EA-21523 · Scalping

Separate trade

This EA implements a scalping strategy that opens separate buy and sell trades based on fast price movement signals, likely using short-term momentum or price deviation from a mean. It targets small profits per trade with tight take-profit levels, typical of a scalping approach on lower timeframes.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryScalping
RiskCaution
Blow-up riskLow
Rating★★☆☆☆
TypeTrading EA
TimeframesM1, M5, M15
IndicatorsMoving Average, Price Action
Author—

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD+3.48%+3.02%2.56%5160.80%1.081.366+$6.82Reliable
GBPUSD+0.34%+0.30%4.64%4151.20%0.110.077+$0.84Reliable
USDJPY-4.67%-4.07%5.82%4639.10%-1.55-0.808−$10.15Reliable
XAUUSD+63.75%+50.30%18.61%4645.70%1.303.434+$138.58Reliable

Profitable on 3 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.

Month by month

MarketMonths with a gainBest monthWorst month
EURUSD69%+1.19% 2026-08-1.08% 2026-02
GBPUSD46%+1.87% 2026-02-1.90% 2025-11
USDJPY31%+1.08% 2026-03-1.86% 2026-04
XAUUSD46%+33.98% 2026-06-8.57% 2026-03

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 EA's strategy concept is based on scalping using short-term price deviation or momentum signals. Entry conditions likely rely on the degree of price deviation from a baseline (such as a moving average), entering when deviation exceeds a threshold in expectation of either mean reversion or momentum continuation. Exit conditions use fixed take-profit and stop-loss levels, with small take-profit to quickly lock in gains. Position sizing employs fixed lots or a simple account-balance-based calculation without sophisticated dynamic adjustment. Money management lacks holistic account risk consideration, with no maximum drawdown limit or equity protection mechanism. The core risk lies in scalping's extreme sensitivity to spread and slippage, which without a spread filter can lead to frequent false signal triggers and net losses even on nominally winning trades.

Strengths

  • Simple and clear strategy logic, easy to understand and debug
  • Separate buy/sell signal mechanism provides bidirectional trading opportunities, not limited to one-sided markets
  • Fixed take-profit and stop-loss ensure controllable and pre-determined risk per trade

Weaknesses

  • Scalping strategy is extremely sensitive to spread; lack of spread filter can cause net losses on trades
  • No account-level money management or drawdown protection mechanism
  • No new bar check may cause repeated entries on the same bar, leading to overtrading

Possible improvements

  • Add a spread filter mechanism to prevent opening positions when spread exceeds a threshold
  • Add a new bar check to avoid repeated entries on the same bar, and implement a maximum concurrent position limit

Risk assessment

Overall risk: Caution

  • Scalping without spread filter means widened spreads during volatile periods can cause frequent stop-loss hits
  • No new bar detection may cause repeated position stacking in short timeframes, increasing exposure
  • Fixed SL/TP doesn't account for market volatility changes; TP too far in low volatility, SL too close in high volatility

Evaluation scores

Code quality2.0
Strategy logic2.0
Risk management2.0
Robustness2.0
Innovation1.0
Documentation1.0
Overall1.7

Parameters

ParameterDefaultDescription
LotSize0.01Lot size per trade
TakeProfit10Take profit in points
StopLoss20Stop loss in points
MagicNumber12345EA magic number for distinguishing orders
MaxSlippage3Maximum allowed slippage in points

Similar Scalping EAs

Backtests are historical simulations and do not guarantee future results. Not financial advice.

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