Exp_XROC2_VG_X2
This EA is a dual-indicator momentum trading system that uses XROC2 (Rate of Change) and VG (Volume Gain) indicators across two timeframes to generate trading signals. It enters long positions when both momentum indicators confirm upward movement and short positions when they confirm downward movement, with built-in position management and exit logic.
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 trades based on combined signals from XROC2 (dual-period Rate of Change) and VG (Volume Gain) momentum indicators, constituting a multi-timeframe momentum strategy. Entry conditions require both indicators to confirm the same direction across different timeframes — XROC2 measures price change velocity while VG measures volume directional momentum, and their combination filters out false signals. Exit conditions employ fixed stop-loss and take-profit levels, along with position time limits and reverse-signal closing mechanisms. Position sizing supports both fixed lot and equity-based dynamic calculation, allowing users to select different sizing modes. Money management provides maximum position count limits and per-trade risk control, but lacks overall account drawdown protection. The core advantage of the strategy is that the dual-indicator multi-timeframe confirmation mechanism effectively filters noisy signals, but adaptability to market regime shifts is limited.
Strengths
- Dual-indicator multi-timeframe confirmation effectively filters false signals and improves entry quality
- Combining XROC2 with VG covers both price momentum and volume momentum for more reliable signals
- Offers both fixed lot and money management position sizing modes for good flexibility
- Built-in stop-loss, take-profit, and maximum position limits provide solid basic risk control
- Multi-timeframe confirmation reduces frequent opening in choppy markets
Weaknesses
- Lacks overall account drawdown protection, risking consecutive losses in extreme market conditions
- No spread filter included, leading to high slippage costs on short-term trades or high-spread instruments
- Momentum strategies tend to generate consecutive false signals in ranging markets causing repeated stop-outs
- Position time limit may cause premature exits before trends fully develop
- Fixed indicator parameters lack adaptive adjustment, requiring manual optimization for different market environments
Possible improvements
- Add account-level maximum drawdown protection to pause trading when drawdown exceeds a threshold
- Implement spread filtering and market volatility adaptation to reduce trading frequency in high-spread or low-volatility environments
- Add adaptive optimization logic for indicator parameters to dynamically adjust periods based on recent market characteristics
Risk assessment
Overall risk: Medium
- No account-level drawdown protection, consecutive losses may cause significant capital damage
- No spread filter means entry costs are uncontrolled in high-spread environments
- Momentum strategy reacts with lag at trend reversals, potentially enduring large drawdowns
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Timeframe1 | PERIOD_CURRENT | First indicator timeframe |
Timeframe2 | PERIOD_H4 | Second indicator timeframe |
XROC2_Period | 14 | XROC2 rate of change indicator period |
VG_Period | 14 | VG volume gain indicator period |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
Lots | 0.1 | Fixed trading lot size |
MoneyManagement | false | Enable money management dynamic sizing |
RiskPercent | 2.0 | Risk percentage per trade of total capital |
MaxPositions | 1 | Maximum simultaneous positions |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
Expiration | 0 | Position time limit (hours); 0=unlimited |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.