Exp_XROC2_VG_Tm
This EA trades based on the XROC2_VG indicator which measures the rate of change (velocity and acceleration) of price momentum. It enters positions when momentum velocity crosses predefined thresholds and includes a time management module to restrict trading to specific sessions. The EA uses fixed lot sizing with configurable stop loss and take profit levels.
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
The core strategy is based on the XROC2_VG momentum indicator which computes the second derivative of price change rate (velocity and acceleration) to identify the onset and decay of momentum trends. Entry conditions trigger a long position when the momentum velocity indicator crosses above the buy threshold and a short position when it crosses below the sell threshold. Exit conditions include hitting the stop loss or take profit levels, or when the momentum velocity indicator crosses back through an exit threshold in the opposite direction. Position sizing uses a fixed lot approach with no dynamic adjustment based on account equity or volatility. Money management provides configurable stop loss and take profit parameters, but lacks percentage-based equity risk control. The time management module lets users specify trading start and end times plus active days of the week, which helps avoid low-liquidity sessions. The overall strategy logic is clear but lacks adaptive filtering for market volatility and spread conditions.
Strengths
- The momentum acceleration indicator is forward-looking and can capture trend initiation early
- The time management module effectively avoids trading during low-liquidity and high-spread sessions
- Clear and concise strategy logic with intuitive parameter meanings for easy optimization
Weaknesses
- Fixed lot sizing lacks money management and cannot dynamically adjust positions based on account risk
- No spread filter mechanism may lead to unfavorable entries during high-spread periods
- Missing check for existing positions may cause duplicate entries in the same direction
Possible improvements
- Add dynamic position sizing based on account equity percentage risk model
- Add spread filter and volatility adaptation mechanism to avoid entry under unfavorable market conditions
- Implement same-direction position check and maximum open position limit
Risk assessment
Overall risk: Medium
- Fixed lot sizing does not account for account size changes, maintaining same position size after large losses
- Lack of spread filter may cause unfavorable entries with significant slippage
- Stop loss and take profit are fixed pip values not dynamically adjusted by ATR-based volatility
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
StopLoss | 1000 | Stop loss in points |
TakeProfit | 2000 | Take profit in points |
Volume | 0.1 | Trading lot size |
XROC2_VG_VelocityThreshold_Buy | 0.3 | Buy momentum velocity threshold |
XROC2_VG_VelocityThreshold_Sell | -0.3 | Sell momentum velocity threshold |
TimeManage | true | Enable time management |
TimeStart | 09:00 | Trading start time |
TimeEnd | 22:00 | Trading end time |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.