Exp_RJTX_Matches_Smoothed_Duplex
This EA trades based on the RJTX Matches Smoothed indicator in a duplex (dual-direction) configuration, generating buy and sell signals from smoothed momentum crossovers. It opens positions when the smoothed signal line crosses key thresholds or its opposite-direction counterpart, relying on indicator-derived entry and exit logic. The duplex approach allows simultaneous monitoring of both bullish and bearish momentum shifts 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 | — | — | — | — | — | Custom indicator approximated |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Custom indicator approximated |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Custom indicator approximated |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | 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
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
This EA employs a duplex configuration of the RJTX Matches Smoothed indicator, with the core strategy based on momentum smoothed signal crossovers to determine market direction. Entry conditions: go long when the bullish smoothed signal line crosses above the bearish signal line or the zero axis, and vice versa for short positions. Exit conditions rely on the appearance of reverse crossover signals or the indicator value falling back below threshold levels. Position sizing uses a fixed lot approach without dynamic position adjustment or ATR-based adaptive lot mechanisms. Money management depends on externally configurable stop loss and take profit parameters, but lacks equity-proportional risk control logic. The overall strategy falls under momentum following, using smoothing to reduce market noise, but may suffer from lag in volatile market conditions.
Strengths
- Duplex dual-direction configuration captures both bullish and bearish momentum signals, increasing trade opportunities
- Smoothing effectively reduces market noise and false signal interference
- Indicator-based systematic entry logic avoids emotional trading decisions
Weaknesses
- Fixed lot sizing lacks dynamic position management, unable to adjust risk exposure based on market volatility
- Momentum indicators tend to produce frequent false crossover signals in ranging markets
- Smoothing-induced lag may cause delayed entries, missing optimal price levels
Possible improvements
- Add ATR-based adaptive position sizing to dynamically adjust lots according to market volatility
- Add a trend filter (e.g., higher timeframe MA) to avoid frequent trading in ranging markets
Risk assessment
Overall risk: Medium
- Fixed lot size does not adjust with account equity, making risk exposure uncontrolled for large accounts
- Lacks new bar check mechanism, potentially opening duplicate positions on the same bar
- Momentum strategy may incur consecutive stop losses in ranging markets leading to drawdown
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Take profit in points |
RJTX_Period | 14 | RJTX indicator calculation period |
SmoothingPeriod | 5 | signalsmoothing period |
MagicNumber | 12345 | EA magic number for identifying orders |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.