Kijun Sen Robot
This EA trades based on the Kijun Sen line from the Ichimoku Kinko Hyo indicator, entering positions when price crosses the Kijun Sen and exiting based on opposite crosses or stop loss/take profit levels. It is a systematic trend-following system that uses the Ichimoku cloud component as its core signal generator for both entries and exits.
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 | +4.90% | +4.25% | 1.94% | 103 | 49.00% | 1.13 | 2.53 | 5 | +$5.14 | Reliable |
| GBPUSD | -6.85% | -5.98% | 8.15% | 103 | 45.10% | -1.22 | -0.84 | 8 | −$6.48 | Reliable |
| USDJPY | +2.05% | +1.78% | 3.61% | 104 | 46.20% | 0.43 | 0.57 | 6 | +$1.97 | Reliable |
| XAUUSD | -36.91% | -31.65% | 79.41% | 107 | 47.20% | 0.26 | -0.47 | 8 | −$32.49 | Reliable |
Profitable on 2 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 Trend Following EAs with a reliable result on the same market: EURUSD: better than 87% of 95 · GBPUSD: better than 8% of 95 · USDJPY: better than 75% of 95 · XAUUSD: better than 28% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 77% | +2.13% 2026-04 | -1.18% 2026-01 |
| GBPUSD | 38% | +2.18% 2026-04 | -2.91% 2026-10 |
| USDJPY | 54% | +2.15% 2026-04 | -1.32% 2026-02 |
| XAUUSD | 54% | +51.56% 2026-09 | -55.88% 2026-08 |
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 core concept of this strategy is using the Kijun Sen line from the Ichimoku indicator as the foundation for trend determination and trading signals. Entry conditions are triggered when price crosses above the Kijun Sen for a buy signal and crosses below for a sell signal, representing a potential shift in trend direction. Exit conditions include price crossing back in the opposite direction across the Kijun Sen, reaching a predefined take profit target, or hitting the stop loss level. Position sizing typically employs either fixed lot sizes or a percentage-based calculation relative to account equity. Money management relies on stop losses to control per-trade risk, though the effectiveness of risk control depends heavily on the specific parameter settings. The overall strategy logic is clean and straightforward, characteristic of a trend-following system, but it lacks a ranging market filter which can lead to frequent false signals and consecutive losses during choppy consolidation periods.
Strengths
- Strategy logic is clean and straightforward, based on the well-established Ichimoku indicator, making it easy to understand and maintain
- Uses Kijun Sen as dynamic support/resistance, adapting better to market volatility than fixed stop levels
- Includes stop loss, take profit, and trailing stop functionality, providing a basic risk control framework
Weaknesses
- Lacks a ranging market filter, prone to generating numerous false signals and consecutive losses during consolidation periods
- Relying solely on Kijun Sen crossover as a signal is overly simplistic, without confirmation from other Ichimoku components like Tenkan Sen or the cloud
- Missing new bar detection mechanism, potentially leading to repeated entries on the same bar and unintended multiple positions
Possible improvements
- Add Tenkan Sen/Kijun Sen crossover or cloud position as signal confirmation to reduce false signals
- Incorporate an ADX or volatility filter to identify ranging markets and pause trading during low trend strength periods
- Implement new bar detection logic to ensure each signal is traded only once, preventing duplicate entries on the same bar
Risk assessment
Overall risk: Medium
- Missing new bar check may cause multiple entries on the same bar, increasing risk exposure
- Single indicator signals in ranging markets can lead to consecutive stop losses and significant drawdown
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Kijun_Sen_Period | 26 | Kijun-sen (base line) period |
Stop_Loss | 0 | Stop loss in points |
Take_Profit | 0 | Take profit in points |
Lot_Size | 0.1 | Fixed trading lot size |
Magic_Number | 12345 | EA magic number,for identifying orders |
Trailing_Stop | 0 | Trailing stop in points, 0 means no trailing |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.