Vector
This EA implements a momentum-based trading strategy using vector-based signal generation, likely leveraging multiple technical indicators to determine trade direction and strength. It systematically opens positions when momentum conditions align and manages them with predefined exit rules. The strategy focuses on capturing directional moves driven by market momentum shifts.
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
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, 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
This EA is based on a momentum strategy concept that synthesizes signals from multiple technical indicators in a vectorized manner to generate trading decisions. Entry conditions rely on combined momentum indicator assessments, triggering positions when multiple signals align in the same direction, similar to vector superposition which enhances signal reliability. Exit conditions likely combine fixed stop-loss and take-profit levels with dynamic momentum decay detection, closing positions when momentum signals reverse or weaken. Position sizing may use fixed lots or account-equity-proportional methods, but lacks advanced money management modules such as Kelly criterion or dynamic position adjustment. Risk management relies on stop-losses to control per-trade risk, but there is no visible maximum drawdown limit or overall exposure cap mechanism. The overall strategy logic is clear, but protective measures under extreme market conditions may be insufficient.
Strengths
- Multi-indicator vector signal synthesis improves entry accuracy and reduces false signals
- Strategy logic structure is clear with modular design for easy understanding and modification
- Momentum strategy performs well in trending markets, capturing medium-to-long-term trend moves
Weaknesses
- Momentum strategy tends to generate frequent false signals and losses in ranging markets
- Lacks advanced money management module, unable to dynamically adjust position size based on market volatility
- Stop-losses may be penetrated by slippage under extreme market conditions, risk control has gaps
Possible improvements
- Add a market regime filter to reduce trading frequency or pause trading during ranging conditions
- Introduce ATR-based dynamic stop-loss and take-profit to automatically adjust risk parameters based on market volatility
Risk assessment
Overall risk: Medium
- Momentum strategy prone to consecutive losses in ranging markets without regime detection
- Fixed stop-loss may not adapt to varying volatility environments, slippage risk under extreme conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Lot size per trade |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
MomentumPeriod | 14 | Momentum indicator period |
SignalThreshold | 0 | Signal trigger threshold |
MagicNumber | 12345 | EA magic number |
Timeframe | H1 | Trading timeframe |
Similar Momentum EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.