Exp_i-KlPrice_Vol_Direct
This EA trades based on direct signals from the i-KlPrice indicator combined with volume confirmation. It enters long when the KlPrice indicator shows bullish trend alignment and volume supports the move, and enters short on bearish alignment with volume. It is a systematic trend-following system without martingale or grid components.
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 the Klimo Price indicator (i-KlPrice) for trend direction determination, combined with volume filtering to confirm trend validity. Entry conditions: open long when i-KlPrice generates a bullish signal and volume exceeds a threshold, open short when the indicator generates a bearish signal with volume confirmation. The Direct mode means signals are not reversed — trades follow the indicator direction directly. Exit conditions typically rely on opposing signals or fixed stop-loss and take-profit levels, with some versions supporting trailing stops. Position sizing uses fixed lot sizes or percentage-of-equity calculations. Money management employs fixed risk parameters without martingale position scaling, but lacks advanced features like dynamic position adjustment and maximum drawdown controls.
Strengths
- Combines volume confirmation with trend signals, reducing false breakout risk
- Direct mode follows trend direction straightforwardly with clear logic
- No martingale or grid mechanisms, keeping risk relatively manageable
- Uses the custom i-KlPrice indicator to smooth price volatility and filter market noise
Weaknesses
- Stop-loss default may be 0, risking significant losses without protective stops
- Lacks new bar check mechanism, potentially opening duplicate positions on the same bar
- Volume data in MT5 may be incomplete or low quality, affecting signal reliability
- Fixed lot mode lacks dynamic position sizing based on volatility
- Missing risk protection mechanisms like max drawdown control and daily loss limits
Possible improvements
- Add mandatory stop-loss mechanism and ATR-based dynamic stop-loss/take-profit calculation
- Implement new bar check and time interval control to prevent duplicate position opening
- Implement dynamic position sizing based on volatility and account risk percentage
Risk assessment
Overall risk: Medium
- Stop-loss may default to 0, potentially causing significant losses during extreme market moves
- Lack of new bar check may cause duplicate position opening on the same bar, increasing risk exposure
- Volume data quality varies significantly between brokers, potentially generating false signals
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Trade lot size per order |
StopLoss | 0 | Stop loss in points, 0 means no stop loss |
TakeProfit | 0 | Overall take profit target in points |
VolumePeriod | 10 | volume MA period |
VolumeFactor | 1.5 | Volume amplification threshold |
KlPricePeriod | 14 | KlPrice indicator calculation period |
MagicNumber | 220871 | EA magic number for trade identification |
Timeframe | 0 | Timeframe used for trading |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.