Exp_XDeMarker_Histogram_Vol_Direct
This EA trades based on the XDeMarker histogram indicator with volume confirmation and direct trading logic. It enters positions when the DeMarker oscillator signals momentum shifts confirmed by volume, and manages trades with fixed stop-loss and take-profit levels. The strategy combines DeMarker overbought/oversold readings with volume-filtered entry signals for systematic trade execution.
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 strategy concept is based on capturing momentum shifts using the XDeMarker histogram changes, combined with volume filtering to confirm signal validity. Entry conditions require the XDeMarker histogram to show directional momentum changes (e.g., crossing from negative to positive or vice versa), while volume must meet a minimum threshold to filter out false signals. Exit conditions use fixed stop-loss and take-profit levels, and position closure may also be triggered when the indicator signal reverses direction. Position sizing employs a fixed lot model where the trader can set the trade volume through input parameters. Money management is relatively simple, lacking dynamic position sizing or percentage-based risk models, relying on fixed stop-losses to control per-trade risk. The overall strategy logic is clear, combining a momentum indicator with volume confirmation is a classic validation approach, but there is room for improvement in money management and risk control.
Strengths
- Combines DeMarker momentum with volume confirmation, reducing false signals
- Uses fixed stop-loss and take-profit, providing clear and controllable risk
- Histogram display of DeMarker changes makes signals intuitive and easy to understand
- Clear and systematic strategy logic suitable for mechanical execution
- Volume filtering mechanism improves entry quality
Weaknesses
- Fixed lot position sizing lacks flexibility without dynamic adjustment based on account risk
- Lacks trailing stop mechanism, potentially missing profit opportunities
- DeMarker easily generates frequent false signals in ranging markets
- Volume filtering may fail in low-liquidity markets
- Does not account for spread and slippage impact on short-term trading
Possible improvements
- Introduce dynamic position sizing based on account balance percentage and stop-loss distance
- Add trailing stop functionality to lock in profits during favorable moves
- Add spread filter and trading session filter to avoid high-cost trading periods
Risk assessment
Overall risk: Medium
- Fixed lot sizing does not adjust with account size, potentially over-concentrating risk in large accounts
- DeMarker frequent signals in ranging markets may lead to over-trading
- Lacks maximum drawdown protection and daily loss limits
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Money | 0.1 | Fixed trading lot size |
StopLoss | 500 | Stop loss in points |
TakeProfit | 500 | Take profit in points |
DeMarkerPeriod | 14 | DeMarker indicator period |
VolumePeriod | 10 | volume MA period |
VolumeFactor | 1.5 | Volume amplification threshold |
Timeframe | H1 | Trading timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.