Exp_BlauTStochI
This EA trades based on the BlauTStochI (Blau Thermal Stochastic Indicator), a triple-smoothed momentum oscillator. It enters positions when the indicator either crosses zero (breakdown mode) or changes direction (twist mode), and manages trades with fixed stop loss and take profit levels.
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: 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 of this EA generates trading signals using the BlauTStochI momentum oscillator, which applies triple smoothing (with periods XLength1, XLength2, XLength3) to price momentum, filtering short-term noise and capturing medium-term momentum trends. Entry conditions operate in two modes: breakdown mode triggers a buy when the indicator crosses above zero and a sell when it crosses below zero; twist mode triggers a buy when the indicator direction turns upward and a sell when it turns downward. Exit conditions rely on fixed stop loss and take profit levels in points, while also permitting position closure via reverse signals controlled by BuyPosClose and SellPosClose permission flags. Position sizing supports two approaches: deposit share allocation (positive MM parameter) or fixed lot size (negative MM parameter). Money management mode is selected via the MMMode enumeration, choosing between LOT and other margin calculation methods. The EA uses an IsNewBar mechanism to ensure signal calculation occurs only once per bar, preventing redundant trades, and implements a maximum price deviation parameter (Deviation_) to control slippage risk.
Strengths
- Triple-smoothed momentum indicator effectively filters short-term noise, producing higher quality signals
- Two entry modes (breakdown and twist) provide flexibility for different market conditions
- IsNewBar mechanism prevents redundant trades within the same bar, controlling overtrading
- Explicit stop loss and take profit parameters make risk quantifiable and controllable
- Bidirectional trading with independent permission switches for buy/sell open and close operations
Weaknesses
- Depends on the custom BlauTStochI indicator file; EA fails to run if the indicator is missing
- Fixed point stop loss and take profit do not adapt to market volatility (ATR) dynamically
- No position scaling logic (adding or reducing), making position management simplistic
- No spread filter, potentially resulting in unfavorable fills during high-spread conditions
- Triple smoothing introduces significant lag, potentially missing fast market reversals
Possible improvements
- Introduce ATR-based dynamic stop loss and take profit to automatically adjust risk parameters based on market volatility
- Add a spread filter to pause new position opening when spread exceeds a configurable threshold
Risk assessment
Overall risk: Medium
- Fixed stop loss/take profit not adjusted for volatility, risking insufficient stops or excessive targets during volatile markets
- No spread filter means unfavorable fills during high-spread periods in volatile sessions
- Triple smoothing indicator lag may cause delayed entries, increasing risk during fast market moves
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Money management ratio or lot size |
MMMode | LOT | Position calculation mode (LOT or MARGIN) |
StopLoss_ | 1000 | Stop loss in points |
TakeProfit_ | 2000 | Take profit in points |
Deviation_ | 10 | Maximum slippage deviation |
BuyPosOpen | true | Allow buy position open |
SellPosOpen | true | Allow sell position open |
BuyPosClose | true | Allow buy position close |
SellPosClose | true | Allow sell position close |
Mode | twist | Trade signal mode (breakdown/twist/cloudtwist) |
InpInd_Timeframe | PERIOD_H4 | Indicator calculation timeframe |
XMA_Method | MODE_EMA | Smoothing algorithm method |
XLength | 20 | Main smoothing period |
XLength1 | 5 | First smoothing period |
XLength2 | 8 | Second smoothing period |
XLength3 | 3 | Third smoothing period |
XPhase | 15 | Smoothing phase parameter |
IPC | PRICE_CLOSE | Applied price type |
SignalBar | 1 | Signal detection bar index |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.