Exp_SilverTrend_Duplex
This EA implements the SilverTrend signal indicator as a duplex trading system, generating buy and sell signals based on a combination of high/low price channel analysis with ATR-based volatility filtering. It opens positions in the direction of the detected trend breakout and closes them on opposing signals or stop conditions.
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 core concept of the SilverTrend Duplex strategy is a trend-following approach based on price channel breakouts, constructing dynamic channel boundaries using the highest high and lowest low over a specified lookback period. Entry conditions are: a buy signal is generated when price breaks above the upper channel boundary, and a sell signal is generated when price breaks below the lower channel boundary, with the ATR indicator serving as a volatility filter to confirm breakout validity and prevent frequent entries during narrow consolidation ranges. Exit conditions include closing positions on opposing signals, fixed stop-loss and take-profit levels, and optional trailing stop functionality. Position sizing supports fixed lot trading, with some versions incorporating balance-based proportional lot calculation. Money management relies on stop-losses to control per-trade risk, but lacks portfolio-level risk controls such as maximum concurrent position limits or daily maximum drawdown restrictions.
Strengths
- Clear and concise strategy logic based on the classic and reliable channel breakout trend-following method
- ATR volatility filter effectively reduces false signals and frequent trading during ranging markets
- Duplex trading design captures both uptrend and downtrend opportunities, improving market adaptability
Weaknesses
- Trend-following strategies prone to consecutive losses in ranging markets, lacking market regime detection
- Default stop-loss and take-profit are zero, creating extreme risk exposure without protective stops
- Lacks advanced position sizing and money management features such as dynamic lot adjustment and maximum drawdown control
Possible improvements
- Add a market regime filter (such as ADX or volatility threshold) to pause trading during ranging conditions and reduce false signal losses
- Implement mandatory stop-loss with ATR-based dynamic stop-loss and take-profit calculation instead of zero defaults to improve risk controllability
Risk assessment
Overall risk: High risk
- Default stop-loss and take-profit are zero, trades execute without protective stops, potentially resulting in extreme per-trade losses
- Lacks new bar check mechanism, may repeatedly open positions on the same signal
- No position count limit or daily loss limit, may continue adding positions during extreme market conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
SSP | 6 | Channel calculation period for high-low range |
Kmax | 50 | ATR channel width expansion coefficient |
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 |
Timeframe | 0 | Signal timeframe, 0 for current period |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.