risk
- Lacks dynamic position sizing mechanism, unable to adapt to market volatility changes
- COG indicator has repainting issues, making backtesting results potentially unreliable
- No multi-timeframe confirmation, single timeframe signals are prone to false breakouts
Possible improvements
- Add a trend filter (e.g., moving average direction) to pause trading or switch strategy during trending markets
- Implement ATR-based dynamic stop-loss, take-profit, and position sizing for better risk adaptation
- Add multi-timeframe confirmation to reduce false signals
- Add repainting detection or use a non-repainting COG variant to ensure backtesting reliability
Risk assessment
Overall risk: Medium
- Default stop-loss may be zero, creating unlimited loss potential
- COG indicator repainting causes discrepancy between backtest and live performance
- Mean reversion strategy lacks protection in trending markets, risking consecutive counter-trend entries
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
COG_Period | 10 | Center of Gravity calculation period |
COG_Order | 2 | Polynomial regression order |
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | stop losspoints (0=nostop loss) |
TakeProfit | 0 | Take profit distance in points, 0 to disable |
Timeframe | 0 | Timeframe for direction judgment |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.