Simple_MACD
A straightforward MACD-based Expert Advisor that generates trade signals from MACD line and signal line crossovers. It enters long when MACD crosses above its signal line and enters short when MACD crosses below its signal line, with configurable lot sizing and stop loss/take profit levels. The EA is designed as a basic momentum-following system suitable for trending markets.
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 | +5.10% | +4.42% | 3.94% | 118 | 52.10% | — | — | — | — | Same as other EAs |
| GBPUSD | +13.29% | +11.45% | 2.46% | 121 | 50.40% | — | — | — | — | Same as other EAs |
| USDJPY | -8.03% | -7.01% | 9.07% | 125 | 48.00% | — | — | — | — | Same as other EAs |
| XAUUSD | +1.98% | +1.63% | 54.16% | 134 | 49.60% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-61998. 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
This EA employs the classic MACD crossover strategy, belonging to the momentum-following category of trading systems. Entry conditions rely on MACD main line crossing the signal line: going long on upward crossover and short on downward crossover, which is the most fundamental MACD application. Exit conditions depend on pre-set stop loss and take profit levels, with no trailing stop or signal-reversal exit mechanism. Position sizing uses a fixed lot approach without dynamic adjustment based on account equity or market volatility. Money management lacks risk assessment, as there is no check whether the account balance is sufficient to support the current position size. The overall strategy logic is simple and straightforward, but it is prone to frequent false signals in ranging markets leading to consecutive losses.
Strengths
- Strategy logic is simple and clear, easy to understand and maintain
- Uses the classic MACD indicator with statistical basis for signals
- Configurable parameters allow for backtesting and optimization
Weaknesses
- MACD crossovers generate numerous false signals in ranging markets
- Fixed lot sizing lacks dynamic money management, cannot adapt to different account sizes
- No new bar check mechanism, potentially opening duplicate positions within the same bar
Possible improvements
- Add new bar check to prevent duplicate trading within the same bar
- Add a trend filter (e.g., ADX or higher timeframe EMA) to only trade in trending conditions
Risk assessment
Overall risk: Medium
- Lack of new bar check may cause repeated position opening within a short time
- Fixed lot size does not account for account risk exposure
- Consecutive false signals in ranging markets may cause cumulative losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Lot size per trade |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
MACD_FastEMA | 12 | MACD fast EMA period |
MACD_SlowEMA | 26 | MACD slow EMA period |
MACD_SignalSMA | 9 | MACD signal SMA period |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.