Anubis
Anubis is a trend-following Expert Advisor that uses moving average crossovers combined with momentum filters to identify and ride market trends. It enters trades when fast and slow moving averages cross in the direction of the prevailing trend confirmed by a momentum oscillator. The EA includes built-in stop loss and take profit management with optional trailing stop functionality.
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 of the Anubis EA is based on a dual moving average crossover system, using golden cross and death cross of fast and slow moving averages to determine trend direction. Entry conditions require that the MA crossover signal be confirmed by a momentum indicator such as RSI or MACD, avoiding false signals in ranging markets. Exit conditions include fixed stop loss and take profit levels along with an optional trailing stop that locks in profits as the trend extends. Position sizing employs either fixed lot sizes or risk-based calculation using a percentage of account balance, ensuring controlled risk per trade. Money management features include maximum position limits and maximum drawdown protection parameters to prevent overtrading and significant account equity depletion. The overall strategy logic is clear and well-structured, though MA crossovers can generate frequent false signals in strongly ranging markets, necessitating complementary filter conditions.
Strengths
- Dual MA crossover with momentum confirmation provides relatively reliable entry signals
- Built-in SL/TP and trailing stop mechanisms offer solid risk control
- Flexible position sizing with both fixed lot and risk percentage modes
- Well-designed parameters allow users to adapt to varying market conditions
- Excellent performance in trending markets, effectively capturing medium to long-term trends
Weaknesses
- MA crossover is a lagging indicator, resulting in delayed entry signals
- Prone to frequent false signals and consecutive losses in ranging markets
- Lacks multi-timeframe confirmation, single timeframe analysis may not be robust enough
- Trailing stop uses fixed parameters without dynamic adjustment based on market volatility
- No spread filter included, which may be disadvantageous in high-spread environments
Possible improvements
- Add multi-timeframe trend confirmation, such as executing H1 crossover signals only in the direction of H4 trend
- Implement ATR-based dynamic stop loss and trailing stop that adapts to market volatility
Risk assessment
Overall risk: Medium
- MA crossovers may generate frequent false signals in ranging markets leading to consecutive small losses
- Lack of spread filter may cause additional costs from slippage and wide spreads during low-liquidity sessions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 10 | Fast MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
RSI_Period | 14 | RSI indicator period |
RSI_Overbought | 70 | RSI overbought threshold |
RSI_Oversold | 30 | RSI oversold threshold |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
TrailingStop | 300 | Trailing stop in points |
LotSize | 0.1 | Fixed trading lot size |
RiskPercent | 2 | Risk percentage per trade |
MaxPositions | 3 | Maximum positions |
MagicNumber | 19095 | EA magic number |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.