TrendMeLeaveMe
TrendMeLeaveMe is a trend-following Expert Advisor that enters trades in the direction of the prevailing trend using moving average-based signals and exits when the trend shows signs of exhaustion or reversal. It employs a combination of trend identification and dynamic exit logic to capture sustained directional moves while attempting to leave the trade before the trend reverses.
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 | -1.43% | -1.24% | 2.23% | 8 | 37.50% | — | — | — | — | Too few trades |
| GBPUSD | +0.33% | +0.28% | 1.12% | 6 | 33.30% | — | — | — | — | Too few trades |
| USDJPY | -1.42% | -1.24% | 1.85% | 10 | 40.00% | -1.25 | -0.77 | 2 | −$14.21 | Reliable |
| XAUUSD | +2.49% | +2.05% | 19.17% | 11 | 54.50% | 0.22 | 0.13 | 3 | +$22.59 | Reliable |
Profitable on 1 of 2 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 Trend Following EAs with a reliable result on the same market: USDJPY: better than 39% of 95 · XAUUSD: better than 53% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| USDJPY | 15% | +0.42% 2026-09 | -0.70% 2026-08 |
| XAUUSD | 54% | +12.73% 2026-08 | -12.21% 2026-04 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 core strategy concept of this EA is trend following based on moving averages, confirming trend direction by evaluating price position relative to moving averages or the alignment of multiple moving averages. Entry conditions typically involve price breaking through a moving average or a short-term MA crossing above a long-term MA, opening positions in the trend direction. Exit conditions rely on trend reversal signals such as price falling back below the moving average or a bearish MA crossover. Position sizing allows users to configure fixed lot sizes or percentage-based lot calculation. Money management provides stop loss and take profit parameters, though the effectiveness of stop loss settings depends on user configuration. The overall strategy logic is clear, but as a trend-following system, it may generate frequent false signals during ranging markets leading to consecutive losses.
Strengths
- Strategy logic is simple and clear, based on MA trend following which is easy to understand and verify
- Provides trailing stop functionality to lock in floating profits during trending markets
- Highly configurable parameters allow users to adjust MA settings for different instruments and timeframes
- Trend-following philosophy is sound with good profit potential in trending markets
Weaknesses
- Trend-following systems prone to frequent false signals and consecutive losses in ranging markets
- Default stop loss of 0 poses significant risk; users may face large losses without setting SL
- Lacks market regime filter to distinguish between trending and ranging conditions
- Missing new bar check mechanism may cause repeated trade entries on the same bar
- Position sizing is simplistic without volatility-based dynamic adjustment
Possible improvements
- Add a market regime filter (e.g., ADX indicator) to distinguish trending from ranging markets and avoid excessive trading in choppy conditions
- Implement volatility-adaptive stop loss using ATR to dynamically adjust stop distance instead of fixed pip values
Risk assessment
Overall risk: Medium
- Default stop loss of 0 creates unlimited loss risk if user fails to manually configure SL
- Missing new bar check may cause duplicate entries on the same bar leading to oversized positions
- Trend-following strategy generates consecutive losses in ranging markets without effective filtering
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Take profit in points, 0 means no take profit |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
FastMA_Period | 14 | Fast MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
TimeFrame | PERIOD_CURRENT | Trading timeframe |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.