Universum 3.0
Universum 3.0 is a multi-timeframe Expert Advisor that analyzes multiple timeframe signals to generate trading decisions. It combines trend and momentum indicators across different periods to confirm trade entries and exits. The EA employs position sizing based on account risk parameters and includes multi-layer confirmation logic to filter low-quality signals.
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: 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 concept of Universum 3.0 leverages multi-timeframe analysis to enhance signal reliability, using higher timeframes to determine the dominant trend direction while seeking precise entry points on lower timeframes. Entry conditions require indicator alignment across multiple timeframes, typically combining trend indicators (such as moving averages) with momentum indicators (such as RSI or MACD) to form a confluence confirmation. Exit conditions include fixed take-profit and stop-loss levels, as well as dynamic position closing when multi-timeframe signals diverge. Position sizing employs a fixed-fractional method based on account balance and risk percentage, dynamically calculating lot size according to the stop-loss distance. Money management incorporates maximum position limits and maximum drawdown protection to prevent excessive losses during extreme market conditions. The overall strategy emphasizes signal filtering and multi-dimensional confirmation to avoid frequent opening of positions in ranging markets.
Strengths
- Multi-timeframe analysis significantly improves signal reliability and accuracy, reducing losses from false signals
- Multi-dimensional confirmation combining trend and momentum indicators effectively filters low-quality trading opportunities
- Includes money management measures such as drawdown protection and maximum position limits, providing comprehensive risk control
- Dynamic position sizing based on risk percentage adapts to different account sizes and trading instruments
- Multi-layer signal confirmation reduces ineffective trades in ranging markets
Weaknesses
- Multi-timeframe analysis logic may cause delayed entries, missing optimal entry points during fast-moving markets
- Large number of parameters creates significant optimization space but carries the risk of overfitting
- Trailing stop mechanism may close positions prematurely during minor pullbacks, limiting profit potential
- Reliance on multiple indicator confluence may result in low trading frequency, missing some opportunities during clear trends
- Lacks dynamic filtering for market volatility and spread, potentially generating unfavorable trades in high-volatility or high-spread environments
Possible improvements
- Add a volatility filter (such as ATR) to dynamically adjust stop-loss, take-profit, and trailing stop distances based on market volatility
- Implement spread filtering and trading session controls to avoid opening positions during high-spread or low-liquidity periods
Risk assessment
Overall risk: Medium
- Multi-timeframe signal confluence may cause entry lag, potentially leading to larger stop-loss hits during rapid market reversals
- Numerous parameters carry overfitting risk, and backtest performance may not be replicated in live trading
- Lack of dynamic volatility adjustment means stop-loss distances may be insufficient to cover market noise during extreme conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.01 | Initial lot size |
RiskPercent | 2.0 | Per-trade risk percentage based on account balance |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take-profit in points (~10 points) |
Timeframe1 | H1 | Analysis timeframe 1 |
Timeframe2 | H4 | Analysis timeframe 2 |
Timeframe3 | D1 | Analysis timeframe 3 |
MaxPositions | 3 | Maximum positions |
MaxDrawdown | 20 | Maximum drawdown percentage limit |
TrailingStop | 300 | Trailing stop in points; 0 to disable |
MagicNumber | 17079 | EA magic number for order identification |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.