Exp_XDidi_Index_Cloud_Duplex
This EA implements a duplex trading system based on the XDidi Index Cloud indicator, which is derived from the Didi Index (a Brazilian trend-following indicator). It opens buy and sell positions based on crossover signals of the indicator's three moving average components and uses a cloud visualization for trend confirmation.
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: an indicator ended up with a period of 0.
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 strategy concept is based on the Didi Index, a popular Brazilian trend-following indicator composed of three moving averages with different periods, using their crossover relationships to determine trend direction. Entry conditions: a long position is opened when the short-term MA crosses above the medium and long-term MAs, and a short position is opened when the short-term MA crosses below the medium and long-term MAs, with the Cloud color change serving as an auxiliary confirmation signal. Exit conditions rely on reverse crossover signals for position closure, or through fixed stop-loss and take-profit parameters. Position sizing uses a fixed lot approach by default, with a MoneyManagement option to switch to a dynamic lot calculation based on account balance. Money management provides stop-loss percentage control, but overall risk management is relatively basic, lacking volatility-adaptive position sizing. The EA supports duplex (bi-directional) trading mode, allowing flexible switching between long and short positions based on the indicator signals.
Strengths
- Clear trend-following logic based on the Didi Index with strong trend identification capability
- Supports duplex trading mode, handling both long and short direction signals simultaneously
- Provides money management option for dynamic position sizing based on account balance
Weaknesses
- Moving average crossovers generate numerous false signals in ranging markets, leading to frequent losses
- Fixed stop-loss and take-profit in points rather than volatility-adaptive, resulting in inconsistent performance across different market conditions
- Lacks volume and volatility filtering mechanisms, prone to erroneous trades during low liquidity periods
Possible improvements
- Add ATR-adaptive stop-loss and take-profit mechanism to dynamically adjust exit levels based on market volatility
- Implement a trend strength filter (e.g., ADX) to reduce trading frequency or pause trading during ranging market conditions
Risk assessment
Overall risk: Medium
- Fixed stop-loss/take-profit may result in stops being too tight or too loose under different volatility conditions
- Lacks new bar check mechanism, potentially opening duplicate positions on the same bar
- No spread filter, may enter trades even when spread is excessively wide
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MoneyManagement | false | Money management switch; dynamically calculates lots based on balance |
Lot | 0.1 | Fixed trading lot size |
StopLoss | 1000 | Stop loss in points |
TakeProfit | 2000 | Take profit in points |
TrailingStop | 0 | Trailing stop in points, 0 means no trailing |
TrailingStep | 0 | Minimum step to adjust take-profit in points |
VolumePosition | true | Whether to confirm signals with volume |
ReversalSignal | false | Enable reversal signal mode |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.