MACD Cleaner
This EA trades based on MACD signal line crossovers, entering positions when the MACD histogram crosses above or below the signal line. It aims to clean up false signals by applying additional filtering criteria to the standard MACD crossover strategy. The EA systematically opens and manages trades based on momentum shifts detected by the MACD indicator.
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-23210. 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 core strategy of this EA is based on the classic MACD crossover approach, using the crossover of the MACD line above or below the signal line to detect shifts in market momentum as entry conditions. Entry conditions involve going long when the MACD line crosses above the signal line and going short when it crosses below, potentially with zero-line filtering to confirm trend direction. Exit conditions typically include closing positions on reverse crossover signals, fixed stop-loss and take-profit levels, or trailing stop mechanisms. Position sizing supports fixed lot trading and may include dynamic lot calculation based on account balance. Money management relies on stop-loss settings to control per-trade risk, though the effectiveness depends on parameter configuration. The 'Cleaner' designation suggests the EA incorporates additional signal filtering mechanisms such as zero-line direction filtering or histogram confirmation to reduce false crossover signals that lead to losing trades.
Strengths
- MACD is a well-established and validated momentum indicator with transparent logic that traders can easily understand and optimize
- The 'Cleaner' filtering mechanism reduces false crossover signals, improving signal quality and win rate
- Systematic trading eliminates emotional interference, and stop-loss settings provide a basic risk control framework
Weaknesses
- MACD as a lagging indicator tends to generate frequent false signals in ranging markets, leading to consecutive losses
- Fixed stop-loss and take-profit do not account for market volatility changes, potentially misaligned across different market conditions
- Lacks position scaling and composite signal confirmation, limiting robustness of a single-indicator strategy
Possible improvements
- Add multi-timeframe confirmation, such as filtering H1 MACD signals by H4 trend direction
- Introduce ATR-based dynamic stop-loss and take-profit that automatically adjusts risk parameters based on market volatility
Risk assessment
Overall risk: Medium
- MACD lagging nature causes delayed entry during rapid market reversals, potentially resulting in significant slippage losses
- Frequent crossover signals in ranging markets may lead to accumulated consecutive small losses forming significant drawdown
- Fixed stop-loss without volatility consideration may be frequently triggered during high-volatility sessions
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 |
MACD_FastEMA | 12 | MACD fast EMA period |
MACD_SlowEMA | 26 | MACD slow EMA period |
MACD_SignalSMA | 9 | MACD signal SMA period |
TrailingStop | 30 | Trailing stop distance in points |
MagicNumber | 23325 | Unique order identifier number |
ZeroLineFilter | true | Enable zero-line direction filter |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.