3MACross EA
This EA uses a triple moving average crossover system to identify trend direction and generate trade signals. It enters long positions when the faster MA crosses above the slower MAs and enters short positions on the reverse crossover. The three MA periods provide layered confirmation to filter out false signals and ensure stronger trend commitment before opening positions.
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: Elevated
- Has no stop loss or trailing stop
- Can hold up to 5 positions at once
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 3MACross EA is based on the crossover of three moving averages with different periods to determine trend direction. Entry conditions: go long when the shortest-period MA crosses above the middle and longest-period MAs, and go short on the reverse crossover; the alignment order of all three MAs confirms trend strength. Exit conditions typically rely on reverse crossover signals or stop-loss/take-profit settings. Position sizing allows user-defined lot sizes but lacks dynamic position adjustment based on account equity or volatility. Money management provides stop-loss and take-profit parameters but does not include percentage-of-equity calculation. The advantage of using three MAs is that layered confirmation reduces false breakouts, but the disadvantage is the inherent lag of moving averages causes late entries, and in ranging markets the system tends to generate frequent whipsaw signals leading to consecutive losses.
Strengths
- Triple MA crossover provides layered confirmation, effectively reducing false signals
- Simple and clear strategy logic, easy to understand and optimize
- Performs well in trending markets, capturing medium-to-long-term trends
- Parameterized design allows flexible adjustment of each MA period
Weaknesses
- Inherent lag of moving averages means entry signals often appear after the trend has already started
- Prone to frequent whipsaw signals in ranging markets leading to consecutive losses
- Lacks dynamic position sizing; fixed lot size cannot adapt to varying market volatility
- Default stop-loss and take-profit are zero, posing significant capital risk
Possible improvements
- Add a trend filter indicator (e.g., ADX or ATR) to avoid frequent trading in ranging markets
- Implement dynamic position sizing based on account equity percentage or ATR volatility
Risk assessment
Overall risk: Medium
- Default stop-loss and take-profit are zero; no risk protection if user forgets to set them
- Lacks new bar check mechanism, potentially opening repeated positions on the same bar
- No position check could lead to duplicate orders
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 5 | Fast MA period |
MidMA_Period | 20 | Medium MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
LotSize | 0.1 | Trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.