Exp_BlauTSStochastic
This EA trades based on the Blau Triple Smoothed Stochastic indicator, supporting three entry modes: zero-line breakout, histogram direction reversal, and signal cloud color change. It uses multi-layer smoothing (up to four averaging passes) to generate trading signals and applies configurable money management with stop loss and take profit.
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 strategy is centered on the Blau Triple Smoothed Stochastic indicator, which applies multiple layers of smoothing to price data to filter noise and extract momentum signals. Entry conditions are provided in three modes: breakdown mode enters when the histogram crosses the zero line, twist mode enters when the histogram direction reverses, and cloudtwist mode enters when the signal line crosses above or below the signal cloud. Exit conditions rely on fixed stop loss and take profit in points, with additional exits via opposing signals (e.g., closing shorts when a long signal appears). Position sizing is controlled by the MM parameter, supporting either fixed lot size or deposit-proportional sizing as determined by the MMMode enumeration. Money management allows MM as a deposit share when positive or as a direct lot size when negative, but lacks maximum position limits or drawdown controls. The multi-layer smoothing (four sequential averaging passes) aims to reduce false signals but inherently introduces signal lag, making it more suitable for higher timeframes where trend persistence is stronger.
Strengths
- Three flexible entry modes adapt to different market conditions and trader preferences
- Multi-layer smoothing effectively filters market noise and reduces false signal triggers
- Deposit-proportional position sizing supports automated risk management
- IsNewBar mechanism prevents duplicate entries within the same bar, reducing overtrading
- Configurable stop loss and take profit provide basic risk protection
Weaknesses
- Multi-layer smoothing causes significant signal lag, potentially missing optimal entry points
- Lacks spread filter and slippage protection, which may cause losses in high-spread environments
- No maximum drawdown control or position limit, exposing excessive risk in extreme market conditions
- Default SL of 1000 points and TP of 2000 points are overly wide and unsuitable for all instruments
- Depends on a custom indicator file; EA fails to run if the indicator is missing
Possible improvements
- Add spread filter and trading session restrictions to avoid entries during high-spread and low-liquidity periods
- Implement maximum drawdown protection and dynamic position adjustment that reduces exposure based on account equity changes
- Introduce trailing stop or dynamic take-profit to lock in more profits during extended trends
- Add indicator data validity checks and retry mechanisms to improve robustness under exceptional conditions
Risk assessment
Overall risk: Medium
- Signal lag from multi-layer smoothing may cause entries at trend exhaustion, increasing stop loss hit probability
- Lack of drawdown control and position limits means uncontrolled risk exposure during consecutive losses
- Dependency on external custom indicator provides no fallback when indicator loading fails
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MM | 0.1 | Deposit percentage or fixed lots; negative = lots |
MMMode | LOT | Lot calculation method |
StopLoss_ | 1000 | Stop loss in pips |
TakeProfit_ | 2000 | Take profit in pips |
Deviation_ | 10 | Max price deviation in pips (slippage tolerance) |
BuyPosOpen | true | Allow opening long positions |
SellPosOpen | true | Allow opening short positions |
BuyPosClose | true | Allow closing long positions |
SellPosClose | true | Allow closing short positions |
Mode | twist | Entry mode: zero-line breakout / direction change / cloud color change |
InpInd_Timeframe | PERIOD_H4 | Indicator timeframe |
XMA_Method | MODE_EMA | Smoothing method |
XLength | 5 | Momentum period |
XLength1 | 20 | First-level smoothing depth |
XLength2 | 5 | Second-level smoothing depth |
XLength3 | 3 | Third-level smoothing depth |
XLength4 | 3 | Signal line smoothing depth |
XPhase | 15 | Smoothing parameter (JJMA range -100 to +100) |
IPC | PRICE_CLOSE | Price constant type |
SignalBar | 1 | Bar index for entry signal |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.