Exp_BrainTrend2_V2_Duplex
This EA implements the BrainTrend2 V2 Duplex strategy, a dual-direction trend-following system based on the BrainTrend2 indicator. It opens both buy and sell positions based on trend signals, managing each direction independently with separate trailing stops and exit logic.
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 BrainTrend2 V2 Duplex strategy trades based on trend signals from the BrainTrend2 indicator, which combines moving averages and ATR (Average True Range) to determine market trend direction. Entry conditions open long positions when BrainTrend2 issues a bullish signal and short positions on bearish signals, with Duplex mode allowing simultaneous positions in both directions. Exit conditions include trend reversal signals triggering position closure, trailing stop activation, and fixed stop-loss/take-profit levels. Position sizing uses either fixed lots or dynamically calculated lots based on account equity percentage. Money management provides stop-loss and take-profit parameter configuration, with a trailing stop feature to lock in unrealized profits, though simultaneous dual-direction positions increase capital usage and overall risk exposure.
Strengths
- Dual-direction trading mechanism captures both uptrend and downtrend opportunities, improving market adaptability
- BrainTrend2 indicator combines moving averages and volatility for relatively reliable trend signals
- Trailing stop functionality helps lock in profits and reduces the risk of giving back gains
- Parameterized design allows flexible adjustment of stop-loss, take-profit, and trailing stop settings
Weaknesses
- Duplex simultaneous dual-direction positions can produce losses on both sides in ranging markets
- Default stop-loss and take-profit set to 0, lacking risk protection and potentially leading to large drawdowns
- Lacks money management and proportional position sizing; fixed lots alone can lead to overtrading
- No new bar check mechanism, potentially opening repeated positions on the same candle
Possible improvements
- Add a money management module supporting dynamic position sizing based on account equity percentage
- Implement new bar check and maximum position limits to prevent duplicate entries and overexposure
- Add ranging market filter to pause dual-direction trading when trend is unclear
Risk assessment
Overall risk: Caution
- Default stop-loss and take-profit of 0 may result in significant losses during extreme market moves
- Duplex dual-direction positions can lose on both sides in choppy/ranging markets
- Lack of new bar check may cause repeated position openings on the same signal
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points, max loss per trade |
TakeProfit | 0 | Group TP in points, close all at this profit |
TrailingStop | 0 | Trailing stop in points, 0 to disable |
TrailingStep | 0 | Trailing stop step in points |
Timeframe | 0 | Signal timeframe, 0 for current period |
BrainTrend2_NumBars | 25 | BrainTrend2 indicator calculation period |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.