Exp_Sar_Tm_Plus
This EA trades based on the Parabolic SAR indicator with time filtering and additional enhancements. It enters positions when the SAR reverses direction, confirming a trend change, and uses time-based session filters to restrict trading to specific hours. The 'Plus' variant likely adds trailing stops, money management, or multi-confirmation logic on top of the base SAR strategy.
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 | +14.34% | +12.35% | 1.98% | 131 | 58.00% | 3.24 | 7.24 | 6 | +$10.94 | Reliable |
| GBPUSD | -1.25% | -1.09% | 6.16% | 133 | 47.40% | -0.17 | -0.20 | 8 | −$0.94 | Reliable |
| USDJPY | +4.35% | +3.77% | 3.25% | 134 | 48.10% | 0.82 | 1.34 | 6 | +$3.16 | Reliable |
| XAUUSD | -49.55% | -43.18% | 76.94% | 141 | 49.30% | 0.08 | -0.64 | 6 | −$33.62 | Reliable |
Profitable on 2 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 97% of 95 · GBPUSD: better than 37% of 95 · USDJPY: better than 91% of 95 · XAUUSD: better than 23% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 100% | +2.60% 2026-02 | +0.18% 2026-10 |
| GBPUSD | 46% | +2.87% 2026-02 | -2.90% 2026-03 |
| USDJPY | 54% | +3.69% 2026-01 | -1.53% 2026-08 |
| XAUUSD | 38% | +38.21% 2026-07 | -40.72% 2026-01 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 core relies on Parabolic SAR reversal signals, going long when SAR flips from above to below price and short on the opposite. Entry conditions require SAR direction reversal to confirm trend initiation, combined with a time filter that restricts trading to designated sessions. Exit conditions include SAR re-reversal, fixed stop-loss/take-profit levels, or a trailing stop mechanism. Position sizing may use fixed lots or dynamic lot calculation based on account balance. Money management in the Plus variant likely incorporates risk percentage control and maximum position limits. The overall approach is a classic trend-following system dependent on SAR to capture trend onset points, though SAR tends to generate frequent false signals in ranging markets leading to consecutive losses.
Strengths
- SAR indicator logic is clear and unambiguous, well-suited for systematic execution
- Time filtering effectively avoids low-liquidity sessions and major news events, reducing slippage and false signals
- The Plus variant adds stop-loss, take-profit, and trailing stop for better risk control than the base version
Weaknesses
- Parabolic SAR frequently reverses in ranging markets, generating numerous false signals and consecutive losses
- Reliance on a single indicator lacks multi-dimensional confirmation, limiting trend identification reliability
- Fixed lot sizing cannot adapt risk exposure based on market volatility
Possible improvements
- Add ADX or ATR as a trend strength filter to reduce ineffective trades during ranging markets
- Introduce dynamic position sizing that automatically adjusts lots based on ATR volatility or account risk percentage
Risk assessment
Overall risk: Medium
- SAR consecutive false signals in ranging markets can accumulate losses through multiple stop-outs
- Stop-loss set to 0 creates unlimited loss potential
- Time filtering reduces trade frequency but cannot filter ranging conditions within allowed sessions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
SAR_Step | 0.02 | SAR acceleration factor step |
SAR_Maximum | 0.2 | SAR acceleration factor maximum |
TimeStart | 08:00 | Trading start time |
TimeEnd | 20:00 | Trading end time |
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points, 0 means no stop |
TakeProfit | 0 | Take profit in points, 0 means no take |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
MagicNumber | 12345 | EA magic number to identify its orders |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.