EA-23499 · Trend Following

Ingrit

Ingrit is a trend following EA that uses moving average crossovers and momentum indicators to identify and ride market trends. It enters positions when short-term moving averages cross above long-term ones with confirming momentum signals, and exits on trend reversal or stop conditions. The EA incorporates trailing stops and risk management rules to protect capital.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
Blow-up riskLow
Rating★★★☆☆
TypeTrading EA
TimeframesM15, H1, H4
IndicatorsMA, MACD, RSI, ATR
AuthorCopyright © 2018, Vladimir Karputov

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD0.00%0.00%0.00%0—————Not convertible yet
GBPUSD0.00%0.00%0.00%0—————Not convertible yet
USDJPY0.00%0.00%0.00%0—————Not convertible yet
XAUUSD0.00%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

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 core strategy of Ingrit EA is a trend following system based on moving average crossovers, using golden cross and death cross of fast and slow moving averages to determine trend direction. Entry conditions require MA crossover signals to be confirmed by momentum indicators such as MACD or RSI to avoid false signals. Exit conditions include triple protection: reverse crossover signals, fixed stop loss, and trailing stop mechanisms. Position sizing employs either fixed lot sizes or proportional calculation based on account balance to ensure controllable risk per trade. Money management incorporates maximum position limits and daily loss caps to prevent excessive drawdowns during extreme market conditions. The overall strategy logic is clear, but it may generate numerous false signals in ranging markets leading to consecutive losses.

Strengths

  • Strong profitability in trending markets, capable of capturing large price swings
  • Triple exit mechanism (reversal signal + stop loss + trailing stop) provides solid protection
  • High parameter adjustability suitable for optimization across different markets and timeframes
  • Integrated momentum confirmation filter reduces false signal entries
  • Money management rules limit extreme risk exposure

Weaknesses

  • Poor performance in ranging markets, prone to consecutive false signal losses
  • Fixed stop loss doesn't account for market volatility changes, may be too rigid
  • Lacks trading session filter, may produce unfavorable fills during low liquidity periods
  • Position sizing is relatively simple without ATR-based dynamic adjustment
  • No spread filter included, profitability degrades in high spread environments

Possible improvements

  • Add ATR-based dynamic stop loss and position sizing to adapt to varying volatility environments
  • Introduce ranging market detection filter (e.g., ADX) to reduce trading during non-trending conditions
  • Implement trading session and spread filters to improve execution quality

Risk assessment

Overall risk: Medium

  • Fixed stop loss may be too small during high volatility sessions causing frequent stop outs
  • Lack of new bar check may cause repeated entries on the same bar
  • Consecutive false signals in ranging markets can accumulate losses
  • No margin check before opening positions, risk of margin call in extreme scenarios

Evaluation scores

Code quality3.0
Strategy logic3.0
Risk management3.0
Robustness3.0
Innovation2.0
Documentation2.0
Overall2.7

Parameters

ParameterDefaultDescription
FastMA_Period10Fast MA period
SlowMA_Period30Slow MA period
MA_MethodMODE_SMAMA calculation method
StopLoss50Fixed stop loss in points
TakeProfit100Fixed take profit in points
TrailingStop30Trailing stop in points
LotSize0.1Lot size per trade
MaxPositions3Maximum simultaneous positions
MagicNumber23499EA magic number

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Backtests are historical simulations and do not guarantee future results. Not financial advice.

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