M.A Break MT5
This EA implements a Moving Average breakout strategy for MT5, entering trades when price breaks through a defined moving average level. Separate versions exist for buy and sell directions, each targeting breakouts in their respective direction. The strategy uses moving average crossovers or price-to-MA breakouts as primary signals with configurable parameters for MA period and method.
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 | +0.31% | +0.27% | 3.05% | 109 | 50.00% | — | — | — | — | Same as other EAs |
| GBPUSD | +6.63% | +5.74% | 3.89% | 108 | 51.90% | — | — | — | — | Same as other EAs |
| USDJPY | +1.82% | +1.58% | 4.75% | 96 | 46.90% | — | — | — | — | Same as other EAs |
| XAUUSD | +10.06% | +8.25% | 47.64% | 102 | 52.50% | — | — | — | — | Same as other EAs |
On every market this backtest is identical to EA-18645. 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
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 core concept of this strategy is a moving average breakout, generating trade signals when price breaks through a defined moving average level. Entry conditions trigger a buy when price breaks above the MA and a sell when price breaks below the MA. Exit conditions likely rely on fixed take-profit and stop-loss levels or opposite breakout signals. Position sizing uses either fixed lots or a balance-based lot calculation method. Money management is basic, lacking dynamic adjustment mechanisms such as volatility-based position sizing. The strategy is split into separate buy and sell EA versions, which simplifies individual logic but hinders unified risk management. Overall, the strategy logic is clear but lacks sophisticated risk controls and filtering mechanisms.
Strengths
- Strategy logic is simple and clear, easy to understand and debug
- Moving average breakout is a proven and effective technical analysis method
- Separating buy/sell versions reduces individual EA complexity
- Highly configurable parameters facilitate optimization and backtesting
- Entry signals are explicit and unambiguous
Weaknesses
- Lacks multi-layer filtering, prone to false signals in choppy markets
- Separate buy/sell versions hinder unified risk and capital management
- No trend strength filter may cause frequent losses in ranging markets
- Position sizing is basic without dynamic adjustment
- Missing new bar check may cause duplicate entries on the same signal
Possible improvements
- Merge buy and sell versions into a single EA with direction control parameter for unified management
- Add ATR volatility filter and multi-confirmation mechanism to reduce false breakouts
Risk assessment
Overall risk: Medium
- Missing new bar check may cause duplicate entries increasing risk
- MA breakouts in ranging markets easily produce false signals leading to consecutive losses
- Separate buy/sell versions make total position coordination difficult, potentially causing overexposure
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MA_Period | 50 | Moving average period |
MA_Method | MODE_SMA | Moving average calculation method |
MA_Applied_Price | PRICE_CLOSE | Moving average applied price |
LotSize | 0.1 | Trading lot size |
StopLoss | 500 | Stop loss in points |
TakeProfit | 1000 | Take profit in points |
MagicNumber | 12345 | EA magic number identifier |
Timeframe | H1 | Trading timeframe |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.