VR SETKA 3
VR SETKA 3 is a grid trading EA that places a series of pending orders at fixed price intervals, creating a grid of positions around the current price. It manages the grid by adjusting order levels and lot sizes as the market moves, aiming to profit from price oscillations within the grid range. The EA uses a systematic grid placement strategy without a primary trend filter, relying on market volatility to generate profit through multiple small trades.
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: High
- Increases the position size after losses (martingale)
- Opens a grid of orders at fixed price steps
- Has no stop loss or trailing stop
- Can hold up to 30 positions at once
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 VR SETKA 3 is grid trading, constructing a trading grid by placing buy and sell pending orders at fixed intervals above and below the current price. Entry conditions are based on preset price intervals and grid step sizes, automatically opening positions when price reaches a grid level. Exit conditions typically rely on an overall grid profit target, closing all positions when the net profit of all holdings reaches a set value. Position sizing uses grid-level incremental sizing, with some variants potentially employing Martingale-style lot size escalation. Money management controls risk by setting maximum grid levels and total position limits, but the grid can be breached during strong trending markets resulting in significant floating losses. This strategy is suitable for ranging markets but carries high risk during unidirectional trends.
Strengths
- Grid strategy performs excellently in ranging markets, continuously profiting from small price oscillations
- Systematic execution eliminates emotional interference with clear unambiguous trading rules
- Multi-level pending ordersdisperse entry prices, reducing risk at any single entry point
- Highly adjustable parameters allow traders to customize grid spacing and lot sizes based on market volatility
- Overall take-profit mechanism ensures profit locking, preventing missed exit opportunities due to greed
Weaknesses
- Grid can be continuously breached during strong trending markets, causing accumulated floating losses
- LotMultiplier greater than 1 introduces Martingale risk with exponentially increasing lot sizes on losses
- Default stop loss of 0 means no hard risk control floor, potentially leading to account blowup in extreme markets
- Grid strategy requires significant margin, multi-level pending orders demand high account capital
- Lacks a trend filter, continuously adding counter-trend positions during trending markets
Possible improvements
- Add a trend filter (e.g., MA direction or ADX indicator) to pause or reduce grid opening during strong trends
- Implement a mandatory overall stop loss to prevent unlimited floating losses in extreme one-way markets
- Add volatility-adaptive mechanism to dynamically adjust grid step size based on ATR
- Limit maximum floating loss ratio, automatically closing all positions when account equity drawdown exceeds a threshold
Risk assessment
Overall risk: Dangerous
- Grid strategy can lead to unlimited floating losses in one-way trends, default no stop loss is extremely dangerous
- Lot multiplication causes exponential position size growth, potentially leading to account blowup in extreme markets
- Lacks trend identification and volatility filtering, continuously adding counter-trend positions in adverse markets
- Multi-level pending orders occupy significant margin, potentially triggering forced liquidation during extreme volatility
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
GridStep | 500 | Grid step (points), price interval between pending orders |
Lots | 0.01 | Hedge order lot size |
MaxOrders | 20 | Maximum pending orders, limits grid layers |
TakeProfit | 1000 | Hedge pair net profit target in points |
LotMultiplier | 1.5 | Lot multiplier, incremental ratio per grid layer |
MagicNumber | 123456 | EA magic number for order identification |
StopLoss | 0 | Stop loss amount, 0 disables overall stop loss |
Timeframe | H1 | Running timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.