Exp_NRTR_ATR_STOP
This EA implements the NRTR (Nick Rypock Trailing Reverse) indicator combined with ATR-based dynamic stops to trail price and generate trend-following entry signals. It opens positions when the NRTR line reverses direction, using ATR to set adaptive stop-loss and take-profit levels. The strategy systematically follows established trends while using the trailing reverse mechanism to lock in profits and exit when the trend reverses.
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 concept of this strategy is the NRTR (Nick Rypock Trailing Reverse) indicator, an adaptive trend-following tool that dynamically adjusts its trailing distance using ATR (Average True Range). Entry conditions are triggered when the NRTR line reverses direction: a shift from declining to rising opens a long position, while a shift from rising to declining opens a short position, signaling a trend reversal. Exit conditions rely on the NRTR line reversing again — if holding a long and NRTR turns downward, the long is closed, and vice versa for shorts, creating a natural trailing stop mechanism. Position sizing supports fixed lot trading via the LotSize parameter. Money management uses ATR-multiple calculations for both stop-loss and take-profit, allowing risk exposure to adapt to market volatility — wider stops in high-volatility environments and tighter stops in low-volatility conditions. The overall strategy logic is clean and represents a classic trend-following system suitable for medium to long timeframe operation.
Strengths
- ATR-adaptive stop mechanism dynamically adjusts risk based on market volatility, providing reasonable stop distances across different volatility regimes
- NRTR indicator has clear trend-following logic with definitive reversal signals, avoiding the frequent false signals common with moving average-based approaches
- Clean strategy structure with few parameters makes it easy to understand and optimize, reducing overfitting risk
Weaknesses
- As a trend-following system, it is prone to frequent false reversal signals in ranging/choppy markets, leading to consecutive losses
- Lacks explicit money management strategy — fixed lot sizing cannot dynamically adjust position size based on account balance and risk ratio
- No additional risk controls beyond the stop mechanism, such as maximum drawdown limits or daily loss caps, creating exposure to large losses in extreme market conditions
Possible improvements
- Add a market regime filter (e.g., ADX or volatility threshold) to reduce trading frequency or pause trading in choppy markets, avoiding false signal losses
- Implement risk-percentage-based dynamic position sizing that automatically calculates optimal lot size based on ATR stop distance and acceptable risk percentage
Risk assessment
Overall risk: Medium
- Trend-following strategy generates consecutive stop-losses in ranging markets, lacking market regime identification
- Fixed lot sizing does not account for account size changes, potentially over-risking small accounts
- No hard risk controls such as maximum drawdown or daily loss limits
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed trading lot size |
ATR_Period | 14 | ATR indicator calculation period |
ATR_Multiplier | 2.0 | ATR multiplier for SL/TP distance calculation |
NRTR_Period | 14 | NRTR indicator calculation period |
MagicNumber | 12345 | EA magic number for order identification |
StopLevel | 0 | Additional stop level (0=use NRTR signal exit only) |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.