Exp_Trend_Intensity_Index
This EA implements the Trend Intensity Index (TII) strategy, a trend-following indicator that measures the strength and direction of a trend by comparing the deviation of price from its moving average. It generates buy signals when the TII rises above a threshold indicating strong uptrend momentum, and sell signals when it falls below a threshold indicating strong downtrend momentum.
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 Trend Intensity Index (TII) strategy core concept quantifies trend strength by calculating how much price deviates from its moving average. Entry conditions: a buy signal is generated when TII crosses above the buy threshold (typically 80), indicating strong uptrend momentum; a sell signal is generated when TII crosses below the sell threshold (typically 20), indicating strong downtrend momentum. Exit conditions typically include closing positions on reverse signal triggers, as well as stop-loss and take-profit levels. Position sizing is managed through configurable lot size parameters, potentially supporting both fixed lot and equity-based dynamic sizing. Money management incorporates stop-loss parameters to control per-trade risk exposure, though the specific risk control mechanism depends on parameter configuration. The overall strategy is a classic trend-following system that performs well in clear trending markets but may generate numerous false signals during choppy or ranging conditions.
Strengths
- Clear quantification of trend strength with a 0-100 scale that intuitively reflects trend intensity
- Adjustable thresholds allow traders to fine-tune entry levels based on market volatility and trading style
- Clean and simple strategy logic based on a single indicator reduces the risk of overfitting
- Performs well in clearly trending markets, effectively capturing medium to long-term trend moves
Weaknesses
- Prone to false signals in ranging or choppy markets, leading to frequent losing trades from whipsaws
- Default stop-loss and take-profit are zero, meaning no risk control unless manually configured
- Lacks multi-timeframe confirmation, limiting signal reliability from a single timeframe perspective
- Does not account for trading costs (spread, commission), potentially resulting in net losses on low reward-to-risk signals
- Position sizing is simplistic, lacking volatility-based or account-risk-based dynamic adjustment
Possible improvements
- Add multi-timeframe confirmation, e.g., determine trend direction on H4 before entering on H1
- Implement ATR-based dynamic stop-loss and take-profit that adjusts to market volatility automatically
- Add a trend filter (such as ADX) to disable trading when trend strength is insufficient, reducing false signals in ranging markets
- Integrate a money management module supporting dynamic position sizing based on account equity percentage
Risk assessment
Overall risk: Medium
- Default stop-loss and take-profit are zero, leaving trades completely unprotected if users do not manually configure them
- Trend indicator generates frequent false signals in ranging markets, potentially causing consecutive losses
- Lacks position count checks, potentially opening duplicate positions in the same direction and amplifying risk
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MAPeriod | 30 | MA period for TII base moving average calculation |
TII_Power | 2 | TII power exponent, controls deviation amplification |
BuyLevel | 80 | Buy threshold, open long when TII exceeds this |
SellLevel | 20 | Sell threshold, open short when TII falls below this |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Take profit in points, 0 means no take profit |
Lots | 0.1 | Trading lot size |
Timeframe | 0 | TII calculation timeframe, 0 for current period |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.