EA-19628 · Trend Following

Exp_XFatlXSatlCloud_Duplex

This EA is based on the XFatl (Fast Adaptive Trend Line) and XSatl (Slow Adaptive Trend Line) indicators, trading the cloud region between them as a trend-following duplex system. It opens long positions when price is above the XFatlXSatl cloud and short positions when below, using a duplex approach that likely handles both signal generation and confirmation through dual indicator crossover logic.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
Blow-up riskLow
Rating★★★☆☆
TypeTrading EA
TimeframesM15, H1, H4
IndicatorsFATL, SATL, XFatlXSatlCloud
Author—

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD0.00%0.00%0.00%0—————Not convertible yet
GBPUSD0.00%0.00%0.00%0—————Not convertible yet
USDJPY0.00%0.00%0.00%0—————Not convertible yet
XAUUSD0.00%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 this EA is based on a cloud system formed by two adaptive trend lines, XFatl and XSatl, representing a classic trend-following approach. Entry conditions: go long when price breaks above the upper boundary of the cloud, and go short when price breaks below the lower boundary, with the cloud itself serving as a dynamic support/resistance zone. Exit conditions likely include price crossing back through the cloud or a reversal in cloud color/direction. Position sizing may use fixed lots or account-balance-based calculation. The 'Duplex' naming convention suggests the EA supports bidirectional trading or simultaneous long/short signal processing. FATL and SATL are classic indicator pairs from digital filter technology, where FATL captures short-term trend changes while SATL tracks medium-to-long-term trend direction, and their combination effectively filters noise signals.

Strengths

  • FATL/SATL digital filter combination effectively filters market noise and reduces false signals
  • Cloud system provides visual trend determination with clear and understandable logic
  • Duplex mode can handle both long and short signals simultaneously, adapting to bidirectional markets

Weaknesses

  • Trend-following strategies tend to generate frequent false signals in ranging markets leading to consecutive losses
  • Adaptive trend lines have inherent lag, causing late entries that miss optimal price levels
  • Lack of explicit stop-loss mechanism description may lead to significant drawdowns during extreme market conditions

Possible improvements

  • Add a ranging market filter (such as ADX or volatility indicator) to reduce trade frequency during sideways markets
  • Implement dynamic stop-loss and trailing stop mechanisms to better protect profits and control risk

Risk assessment

Overall risk: Medium

  • Trend-following strategy may incur consecutive losses in ranging markets
  • No explicit description of position check or new bar check mechanisms
  • Fixed adaptive filter parameters may not adapt well to all market conditions

Evaluation scores

Code quality3.0
Strategy logic3.0
Risk management2.0
Robustness3.0
Innovation3.0
Documentation2.0
Overall2.7

Parameters

ParameterDefaultDescription
FastPeriod39FATL fast adaptive trend line period
SlowPeriod55SATL slow adaptive trend line period
LotSize0.1Fixed trading lot size
StopLoss0Stop loss in points
TakeProfit0Total profit target in points
MagicNumber123456EA unique identifier
TimeframeH1Bar period used for trading

Similar Trend Following EAs

Backtests are historical simulations and do not guarantee future results. Not financial advice.

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