Exp_XAng_Zad_C_Tm_MMRec
This EA trades based on an extended angular indicator with a lag/delay confirmation filter, time session restrictions, and a money management recovery position sizing system. It combines trend direction from angular price calculations with delayed signal confirmation and time-gated entries, while employing a recovery-based lot sizing algorithm after losses.
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: Elevated
- Increases the position size after losses (martingale)
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 an extended angular indicator (XAng) to determine trend direction, where the angular indicator typically measures price slope changes to assess trend strength and direction. The Zad (delay/lag) mechanism serves as a signal confirmation filter, avoiding entries during the uncertain early phase of a trend and waiting for price confirmation before executing trades. The C (confirmation) layer adds an additional confirmation condition, possibly another indicator or price action confirmation, forming a multi-filter system. The Tm (time) module restricts trading sessions, avoiding low-liquidity or high-volatility periods. MMRec (Money Management Recovery) is the most critical position sizing module, which increases position size after losses to attempt recovery of previous losses—this is essentially a Martingale-like incremental position strategy. Exit conditions are likely based on angular indicator reversal or fixed take-profit/stop-loss, but the recovery-style position management significantly increases risk exposure during consecutive losing streaks.
Strengths
- Multi-filter system (angular + delay + confirmation) reduces false signal entries
- Time filter avoids opening positions during unfavorable trading sessions, reducing slippage and spread risk
- Delay confirmation mechanism helps avoid false breakouts at early trend stages
- Parameterized design allows users to adjust strategy for different instruments and timeframes
- Recovery money management can recoup losses faster after a single loss event
Weaknesses
- MMRec recovery position sizing is essentially a Martingale variant, with exponentially growing risk during consecutive losses
- Maximum recovery step limit exists but can still lead to massive drawdowns
- Angular indicators easily generate frequent false signals in ranging markets
- Delay confirmation reduces false signals but also means later entries, worsening risk-reward ratio
- Lack of explicit overall risk controls such as maximum drawdown limits or account equity protection
Possible improvements
- Add maximum account drawdown protection that stops trading and resets position size to base lot when drawdown exceeds threshold
- Pause trading or reduce position size during ranging market detection (e.g., ADX below threshold) to avoid frequent misjudgments by angular indicator
Risk assessment
Overall risk: High risk
- MMRec recovery position sizing increases positions exponentially during consecutive losses, potentially leading to catastrophic losses
- Lack of global risk controls such as maximum drawdown limit or account equity percentage stop-loss
- Angular indicator frequently generates wrong signals in ranging markets, compounded by recovery position increases that can rapidly deplete the account
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
XAng_Period | 14 | Extended angle indicator calculation period |
Zad_Delay | 3 | Number of bars for signal delay confirmation |
Confirm_Type | 1 | Confirmation type (0-None, 1-Indicator, 2-Price Action) |
Start_Hour | 8 | Trading start time (hour) |
End_Hour | 20 | Trading end time (hour) |
MMRec_Mode | 1 | Money management recovery mode (0-Fixed lot, 1-Incremental) |
MMRec_Multiplier | 1.5 | Lot size multiplier after loss |
Base_Lot | 0.01 | Base trading lot size |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points, typically set at gap close |
Max_Recovery_Steps | 5 | Maximum recovery increment steps |
MagicNumber | 12345 | EA magic number for order identification |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.