EA-17352 · Trend Following

up3x1

This EA implements a trend-following strategy based on triple timeframe alignment, using three consecutive timeframes to confirm trend direction before entering trades. It opens positions when all three timeframe signals agree, aiming to capture strong directional moves with reduced false signals. The strategy employs systematic position sizing and risk management rules to control exposure.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
Blow-up riskLow
Rating★★★☆☆
TypeTrading EA
TimeframesM15, H1, H4
IndicatorsMoving Average, ATR, MACD
Author—

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD-0.97%-0.84%3.72%10949.10%————Same as other EAs
GBPUSD+6.69%+5.79%4.59%10751.40%————Same as other EAs
USDJPY+3.63%+3.14%4.42%9951.50%————Same as other EAs
XAUUSD-3.39%-2.81%49.78%10451.50%————Same as other EAs

On every market this backtest is identical to EA-17162, EA-22409, EA-22834. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.

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

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 of this EA is a triple timeframe confirmation trend-following system that filters noise by validating trend direction across three different timeframes. Entry conditions require all three timeframe trend indicators (typically moving averages or similar trend determination tools) to align in the same direction, only executing trades when short, medium, and long-term periods all agree on bullish or bearish bias. Exit conditions rely on trend reversal signals or stop-loss/take-profit levels, with positions potentially closed when any timeframe trend changes direction. Position sizing uses either fixed lot sizes or percentage-based calculations derived from account equity, ensuring controlled risk per trade. Money management employs a fixed risk ratio for position sizing but lacks dynamic adjustment mechanisms such as volatility-based position scaling. The overall strategy logic is clear, with multi-timeframe filtering effectively reducing false signals in ranging markets, though lagging entries may occur during trend transition periods.

Strengths

  • Triple timeframe confirmation effectively filters false signals in ranging markets, improving entry quality
  • Clear and concise strategy logic that is easy to understand and maintain, suitable for long-term operation
  • Trend-following strategy performs excellently in strong trending markets with reasonable risk-reward ratios

Weaknesses

  • Multi-timeframe confirmation causes entry lag, potentially missing significant profits at trend inception
  • May experience frequent stop-outs in ranging or sideways markets, with high risk of consecutive losses
  • Lacks volatility-adaptive mechanism, using identical parameters across different market volatility environments may lead to inconsistent performance

Possible improvements

  • Add volatility-adaptive mechanism using ATR to dynamically adjust stop-loss, take-profit, and position sizing
  • Incorporate ranging market identification filter to reduce trade frequency or pause trading during sideways markets
  • Optimize timeframe weighting to allow different timeframes to carry varying influence weights on the final signal

Risk assessment

Overall risk: Medium

  • Triple confirmation lagging entry may cause stop-losses when trends are nearly exhausted, worsening risk-reward ratio
  • Lacks maximum drawdown control and daily loss limits, potentially suffering significant losses in extreme market conditions
  • Fixed stop-loss does not account for market volatility changes, being too wide in low volatility and too tight in high volatility environments

Evaluation scores

Code quality3.0
Strategy logic3.0
Risk management2.0
Robustness3.0
Innovation2.0
Documentation2.0
Overall2.5

Parameters

ParameterDefaultDescription
Timeframe1M15First timeframe
Timeframe2H1Second timeframe
Timeframe3H4Third timeframe
LotSize0.1Fixed trading lot size
StopLoss500Initial stop loss distance, 0 for no initial SL
TakeProfit1000Take profit per order in pips
TrailingStop300Trailing stop distance in pips, activates after price moves beyond this
MagicNumber12345Magic number to identify EA positions, 0 for all positions
MaxPositions1Maximum positions

Similar Trend Following EAs

Backtests are historical simulations and do not guarantee future results. Not financial advice.

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