Exp_XFatlXSatlCloud
This EA trades based on the intersection of two digital filters — XFatl (Fast Adaptive Trend Line) and XSatl (Slow Adaptive Trend Line) — combined with a cloud visualization of their difference. It enters long when XFatl crosses above XSatl and short when XFatl crosses below XSatl, using the cloud color as confirmation of trend strength.
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 uses digital filter crossovers to determine trend direction. XFatl is the fast adaptive trend line, more sensitive to price changes, while XSatl is the slow adaptive trend line serving as a smoothing filter. Entry conditions: open long when XFatl crosses above XSatl, open short when XFatl crosses below XSatl, with cloud color changes providing auxiliary confirmation of trend strength. Exit conditions rely on reverse crossover signals — close longs on bearish cross and close shorts on bullish cross. Position sizing supports both fixed lot and percentage-of-equity dynamic calculation modes. Money management includes stop loss, take profit, and trailing stop functionality, though default parameters may need optimization per instrument and timeframe. The overall strategy is a classic trend-following system that performs well in trending markets but is prone to frequent false signals in choppy, range-bound conditions.
Strengths
- Digital filters offer lower lag and better smoothing than traditional MAs, capturing trend reversals more promptly
- Cloud visualization provides intuitive trend strength assessment beyond simple crossover signals
- Supports equity-percentage position sizing that dynamically adjusts with account growth
Weaknesses
- Trend-following strategy generates frequent false signals in choppy markets leading to consecutive losses
- Default stop loss and take profit are both zero, leaving positions fully exposed if user doesn't modify parameters
- Lacks market regime filter (e.g., ADX or volatility assessment) to automatically distinguish trending from ranging conditions
Possible improvements
- Add a market regime filter (e.g., ADX or ATR) to reduce trade frequency or pause trading during choppy conditions
- Set reasonable non-zero default values for stop loss/take profit and add ATR-based dynamic stop loss option
Risk assessment
Overall risk: Medium
- Default stop loss and take profit are both zero — positions are completely unprotected without manual configuration
- Trend-following strategy may produce consecutive losses in ranging markets without maximum drawdown protection
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MoneyManagement | false | Enable money management (lot size by equity ratio) |
RiskPercent | 1.0 | Risk percentage under money management mode |
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Take profit in points, 0 means no take profit |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
TrailingStep | 0 | Minimum stop loss trailing step in points |
WorkTime | false | Enable trading session filter |
StartHour | 0 | Trading start hour |
StartMinute | 0 | Trading start minute |
EndHour | 0 | Trading end hour |
EndMinute | 0 | Trading end minute |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.