Exp_i-KlPrice_Vol
This EA is based on the i-KlPrice_Vol indicator, which combines Kluge Price analysis with volume filtering to generate trading signals. It enters long positions when the indicator shows bullish momentum confirmed by volume and enters short positions on bearish momentum with volume confirmation. The EA operates systematically without manual intervention, executing trades based on indicator crossover 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 | +4.54% | +3.94% | 3.97% | 15 | 42.90% | — | — | — | — | Custom indicator approximated |
| GBPUSD | -2.15% | -1.87% | 7.87% | 23 | 31.80% | — | — | — | — | Custom indicator approximated |
| USDJPY | -4.59% | -4.01% | 7.78% | 272 | 51.30% | — | — | — | — | Custom indicator approximated |
| XAUUSD | -100.00% | -100.00% | 100.00% | 55 | 56.40% | — | — | — | — | Custom indicator approximated |
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
- Can hold up to 4 positions at once
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 is based on the i-KlPrice_Vol indicator, which combines price momentum (KlPrice) with volume filtering to form composite signals. Entry conditions are: go long when the KlPrice indicator crosses above the zero line with increasing volume, and go short when it crosses below the zero line with increasing volume. Exit conditions rely on indicator reverse crossover signals or fixed stop-loss/take-profit settings. Position sizing uses either fixed lots or dynamic lot calculation based on available margin. Money management does not employ martingale or grid strategies, instead relying on signal-based directional trading. Overall, the strategy falls into the momentum-following category, leveraging the resonance of price rate-of-change and volume to confirm trend direction.
Strengths
- Combines price momentum with volume confirmation for higher signal reliability
- Uses fixed stop-loss and take-profit, keeping risk controllable
- Clear strategy logic without high-risk martingale or grid approaches
- Volume filtering reduces false signal generation
- Highly adjustable parameters to adapt to different market conditions
Weaknesses
- Volume data in MT5 may not be precise enough, affecting signal quality
- Lacks multi-timeframe confirmation, may frequently open positions against the trend
- Fixed SL/TP doesn't account for market volatility (ATR), leading to varying results across different market conditions
- No trading session filter, potentially generating poor signals during low liquidity periods
- Single indicator strategy lacking multi-dimensional market analysis
Possible improvements
- Add ATR-based dynamic stop-loss and take-profit, adjusting exit points based on market volatility
- Add multi-timeframe confirmation mechanism to improve signal validity
- Add trading session filter to avoid trading during low liquidity periods
Risk assessment
Overall risk: Medium
- Fixed stop-loss doesn't account for market volatility, potentially too small or too large during volatile moves
- No session filter increases slippage risk during low liquidity periods
- Volume data precision in MT5 is limited, potentially causing false signals
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Lots | 0.1 | Trading lot size |
StopLoss | 400 | Stop loss in points |
TakeProfit | 800 | Take profit in points |
KlPrice_Period | 14 | KlPrice indicator period |
Volume_Period | 14 | volumesmoothing period |
Volume_Multiplier | 1.5 | Volume amplification threshold |
MagicNumber | 22869 | EA magic number identifier |
Timeframe | H1 | Trading timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.