exp_CronexDeMarker
This EA trades based on the Cronex DeMarker oscillator, a smoothed variant of the standard DeMarker indicator. It opens buy positions when the oscillator crosses upward from oversold levels and sell positions when it crosses downward from overbought levels. The system includes customizable DeMarker periods, smoothing methods, and signal line parameters for trade generation.
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 | — | — | — | — | — | Run error |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Run error |
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 Cronex DeMarker oscillator, which applies multiple smoothing passes to the standard DeMarker curve to reduce false signals. Entry conditions are: go long when the main line crosses above the signal line in the oversold zone, and go short when the main line crosses below the signal line in the overbought zone. Exit conditions rely on reverse crossover signals or configurable stop-loss and take-profit settings. Position sizing uses a fixed lot approach with no dynamic position adjustment mechanism. Money management lacks dynamic calculation based on account balance or risk, supporting only manually set lot sizes. The overall strategy is a momentum-reversal hybrid type, capturing price turning points using oscillator overbought and oversold zones.
Strengths
- Uses multi-smoothed DeMarker indicator, producing fewer false signals than the raw DeMarker
- Configurable overbought/oversold thresholds allow traders to adjust sensitivity for different market conditions
- Signal line crossover mechanism provides clear entry and exit rules, reducing subjective judgment
- Supports multiple smoothing method choices, increasing strategy flexibility
Weaknesses
- Fixed lot trading lacks dynamic money management, unable to automatically adjust position size based on account risk
- Stop-loss and take-profit default to 0, novice users may overlook setting them leading to unlimited risk exposure
- Oscillator indicators tend to produce consecutive false signals in trending markets causing multiple losses
- Lacks new bar detection mechanism, potentially opening duplicate positions on the same bar
- No spread filter included, which may be disadvantageous in high-spread environments
Possible improvements
- Add dynamic position sizing based on account balance percentage for proper money management
- Add new bar detection and spread filter mechanisms to avoid duplicate entries and high-cost trades
- Introduce a trend filter (e.g., moving average direction) to avoid counter-trend trades in trending markets
- Add a trailing stop feature to lock in floating profits and improve the risk-reward ratio of winning trades
Risk assessment
Overall risk: Medium
- Stop-loss and take-profit default to 0, creating unlimited risk exposure when not set
- Lacks new bar detection, potentially opening multiple positions on the same bar leading to over-trading
- Oscillator may produce consecutive losing signals in strong trending markets
- Fixed lot size does not account for account size changes, posing over-leveraging risk
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
DeMarkerPeriod | 14 | DeMarker indicator calculation period |
SmoothPeriod | 5 | Main line smoothing period |
SignalPeriod | 5 | Signal line smoothing period |
SmoothMethod | MODE_EMA | Smoothing method (EMA/SMA/SMMA/LWMA) |
OverboughtLevel | 0.7 | Overbought threshold |
OversoldLevel | 0.3 | Oversold threshold |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
MagicNumber | 12345 | EA magic number for order identification |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.