T3MA
This EA uses the T3 Moving Average indicator to generate trend-following trade signals. It enters long positions when the T3 MA rises and short positions when it falls, typically using crossover or slope-change logic. The strategy is a systematic trend-following system based on the smoothed T3 MA to reduce noise and lag compared to standard moving averages.
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 T3MA strategy is based on the T3 Moving Average indicator developed by Tillson, which uses multiple exponential moving average smoothing passes to reduce price noise and signal lag. Entry conditions typically rely on the slope change or direction reversal of the T3 MA — opening long positions when the MA turns from declining to rising, and short positions when it turns from rising to declining. Exit conditions may include closing positions on opposite signals or using predefined stop-loss and take-profit levels. Position sizing typically supports fixed lot trading, with some versions including proportional lot calculation based on account balance. Money management includes stop-loss and take-profit parameters, though the actual risk control effectiveness depends on parameter configuration. The core advantage is the T3 MA's smoothness reducing false signals, but it can still generate frequent whipsaw trades in ranging markets.
Strengths
- T3 MA provides superior smoothness compared to standard MAs, reducing false signals
- Strategy logic is simple and clear, easy to understand and optimize
- Performs well in trending markets, capable of capturing medium-term trends
Weaknesses
- Prone to frequent whipsaw signals and consecutive losses in ranging/sideways markets
- Inherent lag of moving average strategies may cause late entries and exits
- Lacks multi-timeframe confirmation and additional filters, limiting signal quality
Possible improvements
- Add multi-timeframe confirmation mechanism, e.g., higher timeframe trend direction filter
- Incorporate ATR-based dynamic stop-loss/take-profit and volatility filter to avoid frequent trading in low-volatility ranging markets
Risk assessment
Overall risk: Medium
- Default stop-loss and take-profit may be zero, creating unlimited loss risk
- Lacks position check and new bar check, potentially opening duplicate positions
- Trend-following strategy can sustain continuous losses in ranging markets
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
T3_Period | 14 | T3MAcalculation period |
T3_Volume_Factor | 0.7 | T3 MA volume factor, controls smoothing |
Lot_Size | 0.1 | Fixed trading lot size |
Stop_Loss | 0 | Stop loss in points, 0 means no stop loss |
Take_Profit | 0 | Take profit in points, 0 means no take profit |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.