SerialMA_EA
SerialMA_EA is a trend-following expert advisor that uses a series of moving averages with different periods to determine trend direction and generate trade signals. It enters long positions when faster MAs cross above slower MAs and enters short positions on the opposite crossover, aiming to capture sustained directional moves. The EA employs serial (multiple) MA alignment as its core logic, filtering entries based on the alignment of several moving average periods.
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 | — | — | — | — | — | Conversion problem |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
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 serial alignment of multiple moving averages to determine trend direction, confirming a trend when short-term, medium-term, and long-term MAs align in a specific order. Entry conditions require a bullish alignment (short-term MA above medium-term MA above long-term MA) for long positions and the reverse bearish alignment for short positions; some versions may also use MA crossover as a trigger signal. Exit conditions typically include reversal of the MA alignment pattern, fixed stop-loss and take-profit levels, or trend weakening signals. Position sizing generally uses fixed lot sizes or percentage-based calculations relative to account balance, with some parameters allowing adjustment of trade size. Money management relies on the reliability of MA alignment to control risk, though the absence of explicit stop-loss mechanisms can expose the account to significant drawdown. The overall strategy logic is clear and suitable for trending markets, but it tends to generate frequent false signals in ranging or choppy conditions leading to consecutive losses.
Strengths
- Simple and clear strategy logic with multiple MA alignment effectively filtering false breakout signals
- Performs well in trending markets, capable of capturing most of the profit from medium to long-term trends
- Highly adjustable parameters allow users to optimize MA periods for different instruments and timeframes
Weaknesses
- Frequent false signals in ranging markets lead to consecutive losses and account drawdown
- Inherent lag of moving average systems means entry and exit signals are delayed from actual price turning points
- Without proper stop-loss or with excessively wide stops, single trade losses can be significant with elevated money management risk
Possible improvements
- Add a trend strength filter (such as ADX or ATR) to reduce false signals during ranging market conditions
- Implement dynamic stop-loss mechanisms (such as trailing stops or ATR-based stops) to better protect profits and control risk
Risk assessment
Overall risk: Medium
- MA lag causes delayed entries, potentially entering near trend exhaustion and facing reversal risk
- Default stop-loss parameter of 0 means no stop-loss protection, risking significant losses during extreme market moves
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MA_Period_1 | 10 | First short-term moving average period |
MA_Period_2 | 20 | Second medium-term moving average period |
MA_Period_3 | 50 | Third long-term moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Take profit in points, 0 means no take profit |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.