NRTR_Revers
NRTR_Revers is an Expert Advisor based on the NRTR (Nick Rypock Trailing Reverse) indicator, which dynamically adjusts trailing stop levels to identify trend reversals. The EA opens buy positions when price crosses above the trailing stop line and sell positions when price crosses below it, riding trends while exiting on reversals. It is a systematic trend-following system with built-in trailing stop logic for both entry and exit signals.
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 concept of the NRTR_Revers strategy is to use the NRTR indicator to dynamically calculate trailing stop levels, entering trades when price breaches these levels as trend reversal signals. Entry conditions are: open a buy position when price crosses above the NRTR upper band, and open a sell position when price crosses below the NRTR lower band. Exit conditions rely on NRTR reversal signals — when holding a long position and NRTR flips to a bearish signal, the EA closes the long and opens a short, and vice versa. Position sizing uses fixed lot sizes without any dynamic adjustment or risk-based calculation, which limits adaptability to varying account sizes and market conditions. Money management is weak as there are no independent stop-loss or take-profit settings; exits are entirely dependent on NRTR reversal signals, which can result in significant drawdowns during extreme market moves or whipsaw conditions. The overall strategy logic is clean and straightforward but lacks robust risk protection mechanisms for adverse scenarios.
Strengths
- The strategy logic is clean and straightforward, making NRTR-based trailing stop reversal signals easy to understand and verify
- Trend-following characteristics allow the EA to capture significant profits during clear trending market conditions
- The adaptive nature of the NRTR indicator enables dynamic adjustment of stop levels based on market volatility, avoiding the rigidity of fixed stop-losses
Weaknesses
- Lack of independent stop-loss settings may result in significant losses during extreme market conditions or flash crashes
- Fixed lot sizing does not account for account equity, risk tolerance, or market volatility, leading to improper position sizing
- In choppy or ranging markets, frequent NRTR reversals can cause consecutive losses and over-trading with excessive commission costs
Possible improvements
- Add independent stop-loss and take-profit parameters as safety nets beyond NRTR signals to protect against extreme adverse moves
- Implement dynamic position sizing based on ATR or account risk percentage instead of fixed lot sizes for better capital management
Risk assessment
Overall risk: Medium
- No independent stop-loss mechanism; exits rely entirely on indicator reversal signals, exposing the account to severe losses during black swan events
- Fixed lot sizing does not scale with account equity, potentially causing over-leveraging on small accounts or under-utilization on large accounts
- Frequent reversal signals in choppy markets lead to consecutive stop-outs that can rapidly deplete account equity
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed trading lot size |
NRTR_Period | 40 | NRTR indicator calculation period |
NRTR_Ratio | 1.0 | NRTR channel width ratio |
MagicNumber | 123456 | Unique order identifier number |
Slippage | 3 | Allowed slippage in points |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.