Expert_ADC_PL_RSI
This EA uses the MQL5 Standard Library Expert Advisor framework with a custom CDC_PL_RSI signal filter combining RSI and Moving Average indicators to generate trade signals. It employs fixed lot money management with no trailing stop, relying on threshold-based signal logic for entry and exit decisions.
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 | -8.64% | -7.55% | 12.67% | 97 | 35.40% | -1.65 | -0.68 | 6 | −$9.08 | Reliable |
| GBPUSD | -10.41% | -9.11% | 15.05% | 94 | 36.60% | -1.54 | -0.69 | 11 | −$11.51 | Reliable |
| USDJPY | -0.18% | -0.16% | 5.42% | 75 | 52.00% | -0.00 | -0.03 | 6 | −$0.24 | Reliable |
| XAUUSD | -26.19% | -22.19% | 75.47% | 90 | 37.80% | -0.15 | -0.35 | 8 | −$29.10 | Reliable |
Profitable on 0 of 4 markets with reliable results.
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.
Against the other Momentum EAs with a reliable result on the same market: EURUSD: better than 3% of 68 · GBPUSD: better than 9% of 66 · USDJPY: better than 54% of 68 · XAUUSD: better than 44% of 75
Month by month
| Market | Months with a gain | Best month | Worst month |
|---|---|---|---|
| EURUSD | 31% | +1.35% 2026-01 | -3.66% 2026-03 |
| GBPUSD | 38% | +3.29% 2026-01 | -3.98% 2026-02 |
| USDJPY | 46% | +2.99% 2026-03 | -2.47% 2026-09 |
| XAUUSD | 38% | +68.74% 2026-01 | -38.23% 2026-06 |
From the backtest equity curve, sampled about every two days; only reliable results.
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 strategy concept is based on the CDC_PL_RSI signal filter, combining RSI (period 20) and MA (period 14) momentum indicators to identify market direction. Entry conditions are controlled by signal thresholds: the opening threshold is 40 (on a 0-100 scale), triggering a trade when signal strength exceeds this level; the closing threshold is 20, closing positions when signal strength falls below. Exit conditions have no stop loss or take profit levels configured (both StopLevel and TakeLevel are 0.0), relying entirely on signal reversal for exits, which is a significant risk flaw. Position sizing uses a fixed lot model (CMoneyFixedLot) with a fixed volume of 0.1 lots and a percentage setting of 10%. Money management lacks dynamic adjustment mechanisms and does not scale position size based on account balance or market volatility. The overall strategy lacks stop loss protection and depends entirely on the signal filter for exit timing, potentially facing large losses during extreme market conditions.
Strengths
- Uses the MQL5 Standard Library Expert framework with clean, modular code structure
- Signal system uses separate thresholds for opening and closing, providing flexible signal filtering
- Expert_EveryTick set to false, calculating only on bar completion to avoid noise and reduce computational overhead
Weaknesses
- Stop loss and take profit levels are both zero, lacking basic risk protection which may cause significant losses in extreme markets
- Fixed lot money management ignores account balance and volatility changes, unable to dynamically adjust risk exposure
- No trailing stop mechanism (uses TrailingNone), profitable positions cannot lock in gains and may give back profits
- Relies on a single signal filter without multi-signal confirmation or redundancy, reducing strategy robustness
Possible improvements
- Add stop loss and take profit parameters with reasonable defaults to ensure basic risk protection on every trade
- Replace fixed lot sizing with ATR-based or account-equity-based dynamic position management for adaptive risk control
- Add a trailing stop mechanism to replace TrailingNone, locking in floating profits during trending markets
Risk assessment
Overall risk: High risk
- Stop loss and take profit both zero means no hard stop protection, potentially unlimited losses in extreme markets
- No trailing stop mechanism means profitable positions have no floating profit protection
- Fixed lot sizing ignores account size changes, small accounts may be over-leveraged
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
Expert_Title | Expert_ADC_PL_RSI | EA document name |
Expert_MagicNumber | 24435 | EA magic number for order identification |
Expert_EveryTick | false | Execute trading logic on every tick |
Signal_ThresholdOpen | 40 | Open position signal threshold [0...100] |
Signal_ThresholdClose | 20 | Close position signal threshold [0...100] |
Signal_PriceLevel | 0.0 | Price level for trade execution |
Signal_StopLevel | 0.0 | Stop loss level (points) |
Signal_TakeLevel | 0.0 | Take profit level (points) |
Signal_Expiration | 4 | Pending order validity (bars) |
Signal__PeriodRSI | 20 | RSI indicator period |
Signal__PeriodMA | 14 | MA moving average period |
Signal__Weight | 1.0 | Signal filter weight [0...1.0] |
Money_FixLot_Percent | 10.0 | Money 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.