EA Trix
EA Trix is a momentum-based Expert Advisor that uses the Triple Exponential Moving Average (Trix) indicator to generate trading signals. It enters long positions when the Trix indicator crosses above its signal line and enters short positions when it crosses below. The EA is designed to capture momentum shifts while filtering out market noise through the triple smoothing of the TRIX oscillator.
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 strategy of EA Trix revolves around the Triple Exponential Moving Average (TRIX) oscillator to identify shifts in market momentum direction. Entry conditions: a long position is opened when the TRIX line crosses above its signal line, indicating upward momentum; a short position is opened when the TRIX line crosses below its signal line, indicating downward momentum. Exit conditions primarily rely on the opposite crossover signal for closing positions, with optional stop loss and take profit levels to manage individual trade risk. Position sizing allows the user to define a fixed lot size, but lacks dynamic position sizing based on account equity or market volatility. Money management provides stop loss and take profit parameters, but does not incorporate compound position management, trailing stops, or equity-based risk scaling. Overall, this is a classic momentum-following system best suited for trending markets, though it may generate frequent false signals and consecutive losses in choppy or range-bound conditions.
Strengths
- TRIX triple smoothing effectively filters market noise and reduces false signals
- Strategy logic is clear and concise, easy to understand and optimize
- Momentum-based trend following performs well in strong trending markets
Weaknesses
- Lacks dynamic position sizing; fixed lot size cannot adapt to varying market volatility
- Prone to frequent false crossover signals in choppy/range-bound markets, leading to consecutive losses
- Missing trailing stop mechanism; profitable positions may give back most gains during pullbacks
Possible improvements
- Add ATR-based dynamic position sizing and trailing stop functionality
- Incorporate a trend filter (e.g., higher timeframe moving average) to avoid trading in choppy conditions
- Add new bar check and spread filter to prevent repeated entries on the same bar and entries during high spread
Risk assessment
Overall risk: Medium
- Stop loss defaults to 0; if user forgets to set it, there is no downside protection
- Missing new bar check may cause repeated position openings on the same candle
- Fixed lot size does not adjust to account equity, potentially leading to over-leveraging
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Lot size per leg |
TrixPeriod | 14 | TRIX indicator calculation period |
SignalPeriod | 9 | TRIX signal line moving average period |
StopLoss | 0 | Auto stop loss in points; 0=disabled |
TakeProfit | 0 | Auto take profit in points; 0=disabled |
MagicNumber | 12345 | Unique EA order identifier preventing conflicts |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.