Exp_Iin_MA_Signal_MMRec
This EA trades based on MA (Moving Average) crossover signals, entering positions when the trend direction is confirmed by the MA signal indicator. It incorporates money management recommendations (MMRec) for position sizing based on account equity and risk parameters, and includes trailing stop functionality for trade management.
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 | -3.13% | -2.73% | 4.46% | 117 | 50.00% | -0.71 | -0.70 | 4 | −$2.41 | Reliable |
| GBPUSD | +2.92% | +2.53% | 4.08% | 116 | 49.60% | 0.53 | 0.72 | 8 | +$2.74 | Reliable |
| USDJPY | -0.26% | -0.23% | 5.40% | 111 | 48.60% | -0.03 | -0.05 | 6 | −$0.24 | Reliable |
| XAUUSD | -1.82% | -1.51% | 58.51% | 111 | 49.10% | 0.34 | -0.03 | 7 | +$0.60 | 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 22% of 95 · GBPUSD: better than 72% of 95 · USDJPY: better than 51% of 95 · XAUUSD: better than 48% of 96
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 31% | +1.57% 2026-04 | -1.51% 2026-01 |
| GBPUSD | 62% | +2.68% 2025-12 | -2.63% 2026-10 |
| USDJPY | 38% | +2.86% 2026-04 | -2.13% 2026-03 |
| XAUUSD | 46% | +49.38% 2026-02 | -29.03% 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 core is a trend-following system based on the MA (Moving Average) signal indicator, generating buy signals when the short-term MA crosses above the long-term MA and sell signals on the reverse crossover. Entry conditions rely on the Iin_MA_Signal custom indicator's signal output, which internally determines trend direction and strength through crossover relationships of different period moving averages. Exit conditions include fixed stop-loss and take-profit settings as well as a trailing stop mechanism that progressively locks in profits as price moves favorably. Position sizing is implemented through the MMRec (Money Management Recommendation) module, which automatically calculates optimal lot sizes based on account free margin and preset risk percentage, ensuring controlled risk per trade. Money management employs a fixed percentage risk model where the risk amount per trade is a fixed proportion of account equity, while also considering margin requirements and instrument minimum lot size constraints. The overall strategy is a typical trend-following system suitable for markets with clear directional trends, but may generate numerous false signals and consecutive losses in ranging or choppy market conditions.
Strengths
- Integrated money management module (MMRec) automatically calculates position size based on account risk percentage, avoiding excessive leverage
- Uses MA crossover trend-following strategy with clear and simple logic, easy to understand and optimize parameters
- Includes trailing stop functionality that progressively locks in floating profits as the trend continues
- Well-parameterized design with all key parameters externally configurable, facilitating backtesting and live adjustment
Weaknesses
- Trend-following strategy performs poorly in ranging markets, prone to frequent false signals leading to consecutive losses
- Lacks market state filter (e.g., ADX volatility filter), cannot automatically distinguish trending from ranging conditions
- Stop-loss and take-profit use fixed point values without ATR-based dynamic adjustment, resulting in poor adaptability across varying market conditions
- Lacks multi-timeframe confirmation mechanism, single timeframe signals are susceptible to noise interference
Possible improvements
- Add ATR-based dynamic stop-loss and take-profit mechanism that automatically adjusts distance based on market volatility, improving strategy adaptability
- Add trend strength filter (e.g., ADX or volatility indicator) to reduce trading frequency and avoid false signals during ranging market conditions
Risk assessment
Overall risk: Low
- Fixed stop-loss points may result in stops too tight (triggered by noise) in low-volatility markets or too wide (causing large losses) in high-volatility markets
- Trend-following strategy may produce consecutive small losses during sideways/ranging periods, requiring psychological resilience
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
InpMoneyRisk | 0.1 | Risk per trade as percentage of account equity |
Inp_Signal_MA_Period | 34 | Main period for MA signal indicator |
Inp_Signal_MA_Method | MODE_SMA | MA calculation method (Simple/Exponential/Weighted etc.) |
Inp_Signal_MA_Applied | PRICE_CLOSE | MA applied price type |
InpStopLoss | 0 | Fixed stop loss in points, 0 to disable |
InpTakeProfit | 0 | Fixed take profit in points, 0 to disable |
InpTrailingStop | 0 | Trailing stop in points, 0 to disable |
InpLotSize | 0.1 | Fixed lot size when MMRec is not used |
InpMagicNumber | 0 | EA magic number for identifying this EA's orders |
InpTimeframe | PERIOD_CURRENT | Timeframe used for indicator calculation |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.