MACD No Sample
This EA trades based on MACD indicator signals, entering positions when MACD crossover conditions are met. It uses a straightforward momentum-based approach without complex filtering or multi-indicator confirmation. The EA opens trades autonomously based on its own signal logic.
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 | +8.58% | +7.42% | 1.95% | 112 | 51.80% | — | — | — | — | Same as other EAs |
| GBPUSD | +7.14% | +6.18% | 3.52% | 112 | 53.20% | — | — | — | — | Same as other EAs |
| USDJPY | -7.96% | -6.95% | 9.00% | 113 | 46.40% | — | — | — | — | Same as other EAs |
| XAUUSD | +75.88% | +59.44% | 63.69% | 106 | 50.90% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-17080, EA-23325. The automatic conversion almost certainly lost what makes this EA different (a custom indicator, a filter or the money management), so these results are not ranked or counted.
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 classic MACD momentum crossover signal, generating trade signals when the MACD main line crosses the signal line. Entry conditions trigger a buy when the MACD histogram turns from negative to positive, and a sell when it turns from positive to negative, representing a typical momentum-following approach. Exit conditions rely on reverse crossover signals or fixed stop-loss and take-profit levels, with some implementations potentially including trailing stop logic. Position sizing uses a fixed lot approach without dynamic adjustment based on account equity. Money management lacks proportional risk control, with no volatility-based or account-balance-based optimal position calculation. The overall strategy logic is straightforward but may generate numerous false signals in choppy or ranging market conditions.
Strengths
- Strategy logic is simple and clear, easy to understand and debug
- MACD is a proven classic momentum indicator that performs well in trending markets
- Fewer parameters reduce the risk of overfitting
- Clear signal generation rules with no ambiguous judgment conditions
Weaknesses
- Relies on a single indicator, prone to frequent false signals and losses in ranging markets
- Fixed lot position sizing cannot adapt to different account sizes and market volatility
- Lacks new bar detection mechanism, potentially opening duplicate positions on the same bar
- Does not account for spread and slippage impact, which can erode profits in short-term trading
Possible improvements
- Add multi-timeframe confirmation and additional indicator filtering (e.g., trend filter, ATR volatility filter) to reduce false signals
- Implement dynamic position sizing that automatically calculates optimal lot size based on account equity percentage and ATR volatility
- Add new bar detection mechanism to ensure only one trade per bar and prevent duplicate position openings
Risk assessment
Overall risk: Medium
- Single MACD indicator frequently generates false signals in ranging markets, potentially causing consecutive losses
- Fixed lot sizing cannot adjust position based on market volatility, leading to excessive risk exposure during high volatility periods
- Lack of new bar detection may cause multiple position openings on the same bar, increasing risk exposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
FastEMA | 12 | MACD fast EMA period |
SlowEMA | 26 | MACD slow EMA period |
SignalSMA | 9 | MACD signal SMA period |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.