Exp_Slow-Stoch_Duplex
This EA trades a duplex (dual) Slow Stochastic strategy, generating buy signals when the stochastic is oversold and crosses upward, and sell signals when it is overbought and crosses downward. It operates systematically on the Slow Stochastic indicator with configurable overbought/oversold thresholds and applies to any symbol and timeframe. The EA opens positions based on stochastic crossover signals in overbought/oversold zones.
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 | — | — | — | — | — | Conversion problem |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Conversion problem |
Why this EA never traded: the conversion compares two identical indicators (the fast and slow settings were lost), so they can never cross.
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 strategy concept is based on the mean reversion principle of the Slow Stochastic indicator, assuming that prices in overbought and oversold zones will revert to the mean. Entry conditions: a buy signal is generated when the %K line crosses above the %D line in the oversold zone (default below 20), and a sell signal is generated when the %K line crosses below the %D line in the overbought zone (default above 80). Exit conditions rely on fixed take-profit and stop-loss settings, or closing positions when a reverse signal appears. Position sizing uses a fixed lot approach where the user directly sets the trade volume via the Money parameter. Money management lacks dynamic position calculation with no automatic adjustment based on account balance or risk percentage. The strategy performs well in ranging markets but may suffer frequent stop-outs during strong trending conditions.
Strengths
- Simple and clear strategy logic based on classic stochastic signals, easy to understand and verify
- Uses Slow Stochastic to reduce false signals, more stable than fast stochastic
- Has explicit stop-loss and take-profit settings with controllable risk
- Adjustable overbought/oversold thresholds to adapt to different market conditions
Weaknesses
- Fixed lot sizing lacks dynamic money management, cannot automatically adjust positions based on account size
- Mean reversion strategy prone to consecutive losses during strong trending markets
- No new bar check mechanism, potentially opening multiple positions on the same bar
- Lacks spread filter and trading session filter, may open positions under unfavorable conditions
Possible improvements
- Add dynamic position sizing that automatically calculates trade lots based on account balance and risk percentage
- Add a trend filter (e.g., MA direction) to avoid counter-trend trades during strong trends
Risk assessment
Overall risk: Medium
- No new bar check, may repeatedly open positions on the same bar causing position overlap
- Mean reversion strategy can produce consecutive losses in one-directional markets
- Fixed lot size does not consider account risk tolerance
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Money | 0.1 | Fixed trading lot size |
Kperiod | 5 | Stochastic %K period |
Dperiod | 3 | Stochastic %D period |
Slowing | 3 | Stochastic smoothing period |
Stoch_method | MODE_SMA | stochasticindicatorcalculation method |
Price_field | STO_LOWHIGH | Price field (high/low or close) |
StopLoss | 50 | Stop loss in points |
TakeProfit | 100 | Overall take profit target in points |
OverBought | 80 | Overbought threshold |
OverSold | 20 | Oversold threshold |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.