Stochastic Three Periods
This EA uses Stochastic oscillator signals across three different timeframes to generate trading decisions. It combines multi-period Stochastic readings to confirm trend direction and identify overbought/oversold entry points. Trades are opened when all three timeframe Stochastics align in the same direction, providing a filtered multi-timeframe confirmation system.
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 | +1.29% | +1.12% | 3.50% | 134 | 47.80% | 0.31 | 0.37 | 6 | +$0.97 | Reliable |
| GBPUSD | +4.84% | +4.19% | 2.95% | 133 | 50.40% | 0.91 | 1.64 | 7 | +$3.64 | Reliable |
| USDJPY | +5.93% | +5.14% | 4.67% | 134 | 47.00% | 1.14 | 1.27 | 7 | +$4.43 | Reliable |
| XAUUSD | +36.27% | +29.13% | 49.96% | 146 | 51.70% | 0.78 | 0.73 | 5 | +$26.72 | Reliable |
Profitable on 4 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 Multi-Timeframe EAs with a reliable result on the same market: EURUSD: better than 55% of 11 · GBPUSD: better than 75% of 12 · USDJPY: better than 92% of 12 · XAUUSD: better than 92% of 12
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 46% | +1.73% 2026-03 | -1.32% 2026-05 |
| GBPUSD | 62% | +3.33% 2026-07 | -1.35% 2026-03 |
| USDJPY | 62% | +2.38% 2026-02 | -2.76% 2026-08 |
| XAUUSD | 38% | +69.05% 2026-03 | -10.36% 2026-01 |
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 strategy concept is based on multi-timeframe Stochastic resonance, using Stochastic oscillators from three different timeframes to filter out false signals. Entry conditions require all three timeframe Stochastics to align in the same direction — for long entries, all Stochastics cross upward from oversold zones, and for short entries, all cross downward from overbought zones. Exit conditions include fixed take-profit and stop-loss levels as well as reverse Stochastic crossover signals. Position sizing uses a fixed lot approach without dynamic adjustment based on account equity or risk percentage. Money management lacks compounding position sizing, relying solely on simple one-time entry mode. The core strength of this strategy is that multi-timeframe resonance filtering effectively reduces false signals, but it may also result in too few trading opportunities.
Strengths
- Multi-timeframe resonance filtering effectively reduces false signals and overtrading
- Stochastic oscillator accurately identifies overbought/oversold conditions in ranging markets
- Triple confirmation mechanism improves entry signal quality and reliability
- Clear strategy logic with adjustable parameters facilitates optimization
Weaknesses
- Triple confirmation conditions are overly strict, potentially leading to scarce trading opportunities
- Fixed lot position sizing lacks risk-adaptive capability based on account equity
- Stochastic tends to produce false reversal signals in strong trending markets
- Lack of trailing stop mechanism prevents profit maximization in trending moves
- No consideration of spread and slippage impact on trading performance
Possible improvements
- Add dynamic position sizing based on account equity and ATR volatility
- Implement trailing stop functionality to lock in floating profits during trends
- Introduce a trend filter (e.g., moving average direction) to avoid counter-trend trades in strong trends
- Add spread filter condition to avoid opening positions during high-spread periods
Risk assessment
Overall risk: Medium
- Fixed lot sizing without account equity adjustment poses over-leveraging risk
- Stochastic tends to generate repeated false signals in one-directional markets leading to consecutive losses
- Lack of maximum drawdown control and daily loss limit mechanisms
- While triple timeframe resonance reduces false signals, it may also miss fast-moving market opportunities
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
KPeriod1 | 5 | Stochastic K period for first timeframe |
DPeriod1 | 3 | Stochastic D period for first timeframe |
KPeriod2 | 14 | Stochastic K period for second timeframe |
DPeriod2 | 3 | Stochastic D period for second timeframe |
KPeriod3 | 21 | Stochastic K period for third timeframe |
DPeriod3 | 6 | Stochastic D period for third timeframe |
Slowing | 3 | Stochastic slowing factor |
OverboughtLevel | 80 | Overbought level threshold |
OversoldLevel | 20 | Oversold level threshold |
Timeframe1 | M15 | First Fisher Transform timeframe |
Timeframe2 | H1 | Second Fisher Transform timeframe |
Timeframe3 | H4 | Third timeframe |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit points (10 points) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.