EA-2397 · Multi-Timeframe

exp_cronexao

This EA implements a multi-timeframe Crossover strategy combining signals from higher and lower timeframes to determine trade direction. It uses moving average crossovers and momentum confirmation across different periods to generate entry and exit signals. The system includes basic risk management with stop loss and take profit levels.

Open the interactive view (equity curve, symbol switch)

Key facts

RiskMedium
Blow-up riskLow
Rating★★☆☆☆
TypeTrading EA
TimeframesM15, H1, H4
IndicatorsMA, MACD, RSI
AuthorCopyright © 2014, Nikolay Kositsin

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

  • 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 a multi-timeframe moving average crossover system, using higher timeframes to determine the main trend direction and lower timeframes to find entry opportunities. Entry conditions require alignment of moving average crossover signals across both higher and lower timeframes, combined with momentum indicator confirmation of trend strength. Exit conditions include stop loss and take profit triggers, as well as active position closing when a reverse crossover signal appears. Position sizing uses a fixed lot approach without dynamic position adjustment. Money management includes stop loss and take profit parameters, but lacks maximum drawdown control and proportional position sizing. The overall strategy logic is relatively traditional, relying on the lagging nature of moving average crossovers, which may generate many false signals during ranging markets.

Strengths

  • Multi-timeframe analysis helps filter false signals from lower timeframes, improving entry quality
  • Strategy logic is clear and easy to understand, with simple parameter structure for easy optimization
  • Stop loss and take profit are set, providing basic risk control mechanisms

Weaknesses

  • Moving average crossover signals are lagging, confirming trends only after they start, potentially missing optimal entry points
  • Fixed lot position sizing is inflexible, not dynamically adjusting based on account equity and volatility
  • Lacks a ranging market filter, which may cause frequent false trading signals in sideways markets

Possible improvements

  • Add ADX or volatility filter to reduce trading frequency during ranging markets and avoid invalid signals
  • Implement dynamic position sizing based on account balance and ATR to improve capital efficiency and risk control

Risk assessment

Overall risk: Medium

  • MA crossover strategy prone to consecutive losses in ranging markets, lacking trend strength filtering
  • Fixed lot sizing does not account for account equity changes, maintaining constant risk exposure during losing streaks

Evaluation scores

Code quality3.0
Strategy logic3.0
Risk management2.0
Robustness2.0
Innovation2.0
Documentation1.0
Overall2.2

Parameters

ParameterDefaultDescription
FastMA_Period10Fast MA period
SlowMA_Period50Slow MA period
HTF_PeriodH4Higher timeframe period
LTF_PeriodM15Lower timeframe period
StopLoss500Stop loss in points
TakeProfit1000Take profit in points
Lots0.1Fixed trading lot size
MA_MethodMODE_SMAMA calculation method

Similar Multi-Timeframe EAs

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

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