Exp_VortexIndicator_Duplex
This EA trades based on the Vortex Indicator, which identifies trend direction by comparing positive and negative directional movement. It opens buy positions when the positive vortex line crosses above the negative line, and sell positions on the reverse crossover. The 'Duplex' variant likely operates on both entry and exit signals derived from the same indicator crossover logic.
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 core strategy of this EA is a trend-following system based on the Vortex Indicator. The Vortex Indicator consists of two lines: VI+ (positive directional movement) and VI- (negative directional movement). When VI+ crosses above VI-, it signals the start of an uptrend and generates a buy signal; when VI- crosses above VI+, it signals a downtrend and generates a sell signal. Entry conditions rely entirely on these crossover events, making it a classic trend-following approach. Exit conditions are also based on reverse crossovers — a long position is closed when VI- crosses above VI+, and a short position is closed when VI+ crosses above VI-, reflecting the Duplex dual-direction trading design. Position sizing uses a fixed lot parameter provided by the user, without dynamic lot calculation based on account balance or risk percentage. Money management may include stop-loss and take-profit parameters, but the primary exit mechanism relies on indicator reversal signals, which means the strategy is vulnerable to whipsaw losses in ranging or choppy markets.
Strengths
- The Vortex Indicator is responsive in detecting trend initiation, capturing new trends relatively early
- Dual-direction trading logic is clear and consistent between entry and exit rules
- Simple strategy principle with few parameters makes it easy to optimize and adjust
- Performs well in trending markets, capable of capturing extended directional moves
Weaknesses
- Prone to frequent false crossover signals in ranging markets, leading to consecutive losses
- Fixed lot sizing lacks dynamic risk management, unable to adjust position size based on market volatility
- Relying on indicator reversal signals for exits may lead to significant profit drawdowns without trailing stop protection
- Without mandatory stop-loss, risk exposure is unlimited and single-trade losses can be uncontrolled
Possible improvements
- Add an ADX or volatility filter to reduce trading frequency in ranging markets and avoid false signals
- Implement dynamic position sizing based on account risk percentage instead of fixed lot size
- Add a trailing stop feature to lock in partial profits during trend continuation
Risk assessment
Overall risk: Medium
- Trend-following strategy is prone to consecutive stop-outs in ranging markets; a trend strength filter is needed
- Default stop-loss of 0 means unlimited risk exposure if not manually configured
- Fixed lot size cannot adapt to market volatility, potentially taking excessive risk during high-volatility periods
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed trading lot size |
VortexPeriod | 14 | Vortex indicator calculation period |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Take profit in points (unused; buy TP follows MA value) |
MagicNumber | 22489 | EA magic number for order identification |
Timeframe | 0 | Indicator timeframe, 0 for current period |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.