Bruno
Bruno is a trend-following Expert Advisor that uses moving average crossover logic combined with momentum filters to identify and ride market trends. It enters positions when fast and slow moving averages cross in the direction of the prevailing trend, confirmed by momentum indicators. The EA applies trailing stops and fixed take-profit levels to manage open positions.
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 a trend-following system using moving average crossover with momentum confirmation. Entry conditions require the fast MA crossing above the slow MA with momentum indicators (such as RSI or MACD) confirming the trend direction for longs, and vice versa for shorts. Exit conditions include reaching a fixed take-profit target, trailing stop being triggered, or an opposing MA crossover signaling trend reversal. Position sizing uses either fixed lots or a percentage of account balance to calculate lot size. Money management incorporates maximum position limits and daily maximum loss thresholds to control overall risk exposure. The strategy logic is coherent but is prone to generating frequent false signals in ranging or choppy markets, leading to consecutive losses during sideways conditions.
Strengths
- Strategy logic is simple and clear, easy to understand and maintain
- Effectively captures medium to long-term swing profits during trending markets
- Equipped with trailing stop and fixed take-profit, providing a basic risk management framework
Weaknesses
- Prone to generating numerous false signals resulting in frequent losses during ranging markets
- Lacks market regime detection mechanism, unable to automatically distinguish between trending and ranging conditions
- Position sizing is simplistic without volatility-adaptive lot adjustment
Possible improvements
- Add a market regime filter (e.g., ADX or volatility indicator) to reduce or pause trading during ranging markets
- Introduce ATR-adaptive stop-loss and take-profit to dynamically adjust risk parameters based on market volatility
Risk assessment
Overall risk: Medium
- Lack of ranging market filter may lead to consecutive stop-loss hits
- Fixed stop-loss does not account for market volatility, potentially causing frequent stop-outs during high-volatility periods
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastMA_Period | 10 | Fast MA period |
SlowMA_Period | 50 | Slow MA period |
MA_Method | MODE_SMA | MA calculation method |
StopLoss | 300 | Stop loss in points |
TakeProfit | 600 | Take profit in points |
TrailingStop | 150 | Trailing stop in points |
LotSize | 0.1 | Fixed trading lot size |
MagicNumber | 22933 | EA magic number |
RSI_Period | 14 | RSI indicator period |
RSI_Filter | 50 | RSItrendfilter threshold |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.