MA-Shift Puria Method
This EA implements the 'Puria Method' trading strategy, which uses a combination of moving averages with a shift (displacement) to generate trend-following entry signals. It enters long when price crosses above the shifted MA and short when it crosses below, aiming to capture medium-term trend movements while the MA shift helps filter out short-term noise.
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 | +5.59% | +4.84% | 2.30% | 134 | 47.40% | 1.27 | 2.43 | 5 | +$4.46 | Reliable |
| GBPUSD | -1.02% | -0.89% | 7.05% | 136 | 48.50% | -0.13 | -0.14 | 6 | −$0.75 | Reliable |
| USDJPY | +4.03% | +3.49% | 4.22% | 136 | 48.90% | 0.76 | 0.95 | 8 | +$2.87 | Reliable |
| XAUUSD | +86.39% | +67.27% | 32.90% | 143 | 54.20% | 1.13 | 2.63 | 4 | +$62.58 | Reliable |
Profitable on 3 of 4 markets with reliable results.
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.
Against the other Trend Following EAs with a reliable result on the same market: EURUSD: better than 89% of 95 · GBPUSD: better than 39% of 95 · USDJPY: better than 87% of 95 · XAUUSD: better than 85% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 69% | +1.99% 2026-02 | -1.26% 2026-09 |
| GBPUSD | 62% | +2.47% 2026-09 | -3.92% 2026-03 |
| USDJPY | 54% | +5.47% 2026-09 | -2.27% 2026-03 |
| XAUUSD | 62% | +50.31% 2026-02 | -11.98% 2026-04 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 concept of the Puria Method is to use shifted (displaced) moving averages to smooth price action and generate delayed trend signals, thereby filtering out short-term market noise. Entry conditions typically involve: opening a long position when price crosses above the displaced moving average from below, and opening a short position when price crosses below from above; some variants require confirmation from multiple shifted MAs with different periods. Exit conditions rely on reverse crossover signals or fixed take-profit and stop-loss levels, with some implementations using trailing stops to lock in profits. In terms of position sizing, this EA typically uses fixed lot sizes and lacks dynamic position adjustment based on account equity or market volatility. Money management is relatively basic — while stop-losses are set, they may not be flexible enough, and the impact of spread and slippage on trading performance is not adequately considered. Overall, this is a typical trend-following system that performs well in strongly trending markets but is prone to frequent false signals and consecutive losses in choppy, range-bound conditions.
Strengths
- The strategy logic is simple and clear, easy to understand and debug, suitable for beginners to use and modify
- The MA shift mechanism effectively reduces false signals caused by short-term market noise, improving signal quality
- As a trend-following strategy, it can capture substantial profits in clear trending markets
- Fewer parameters with clear optimization space, convenient for backtesting and parameter tuning
- Fixed stop-loss and take-profit settings provide a basic risk control framework
Weaknesses
- Generates numerous false signals in choppy/range-bound markets, leading to frequent stop-losses and consecutive losses
- Fixed lot sizing lacks dynamic position management, unable to automatically adjust based on market volatility or account risk
- No spread filter or trading session filter, trading during high-spread periods significantly reduces profitability
- Lacks new bar check mechanism, potentially opening multiple positions on the same candle
- Fixed pip-based stop-loss and take-profit without considering ATR or other volatility indicators, resulting in poor adaptability across varying market conditions
Possible improvements
- Add ATR-based dynamic stop-loss and take-profit mechanism to automatically adjust SL/TP distances based on market volatility, improving strategy adaptability
- Add ADX or volatility filter to reduce trading frequency or pause trading during range-bound market conditions
- Implement dynamic position sizing based on account equity percentage to replace the fixed lot scheme
Risk assessment
Overall risk: Medium
- Lacks new bar check, potentially opening multiple positions within a single candle leading to over-exposure
- Fixed stop-loss does not account for market volatility — too wide in low volatility wasting profit potential, too narrow in high volatility getting stopped out easily
- No spread filter mechanism, trading during low-liquidity periods may cause unnecessary losses due to widened spreads
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MA_Period | 14 | Moving average period |
MA_Shift | 5 | Moving average shift (displacement) |
MA_Method | MODE_SMA | Moving average calculation method (SMA/EMA/SMMA/LWMA) |
MA_Applied_Price | PRICE_CLOSE | Moving average applied price type |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Total profit target in points |
Lots | 0.1 | Trading lot size |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.