Exp_Kolier_SuperTrend_X2
This EA implements a dual SuperTrend indicator strategy for trend-following trading. It uses two SuperTrend indicators with different periods/multipliers to generate entry signals when both align in the same direction, and exits when either SuperTrend flips direction. The system applies the ATR-based SuperTrend logic to capture medium-to-long-term trends while filtering out noise through the double confirmation mechanism.
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 | -7.10% | -6.20% | 7.96% | 128 | 42.20% | -1.52 | -0.89 | 6 | −$5.55 | Reliable |
| GBPUSD | -3.12% | -2.71% | 6.58% | 133 | 44.40% | -0.50 | -0.47 | 8 | −$2.34 | Reliable |
| USDJPY | -1.24% | -1.08% | 7.31% | 125 | 44.80% | -0.21 | -0.17 | 10 | −$0.99 | Reliable |
| XAUUSD | +126.35% | +96.39% | 35.07% | 146 | 53.80% | 1.80 | 3.60 | 5 | +$88.84 | Reliable |
Profitable on 1 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 4% of 95 · GBPUSD: better than 25% of 95 · USDJPY: better than 43% of 95 · XAUUSD: better than 93% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 15% | +1.16% 2026-06 | -2.16% 2026-04 |
| GBPUSD | 31% | +5.50% 2026-03 | -4.09% 2026-02 |
| USDJPY | 31% | +3.93% 2026-07 | -2.36% 2025-12 |
| XAUUSD | 69% | +35.37% 2026-01 | -19.86% 2026-07 |
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 strategy concept is based on a dual SuperTrend indicator trend-following system where two SuperTrend indicators with different periods and multipliers are used simultaneously. Entry conditions require both SuperTrend indicators to align in the same direction — a long signal is generated when both turn bullish, and a short signal when both turn bearish, providing stronger trend confirmation and filtering out false breakouts in choppy markets. Exit conditions trigger when either SuperTrend indicator flips direction, which ensures early exit when a trend reversal may be forming. Position sizing supports both fixed lot size and equity-based dynamic lot calculation. Money management includes stop loss configuration, though the SuperTrend's inherent ATR-based mechanism already provides dynamic stop loss functionality. The overall strategy logic is clear, and the dual confirmation mechanism effectively reduces false signals, though it may cause delayed entries at the beginning of new trends.
Strengths
- Dual SuperTrend confirmation effectively filters false signals and improves entry quality
- ATR-based dynamic stop loss adapts to market volatility changes, self-adjusting across different market conditions
- Clear and concise strategy logic with highly adjustable parameters, easy to optimize for different instruments
Weaknesses
- Dual confirmation causes delayed entry at trend inception, potentially missing the initial portion of trend profit
- May still generate frequent false signals in ranging/choppy markets leading to consecutive losses
- Lacks advanced money management modules such as maximum drawdown control and daily loss limits
Possible improvements
- Add a trend strength filter (e.g., ADX) to avoid frequent entries during weak trend or ranging conditions
- Implement trailing take-profit and partial close mechanisms to better lock in trend profits
Risk assessment
Overall risk: Medium
- Default stop loss and take profit parameters are 0, lack of hard stop protection may lead to excessive single-trade losses
- No maximum position or maximum drawdown control mechanism, risk exposure is uncontrolled during extreme market conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
SuperTrend1_Period | 10 | ATR period for first SuperTrend indicator |
SuperTrend1_Multiplier | 1.7 | ATR multiplier for first SuperTrend indicator |
SuperTrend2_Period | 20 | ATR period for second SuperTrend indicator |
SuperTrend2_Multiplier | 2.4 | ATR multiplier for second SuperTrend indicator |
LotSize | 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 |
MagicNumber | 18160 | EA magic number to close (0 for all positions) |
TimeFrame | H1 | Trading timeframe |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.