Expert_ADC_PL_Stoch
This EA uses a custom CDC_PL_Stoch signal filter based on Stochastic oscillator combined with a moving average to generate trade entries and exits. It operates within the MQL5 Standard Library Expert framework with fixed lot money management and no trailing stop. The signal threshold mechanism filters weak signals, only acting when the composite signal strength exceeds configurable open/close thresholds.
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 | -2.65% | -2.31% | 7.06% | 105 | 44.20% | — | — | — | — | Same as other EAs |
| GBPUSD | -5.70% | -4.97% | 7.42% | 103 | 35.30% | — | — | — | — | Same as other EAs |
| USDJPY | -1.20% | -1.05% | 5.76% | 77 | 39.50% | — | — | — | — | Same as other EAs |
| XAUUSD | -84.10% | -78.11% | 93.81% | 97 | 42.30% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-283, EA-310. 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 utilizes a combined signal from the Stochastic oscillator and a moving average for momentum-based trading. Entry conditions are based on the signal strength generated by the CDC_PL_Stoch filter, opening positions when the signal value exceeds the open threshold (default 40) and closing when it falls below the close threshold (default 20). The Stochastic indicator uses a K period of 47, D period of 9, slowing period of 13, applied to low/high prices, combined with a 5-period moving average for trend confirmation. Position sizing uses a fixed lot model (CMoneyFixedLot) with a default lot size of 0.1 and a risk percentage of 10%, with no trailing stop employed (CTrailingNone). Money management is relatively simplistic as the fixed lot size does not dynamically adjust based on account balance, lacking adaptive risk control mechanisms. The overall strategy relies on signal threshold filtering to avoid excessive trading, but the absence of explicit stop loss and take profit settings (StopLevel and TakeLevel are both 0) exposes the strategy to potentially large risk.
Strengths
- Built on the MQL5 Standard Library Expert framework with clean, modular code structure
- Dual confirmation mechanism combining Stochastic with moving average helps filter false signals
- Signal threshold open/close mechanism provides signal quality filtering capability
- Non-standard K period (47) may partially avoid resonance with commonly used strategies
- Fixed lot model simplifies position sizing, suitable for beginners to understand and debug
Weaknesses
- Stop loss and take profit are both set to 0, lacking basic risk protection and potentially leading to catastrophic single-trade losses
- Fixed lot money management cannot dynamically adjust position size based on account size or market volatility
- No trailing stop means profitable positions lack protection, potentially suffering significant profit drawdowns
- Relies on a single signal filter with insufficient strategy diversity, likely to suffer frequent losses in ranging markets
- Missing basic protections such as spread filter and new bar check
Possible improvements
- Add stop loss and take profit parameters with reasonable default values to protect capital
- Introduce dynamic position sizing based on account balance and ATR indicator for adaptive risk management
- Add a trailing stop module to lock in profits, and implement spread filter and new bar check mechanisms
Risk assessment
Overall risk: High risk
- Stop loss and take profit are both 0, trades have no hard risk boundaries and single-trade losses can be extremely large
- No spread filter, may result in unfavorable fills in high-spread environments
- No new bar check mechanism, every tick may recalculate signals leading to overtrading
- Fixed lot size does not adjust with account changes, risk ratio increases during equity drawdowns
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Signal_ThresholdOpen | 40 | Open signal threshold [0...100]; opens when exceeded |
Signal_ThresholdClose | 20 | Close signal threshold [0...100]; closes when below |
Signal_PriceLevel | 0.0 | Trade execution price level; 0 = market price |
Signal_StopLevel | 0.0 | Stop loss level in points; 0 = no SL |
Signal_TakeLevel | 0.0 | Take profit level in points; 0 = no TP |
Signal_Expiration | 4 | Pending order expiration in bars |
Signal__StochPeriodK | 47 | Stochastic K-line period |
Signal__StochPeriodD | 9 | Stochastic D-line period |
Signal__StochPeriodSlow | 13 | Stochastic slow period |
Signal__StochApplied | STO_LOWHIGH | Stochastic price application method |
Signal__MAPeriod | 5 | Moving average period |
Signal__Weight | 1.0 | Signal filter weight [0...1.0] |
Money_FixLot_Percent | 10.0 | Money management percentage |
Money_FixLot_Lots | 0.1 | Fixed trading lot size |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.