VR---Moving
This EA implements a trend-following strategy based on moving average systems, opening positions in the direction of the prevailing trend when crossover or displacement signals are detected. It manages positions with configurable stop loss and take profit levels, and includes trailing stop functionality to protect profits. The EA operates systematically across multiple timeframes with customizable moving average parameters.
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 | -1.37% | -1.19% | 4.52% | 90 | 50.60% | -0.34 | -0.30 | 6 | −$1.16 | Reliable |
| GBPUSD | -0.43% | -0.37% | 5.26% | 94 | 45.70% | -0.06 | -0.08 | 7 | −$0.45 | Reliable |
| USDJPY | +1.55% | +1.34% | 4.58% | 88 | 48.90% | 0.40 | 0.34 | 5 | +$1.76 | Reliable |
| XAUUSD | -90.97% | -86.28% | 94.23% | 41 | 43.90% | -0.95 | -0.96 | 7 | −$221.87 | Account stopped out |
Profitable on 1 of 4 markets with reliable results.
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.
Against the other Trend Following EAs with a reliable result on the same market: EURUSD: better than 41% of 95 · GBPUSD: better than 43% of 95 · USDJPY: better than 71% of 95 · XAUUSD: better than 12% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 38% | +2.04% 2026-04 | -1.65% 2026-08 |
| GBPUSD | 54% | +2.46% 2026-04 | -2.65% 2026-10 |
| USDJPY | 46% | +2.89% 2026-04 | -1.90% 2026-03 |
| XAUUSD | 31% | +51.45% 2026-04 | -77.47% 2026-03 |
From the backtest equity curve, sampled about every two days; only reliable results.
Blow-up risk: High
- Hit a stop-out in our backtest (equity below 10%) on XAUUSD
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 based on moving average systems, determining trend direction through crossover of fast and slow moving averages or displacement relationships between price and the moving average. Entry conditions trigger long positions when the fast MA crosses above the slow MA, and short positions on the reverse crossover, or when price breaks through the moving average in the trend direction. Exit conditions include hitting stop loss or take profit levels, as well as reverse crossover signals from the moving averages. Position sizing employs fixed lots or account balance percentage-based calculation, allowing users to adjust risk exposure per trade. Money management provides maximum position limits and position reduction after consecutive losses, though some versions may lack dynamic risk adjustment. The overall strategy logic is clear and suitable for strongly trending markets, but may generate numerous false signals leading to frequent losses in ranging or choppy market conditions.
Strengths
- Strategy logic is simple and clear, based on the classic moving average crossover system, easy to understand and verify
- Has complete stop loss, take profit, and trailing stop mechanisms to effectively control per-trade risk
- Highly configurable parameters allow users to flexibly adjust MA periods and risk settings for different market conditions
Weaknesses
- Prone to generating frequent false signals in ranging markets, leading to consecutive losses
- Lacks multi-timeframe confirmation and trend strength filtering, making it easy to enter during weak trends
- Does not include spread filtering or news event filtering, which may be disadvantageous during poor market liquidity
Possible improvements
- Add multi-timeframe trend confirmation mechanism, such as H4 trend direction alignment with H1 signal filtering
- Add ADX or ATR indicators as trend strength and volatility filters to reduce false signals in ranging markets
- Implement ATR-based dynamic stop loss and take profit to make risk management more adaptive to market volatility changes
Risk assessment
Overall risk: Medium
- Frequent MA crossover false signals in ranging markets may cause consecutive stop losses
- Lacks maximum drawdown control and daily maximum loss limits, creating large risk exposure during extreme market conditions
- Fixed stop loss may be too wide during low volatility and too tight during high volatility, lacking flexibility
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 10 | Fast moving average period |
SlowMA_Period | 50 | Slow moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
MA_Applied_Price | PRICE_CLOSE | Moving average applied price |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
TrailingStop | 300 | Trailing stop in points |
TrailingStep | 50 | Trailing stop step |
Lots | 0.1 | Trading lot size |
MagicNumber | 12345 | EA magic number，for identifying this EA's orders |
Timeframe | H1 | Trading timeframe |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.