XIT_THREE_MA_CROSS
This EA trades based on the crossover of three moving averages, generating buy signals when the fast MA crosses above both the medium and slow MA, and sell signals when the fast MA crosses below both. It uses configurable MA periods, methods, and applied prices to adapt the trend-following strategy to different instruments and timeframes. The three-MA filter aims to reduce false signals compared to a simple dual-MA crossover system.
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 | -0.89% | -0.78% | 3.50% | 116 | 48.70% | -0.18 | -0.25 | 5 | −$0.48 | Reliable |
| GBPUSD | -2.22% | -1.93% | 5.78% | 120 | 45.40% | -0.38 | -0.38 | 8 | −$1.66 | Reliable |
| USDJPY | -5.13% | -4.47% | 8.58% | 118 | 44.40% | -0.99 | -0.60 | 6 | −$4.51 | Reliable |
| XAUUSD | +55.90% | +44.32% | 36.23% | 112 | 48.60% | 0.90 | 1.54 | 7 | +$52.59 | Reliable |
Profitable on 1 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.
Against the other Trend Following EAs with a reliable result on the same market: EURUSD: better than 46% of 95 · GBPUSD: better than 28% of 95 · USDJPY: better than 16% of 95 · XAUUSD: better than 79% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 31% | +1.54% 2026-04 | -1.81% 2026-03 |
| GBPUSD | 54% | +1.41% 2026-08 | -2.77% 2026-10 |
| USDJPY | 38% | +2.54% 2026-04 | -3.44% 2026-08 |
| XAUUSD | 54% | +72.20% 2026-02 | -21.97% 2026-08 |
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 strategy concept is based on a triple moving average crossover confirmation system, using the alignment of fast, medium, and slow MAs to determine trend direction. Entry conditions require the fast MA to cross above both the medium and slow MAs simultaneously for a buy signal, and to cross below both for a sell signal, which provides double confirmation to filter out false signals common in dual-MA systems. Exit conditions rely on reverse crossover signals or optional stop-loss/take-profit levels, with some versions supporting trailing stops to lock in profits. Position sizing uses either fixed lot sizes or balance-based dynamic calculation depending on parameter configuration. Money management provides stop-loss and take-profit parameters but lacks advanced risk controls such as equity protection, maximum drawdown limits, or correlation-aware position management, resulting in a moderate overall risk control level.
Strengths
- Triple MA double crossover confirmation produces fewer false signals than dual-MA systems
- Flexible parameters support different MA methods and applied prices for various instruments
- Clear trend-following logic well-suited for medium-to-long-term trending markets
- Relatively simple code structure, easy to understand and customize
- Multi-timeframe confirmation capability improves entry quality
Weaknesses
- Frequent crossovers in ranging markets lead to consecutive losses
- Lacks trailing stop mechanism, resulting in significant profit drawdowns
- Stop-loss and take-profit default to 0, posing risk of unprotected positions
- No built-in money management module for dynamic position sizing based on account risk
- Missing new bar check may cause duplicate entries on the same candle
Possible improvements
- Add trailing stop functionality to protect floating profits
- Incorporate ADX or volatility filter to avoid false signals in ranging markets
- Implement ATR-based dynamic stop-loss and position sizing
- Add new bar check to prevent duplicate trades on the same candle
- Add maximum drawdown limits and equity protection mechanisms
Risk assessment
Overall risk: Medium
- Stop-loss defaults to 0, single trade losses can be enormous without it
- Lack of new bar check may cause duplicate position openings on the same candle
- Frequent crossover signals in ranging markets lead to consecutive losing trades
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Fast_MA_Period | 5 | Fast moving average period |
Medium_MA_Period | 21 | Medium-speed moving average period |
Slow_MA_Period | 56 | Slow moving average period |
MA_Method | MODE_SMA | Moving average calculation method (SMA/EMA/SMMA/LWMA) |
Applied_Price | PRICE_CLOSE | MA applied price type |
Lot_Size | 0.1 | Lot size per trade |
Stop_Loss | 0 | stop losspoints (0meansno) |
Take_Profit | 0 | take profitpoints (0meansno) |
Magic_Number | 12345 | EA magic number for distinguishing orders |
Timeframe | PERIOD_CURRENT | TII calculation timeframe, 0 for current period |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.