Exp_KWAN_RDP
Exp_KWAN_RDP is a trend-following Expert Advisor based on the KWAN indicator with RDP (Relative Difference Price) smoothing. It enters trades in the direction of the KWAN trend signal after RDP confirmation, aiming to capture sustained directional moves. The EA applies systematic entry and exit rules without manual intervention.
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 | -0.74% | -0.64% | 4.81% | 124 | 50.40% | — | — | — | — | Same as other EAs |
| GBPUSD | -0.67% | -0.58% | 6.45% | 125 | 48.40% | — | — | — | — | Same as other EAs |
| USDJPY | -0.96% | -0.83% | 5.83% | 125 | 51.60% | — | — | — | — | Same as other EAs |
| XAUUSD | +62.03% | +49.00% | 37.53% | 123 | 50.80% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-17147, EA-17641, EA-19510, EA-19981, EA-20166. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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 core strategy of this EA is trend following, using the KWAN indicator to determine market trend direction and RDP smoothing to filter out false signals. Entry conditions require the KWAN indicator to generate a trend signal with RDP confirmation in the same direction before opening a long or short position. Exit conditions typically include a reverse signal trigger or fixed stop-loss/take-profit levels. Position sizing may use fixed lot sizes or dynamic allocation based on account equity. Money management relies on stop-losses to control per-trade risk, though the specific risk percentage depends on parameter configuration. The overall strategy logic is clear and represents a typical indicator-driven trend following system, suitable for trending markets but may generate frequent false signals in ranging conditions.
Strengths
- Clear trend following logic that performs well in strong trending markets
- RDP smoothing mechanism effectively reduces false signals and overtrading
- Systematic execution eliminates emotional interference with strong discipline
Weaknesses
- Prone to consecutive losses and false signals in ranging/sideways markets
- Fixed stop-loss and take-profit may not adapt to all market volatility conditions
- Lacks dynamic position sizing, resulting in suboptimal capital efficiency
Possible improvements
- Add a trend strength filter to reduce trading frequency during ranging markets
- Introduce ATR-based dynamic stop-loss and take-profit to adapt to varying market volatility
Risk assessment
Overall risk: Medium
- Fixed stop-loss may be slipped through during extreme volatility
- Lacks overall account risk control; risk compounds when running on multiple instruments simultaneously
- No maximum drawdown limit or automatic protection during sustained losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
KWAN_Period | 14 | KWAN indicator calculation period |
RDP_Period | 10 | RDP smoothing period parameter |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
Lots | 0.1 | Fixed trading lot size |
MagicNumber | 123456 | EA magic number to identify its orders |
Timeframe | H1 | Trading timeframe |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.