Stoch
This EA trades based on Stochastic Oscillator signals, entering long positions when the indicator crosses up from oversold levels and short positions when it crosses down from overbought levels. It uses configurable Stochastic parameters (K-period, D-period, slowing) and applies fixed lot sizing for position management. The strategy is a classic momentum reversal approach targeting overbought/oversold turning points.
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 | +0.18% | +0.16% | 4.11% | 93 | 52.20% | 0.06 | 0.04 | 4 | +$0.28 | Reliable |
| GBPUSD | -0.04% | -0.03% | 5.15% | 95 | 52.60% | 0.02 | -0.01 | 6 | −$0.04 | Reliable |
| USDJPY | -6.38% | -5.57% | 8.92% | 80 | 38.80% | -1.37 | -0.71 | 10 | −$7.98 | Reliable |
| XAUUSD | +35.91% | +28.85% | 48.53% | 107 | 49.50% | 0.78 | 0.74 | 5 | +$33.56 | Reliable |
Profitable on 2 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 Momentum EAs with a reliable result on the same market: EURUSD: better than 59% of 68 · GBPUSD: better than 65% of 66 · USDJPY: better than 9% of 68 · XAUUSD: better than 69% of 75
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 46% | +1.44% 2026-04 | -1.20% 2026-09 |
| GBPUSD | 62% | +1.92% 2025-12 | -1.88% 2026-05 |
| USDJPY | 31% | +1.68% 2026-07 | -2.63% 2026-01 |
| XAUUSD | 54% | +26.70% 2026-06 | -37.05% 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
This EA uses the Stochastic Oscillator as its core trading signal, implementing a classic momentum reversal strategy. Entry conditions: a long position is opened when the %K line crosses above the %D line from the oversold zone (typically below 20), and a short position is opened when the %K line crosses below the %D line from the overbought zone (typically above 80). Exit conditions depend on the reverse crossover signal or configured stop loss/take profit levels. Position sizing uses a fixed lot approach without dynamic adjustment based on account equity or market volatility. Money management is relatively simplistic, lacking aggressive strategies like Martingale or grid, but also not providing risk-per-trade percentage controls. Overall, the strategy logic is clear but lacks advanced risk control and position optimization mechanisms.
Strengths
- Simple and clear strategy logic that is easy to understand and verify
- Uses a classic technical indicator with extensive historical backtesting support
- Configurable parameters allow optimization and adaptation to different market conditions
Weaknesses
- Fixed lot sizing lacks dynamic money management, unable to adjust risk based on account size
- Prone to repeated stop-outs in strong trending markets as Stochastic generates frequent false signals in trends
- Lacks new bar detection mechanism, potentially opening multiple positions on the same bar
Possible improvements
- Add dynamic position sizing based on account equity for fixed-percentage risk management
- Add a trend filter (e.g., moving average direction) to avoid counter-trend trades in strong trends
- Add new bar detection and position checks to prevent duplicate entries
Risk assessment
Overall risk: Medium
- Lacks new bar detection, potentially opening multiple positions on the same bar leading to overexposure
- Fixed lot size does not scale with account, making risk proportion too small for large accounts and too large for small accounts
- Stochastic generates frequent false signals in trending markets, potentially leading to consecutive losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
KPeriod | 5 | Stochastic K period |
DPeriod | 3 | Stochastic D period |
Slowing | 3 | Stochastic deceleration factor |
OverboughtLevel | 80 | Overbought threshold |
OversoldLevel | 20 | Oversold threshold |
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
Similar Momentum EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.