SV v.4.2.5
SV v4.2.5 is a trend-following Expert Advisor that identifies market direction using moving average crossovers and momentum confirmation. It enters trades in the direction of the prevailing trend with dynamic lot sizing and employs trailing stops for trade management. The EA includes multi-timeframe confluence checks and risk management features to control drawdown.
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
- 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 trend following, using crossovers between fast and slow moving averages to determine trend direction. A buy signal is generated when the fast MA crosses above the slow MA and momentum indicators (such as RSI or MACD) confirm trend strength; conversely for sell signals. Exit conditions include fixed take-profit and stop-loss levels, trailing stop tracking, and reverse MA crossover signals. Position sizing employs a dynamic lot calculation based on a percentage of account balance, ensuring risk per trade remains controlled. Money management features include maximum position limits and daily loss thresholds to prevent excessive drawdown in a single day. The EA also incorporates a multi-timeframe filter requiring trend alignment on the next higher timeframe before opening positions, reducing counter-trend trades.
Strengths
- Multi-timeframe confluence filter reduces counter-trend trades and improves win rate
- Dynamic position sizing based on account balance percentage provides rational risk control
- Daily maximum loss limit prevents overtrading and emotional decision-making
- Trailing stop mechanism locks in floating profits while allowing winners to run
- Flexible parameter design allows adaptation to different market conditions
Weaknesses
- Trend following strategy is prone to frequent stop-outs in ranging markets, leading to potentially large drawdowns
- Fixed SL/TP ratio does not account for market volatility changes, potentially suboptimal across different conditions
- MA crossover signals have inherent lag, entry points may not be optimal
- Lacks trading session filter, may produce unfavorable fills during low-liquidity periods
- No slippage or spread filter mechanism, live execution may deviate from backtest results
Possible improvements
- Add ATR-based dynamic stop-loss and take-profit to adapt to market volatility, avoiding fixed pip values that fail across varying volatility regimes
- Implement trading session filter and spread check to avoid opening positions during low-liquidity or high-spread periods, improving live performance
Risk assessment
Overall risk: Medium
- Trend strategy may incur consecutive stop-losses in ranging markets leading to significant drawdown
- Lack of spread and slippage filters increases live execution risk
- Fixed stop-loss does not account for volatility, protection may be insufficient during extreme market conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 10 | Fast MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
RSI_Period | 14 | RSI indicator period |
RSI_Overbought | 70 | RSI overbought threshold |
RSI_Oversold | 30 | RSI oversold threshold |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
TrailingStop | 300 | Trailing stop in points |
RiskPercent | 2.0 | Account risk percentage for dynamic lot calculation |
MaxPositions | 3 | Maximum positions |
MaxDailyLoss | 5.0 | Maximum daily loss percentage |
MagicNumber | 42025 | Manage positions with specific magic number only; 0 manages all |
TimeframeFilter | true | Enable multi-timeframe filter |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.