EA-310 · Momentum

expert_abh_bh_stoch

This EA uses the CBH_BH_Stoch custom signal filter, which combines a Stochastic oscillator with a Moving Average, to generate buy/sell signals within the MetaQuotes standard expert advisor framework. It employs fixed lot sizing for money management and no trailing stop. Entry and exit are governed by configurable signal threshold levels.

Open the interactive view (equity curve, symbol switch)

Key facts

CategoryMomentum
RiskHigh risk
Blow-up riskLow
Rating★★☆☆☆
TypeTrading EA
TimeframesH1, H4, D1
IndicatorsStochastic, Moving Average
AuthorMetaQuotes Software Corp.

Backtest results (H1, about 1 year)

SymbolP&LAnnualMax DDTradesWin rateSharpeRecoveryLosing streakPer tradeStatus
EURUSD-2.65%-2.31%7.06%10544.20%————Same as other EAs
GBPUSD-5.70%-4.97%7.42%10335.30%————Same as other EAs
USDJPY-1.20%-1.05%5.76%7739.50%————Same as other EAs
XAUUSD-84.10%-78.11%93.81%9742.30%————Same as other EAs

On every market this backtest is identical to EA-283, EA-297. 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 is based on the CBH_BH_Stoch signal filter, which combines a Stochastic oscillator with a Moving Average to determine market momentum direction. Entry conditions rely on Stochastic K-line (period 47) and D-line (period 9) crossover or overbought/oversold zone signals, confirmed by a 5-period MA for trend direction. Exit conditions are governed by signal thresholds: the open threshold is 40 and the close threshold is 20, triggering position closure when signal strength drops below the close threshold. Position sizing uses a fixed lot model (default 0.1 lots) with no dynamic adjustment. Money management employs the CMoneyFixedLot class based on a fixed percentage (10%) and fixed lot size, but no stop loss or take profit levels are set (both at 0.0), meaning exits depend entirely on signal reversal without hard risk protection. Furthermore, the EA does not use trailing stops, so profitable positions cannot automatically lock in gains.

Strengths

  • Uses the standard MetaQuotes EA framework with clean code structure, making it easy to maintain and extend
  • Stochastic oscillator combined with Moving Average provides dual confirmation, reducing false signals
  • Configurable signal thresholds allow flexible adjustment of entry and exit sensitivity

Weaknesses

  • No stop loss or take profit set (both at 0.0), lacking hard risk protection when signals fail
  • No trailing stop used, so profitable positions cannot lock in gains before trend reversal
  • Fixed lot sizing does not account for account size or volatility changes, making money management overly simplistic

Possible improvements

  • Add stop loss and take profit parameters to provide hard risk protection and prevent excessive losses on single trades
  • Introduce dynamic position sizing that adjusts lot size based on account balance and market volatility (e.g., ATR)

Risk assessment

Overall risk: High risk

  • Stop loss and take profit are both zero, trades rely entirely on signal-based exits which can cause massive losses in extreme market conditions
  • No new bar check mechanism, potentially trading at non-optimal price points
  • Fixed lot size does not adjust with account changes, leading to potential mismatch between position size and account size over long-term operation

Evaluation scores

Code quality4.0
Strategy logic3.0
Risk management1.0
Robustness2.0
Innovation2.0
Documentation1.0
Overall2.2

Parameters

ParameterDefaultDescription
Signal_ThresholdOpen40Open signal threshold [0...100], open when signal exceeds
Signal_ThresholdClose20Close signal threshold [0...100], close when signal falls below
Signal_PriceLevel0.0Trade execution price level, 0 for market execution
Signal_StopLevel0.0Stop loss level (points), 0 means no SL set
Signal_TakeLevel0.0Take profit points
Signal_Expiration4Pending order expiration (bars)
Signal__StochPeriodK47Stochastic K-line period
Signal__StochPeriodD9Stochastic D-line period
Signal__StochPeriodSlow13Stochastic slow smoothing period
Signal__StochAppliedSTO_LOWHIGHStochastic price application type
Signal__MAPeriod5Moving average period
Signal__Weight1.0Signal weight [0...1.0]
Money_FixLot_Percent10.0Money management percentage
Money_FixLot_Lots0.1Fixed trading lot size

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

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