MySystem
MySystem is a trend-following Expert Advisor that uses moving average crossovers to identify trade entry and exit points. It systematically opens positions in the direction of the prevailing trend and employs stop-loss and take-profit levels for risk management. The EA is designed to run on medium to higher timeframes to capture sustained trend movements.
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
- Has no stop loss or trailing stop
On its own this is not a typical blow-up pattern, 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 core strategy of this EA relies on moving average crossover signals to determine trend direction, going long when the fast MA crosses above the slow MA and going short on the reverse crossover. Entry conditions depend on confirmation of the crossover signal, typically requiring a candle close to validate the cross and reduce false signals. Exit conditions include fixed stop-loss and take-profit levels, and positions may also be closed when an opposing crossover signal appears. Position sizing uses either a fixed lot size or a percentage-based calculation relative to account balance. Money management incorporates maximum position limits to prevent overexposure, but lacks sophisticated dynamic position sizing algorithms. The overall strategy logic is straightforward and well-suited for strongly trending markets, but may generate frequent false signals and consecutive losses during ranging or choppy market conditions.
Strengths
- Simple and clear strategy logic that is easy to understand and optimize
- Has defined stop-loss and take-profit levels providing controllable risk
- Trend-following approach performs well in strong directional markets
Weaknesses
- MA crossover signals are lagging, resulting in late entries
- Prone to frequent false signals and consecutive losses in ranging markets
- Lacks adaptive mechanisms requiring manual parameter adjustment for different market conditions
Possible improvements
- Add a trend strength filter indicator (e.g., ADX) to reduce false signals in ranging markets
- Introduce a dynamic stop-loss mechanism (e.g., trailing stop) to better protect profits
Risk assessment
Overall risk: Medium
- Lagging MA crossover signals may result in significant drawdowns
- Lacks market regime detection, increasing risk during ranging conditions
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 10 | Fast moving average period |
SlowMA_Period | 50 | Slow moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
LotSize | 0.1 | Fixed trading lot size |
MagicNumber | 12345 | EA magic number for identifying orders |
MaxPositions | 1 | Maximum simultaneous positions |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.