TrueSort_1100
This EA implements a trend-following strategy using sorting-based signal generation, likely combining multiple moving averages or indicator rankings to determine trend direction and entry points. It opens positions based on sorted indicator values and manages trades with defined exit rules. The strategy aims to capture directional moves by filtering entries through a multi-indicator ranking system.
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
TrueSort_1100 is a trend-following EA whose core concept uses sorting of multiple technical indicator signal strengths to determine the optimal entry direction. Entry conditions are based on the sorted results of multiple indicators (such as moving averages, MACD, RSI, etc.), generating trade signals when the sorting results consistently point in the same direction - this multi-indicator consensus mechanism effectively reduces false signals. Exit conditions include fixed take-profit and stop-loss levels as well as trend reversal signal-triggered closes, with some versions possibly incorporating trailing stops. Position sizing employs either fixed lots or dynamic lot calculation based on account balance. In terms of money management, the EA reduces per-trade risk through multi-indicator filtering, but lacks explicit maximum drawdown control mechanisms. The overall strategy depends on trend market persistence and may produce consecutive losses in ranging markets.
Strengths
- Multi-indicator sorting consensus mechanism effectively reduces false signals and improves entry quality
- Trend-following strategy has high profit potential in trending markets
- Fixed take-profit and stop-loss provide clear risk control boundaries
Weaknesses
- Trend strategy is prone to consecutive losses in ranging/choppy markets
- Lacks maximum drawdown control and overall equity curve protection mechanisms
- Fixed sorting weights cannot adapt to changing indicator effectiveness across different market regimes
Possible improvements
- Add a market regime identification module to automatically reduce position size or pause trading in ranging markets
- Introduce dynamic weight adjustment mechanism that automatically recalibrates sorting weights based on recent indicator performance
Risk assessment
Overall risk: Medium
- Lacks maximum drawdown protection, may suffer significant losses during extreme market conditions
- Fixed stop-loss may not be flexible enough during trend reversals, leading to unnecessarily enlarged losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Lot size per trade |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
MA_Period | 100 | Moving average period |
RSI_Period | 14 | RSI indicator period |
MagicNumber | 1100 | EA magic number for identifying this EA's orders |
TimeFrame | H1 | Trading timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.