Rollback system
This EA implements a rollback/pullback trading system that enters positions when price retraces after a strong impulsive move, aiming to capture the continuation or reversal depending on the rollback depth. It identifies overextended market conditions and trades the return toward equilibrium. The system typically uses volatility or momentum indicators to detect impulse moves and then waits for a rollback to a key level before entering.
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 concept of the rollback system strategy is to enter trades when price retraces to key support or resistance levels after a strong impulsive move. Entry conditions typically include: price breaking through a threshold or channel and then rolling back, with the rollback depth reaching a preset percentage or touching dynamic support levels like moving averages. Exit conditions usually involve taking profit when price resumes the original trend direction, or stopping out when the rollback exceeds the expected depth. Position sizing generally employs fixed lot sizes or volatility-based dynamic calculation methods. Money management in some rollback systems adjusts position size based on account equity, though the lack of a strict money management framework can lead to uncontrolled risk. The overall strategy logic depends on correctly identifying impulse moves and rollback levels, but it can generate false signals in choppy or ranging markets.
Strengths
- Rollback entry logic is clear and tends to have a higher win rate in trending markets
- Waiting for pullbacks provides better risk-reward ratios by avoiding chasing price
- Strategy concept is intuitive and easy to understand, facilitating parameter optimization and live adjustment
Weaknesses
- Prone to false rollback signals in choppy or trendless markets
- Highly parameter-sensitive as impulse detection accuracy depends on configuration settings
- Lacks consideration for trading session and spread filtering, potentially leading to entries under unfavorable conditions
Possible improvements
- Add multi-timeframe confirmation to filter rollback signals in the direction of higher timeframe trend
- Implement volatility-adaptive stop-loss and take-profit to avoid fixed pip values failing during extreme volatility
- Add trading session and spread filters to avoid trading during low-liquidity periods
Risk assessment
Overall risk: Medium
- Lack of clear filtering mechanism for ranging markets can lead to consecutive losses
- Fixed stop-loss and take-profit may not be appropriate across different volatility environments
- Cannot verify if there is position-adding or martingale logic without source code access, caution advised
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
RollbackPercent | 50 | Drawdown percentage threshold |
ImpulseATRPeriod | 14 | ATR period for impulse detection |
MinImpulsePips | 20 | Minimum impulse amplitude in pips |
StopLoss | 30 | Stop loss in points (0=structure-based) |
TakeProfit | 60 | Take profit in points (0=structure-based) |
LotSize | 0.1 | Fixed trading lot size |
MagicNumber | 22142 | Close orders with specified magic number (-1=all) |
MaxOpenOrders | 3 | Maximum number of open orders |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.