MacdPatternTraderAll0.01
This EA trades MACD divergence patterns across all symbols, identifying bullish and bearish divergences between price and the MACD indicator to generate trade signals. It enters positions when a confirmed divergence pattern is detected and manages trades with fixed lot sizing and stop-loss/take-profit levels. The strategy is a fully systematic momentum-reversal approach based on classic MACD divergence detection.
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
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 based on MACD divergence pattern recognition to identify trend reversal points. Entry conditions: a bullish divergence forms when price makes a new low but MACD does not, generating a buy signal; a bearish divergence forms when price makes a new high but MACD does not, generating a sell signal. Exit conditions rely on preset stop-loss and take-profit levels, and positions may also close when an opposing divergence signal appears. Position sizing uses a fixed 0.01 lot size without dynamic adjustment based on account balance or volatility. Money management is simplistic, lacking compound position calculation or proportional risk control mechanisms. The strategy's strength lies in divergence being a classic reversal signal, but the lack of filtering mechanisms may cause frequent counter-trend trades during strong trends.
Strengths
- MACD divergence is a proven classic reversal trading signal with solid theoretical basis
- Fixed 0.01 small lot size reduces per-trade risk, suitable for testing and small accounts
- Supports all trading symbols with strong versatility across multiple markets
- Clear strategy logic with divergence patterns that are easy to understand and verify
- Fully automated systematic trading without manual intervention required
Weaknesses
- Fixed lot size does not account for account size or volatility, making money management inflexible
- Lacks trend filter, may generate frequent counter-trend divergence signals during strong trends leading to consecutive losses
- Divergence detection may produce different results with different parameter settings, introducing subjectivity
- No position scaling mechanism, unable to increase profits when trades move favorably
- Missing spread filter and trading session filter, may open positions under unfavorable conditions
Possible improvements
- Add a trend filter (e.g., higher timeframe MA direction) to avoid counter-trend trades during strong trends
- Implement dynamic position sizing based on account balance and ATR volatility for proportional risk management
- Add spread filter and trading session restrictions to avoid trading during high spread and low liquidity periods
Risk assessment
Overall risk: Medium
- Fixed lot size ignores account scale, risk exposure may be too small or mismatched for larger accounts
- Divergence signals may frequently trigger false reversals during strong trending markets
- No spread or slippage filter, unfavorable market conditions may cause additional losses
- No multi-timeframe confirmation limits the reliability of single-timeframe divergence signals
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.01 | Fixed lot size per trade |
StopLoss | variable | Stop loss in points |
TakeProfit | variable | Take profit in points; close on cumulative profit |
MACD_FastEMA | 12 | MACD fast EMA period |
MACD_SlowEMA | 26 | MACD slow EMA period |
MACD_SignalSMA | 9 | MACD signal SMA period |
Divergence_Lookback | variable | Divergence detection lookback bars |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.