BIG DOG
BIG DOG is a breakout-style Expert Advisor that trades based on price breaking out of defined ranges, typically using session-based high/low levels to identify trading opportunities. It aims to capture momentum moves when price breaks out of consolidation zones during active market sessions.
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 concept of the BIG DOG strategy is range breakout entry, opening positions when price breaks above or below predefined high/low levels. Entry conditions typically involve price breaking above the session range high for long positions or below the session range low for short positions, often focusing on active trading sessions like London or New York opens. Exit conditions include take-profit and stop-loss levels, with some versions incorporating trailing stops to lock in gains. Position sizing generally uses fixed lots or a percentage-based calculation tied to account balance. Money management features typically include maximum position limits and daily maximum loss thresholds. The overall strategy logic is straightforward and effective in trending markets, but may generate significant losses from false breakouts during ranging or choppy conditions.
Strengths
- Simple and clear strategy logic, easy to understand and optimize
- Range breakout approach performs well in trending markets
- Typically includes session filters to avoid trading during low liquidity periods
Weaknesses
- Prone to consecutive losses from false breakouts in ranging markets
- Lacks market regime detection, unable to adaptively switch strategies
- Take-profit and stop-loss ratios may be inflexible without volatility consideration
Possible improvements
- Add market regime filters (such as ADX or volatility indicators) to reduce trading frequency during ranging markets
- Introduce dynamic take-profit and stop-loss mechanisms based on ATR to adapt to different volatility environments
Risk assessment
Overall risk: Medium
- False breakouts in ranging markets may lead to consecutive losses
- Fixed stop-loss may not adapt to different volatility environments
- Lacks equity curve drawdown control mechanism
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Lot size per trade |
StopLoss | 50 | Initial stop loss distance, 0 for no initial SL |
TakeProfit | 100 | Take profit per order in pips |
RangePeriod | 4 | Bar period count for range high/low calculation |
TradingSession | 1 | Trading session selection (0=London, 1=New York, etc.) |
MagicNumber | 12345 | Magic number to identify EA positions, 0 for all positions |
MaxSlippage | 3 | Maximum allowed slippage |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.