RSI_MAonRSI_Filling Step EA
This EA trades based on RSI values combined with a Moving Average applied to RSI, using a filling step approach for position accumulation. It enters trades when RSI crosses its MA on RSI, incrementally adding positions in steps as the signal strengthens.
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 | — | — | — | — | — | Not convertible yet |
| GBPUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| USDJPY | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
| XAUUSD | 0.00% | 0.00% | 0.00% | 0 | — | — | — | — | — | Not convertible yet |
Why this EA never traded: no entry rule survived the conversion.
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 strategy concept is based on crossover signals between RSI and its Moving Average, classifying it as a momentum-type strategy. Entry conditions trigger long positions when RSI crosses above its MA and short positions when crossing below, using a step-filling approach to incrementally add positions as the signal strengthens. Exit conditions rely on reverse crossover signals or preset take-profit and stop-loss levels. Position sizing employs a filling step pattern, gradually increasing exposure as price moves favorably. Money management uses configurable lot size parameters to control incremental position sizes, though it lacks strict equity-based risk controls. Overall the strategy logic is clear but the step-accumulation mechanism may amplify losses during extreme market conditions.
Strengths
- RSI combined with MA produces smoother trading signals, reducing frequent entries
- Step-filling position accumulation can effectively amplify profits during trending markets
- Highly configurable parameters allow traders to adjust the strategy for different instruments
- Clear logical structure makes it easy to understand and optimize
Weaknesses
- Step accumulation may lead to consecutive losses and amplified risk in ranging markets
- Lack of overall position ceiling control may create excessive risk exposure in extreme conditions
- No new bar check mechanism may cause duplicate entries on the same bar
- Absence of spread filter increases slippage costs in high-spread environments
Possible improvements
- Add an overall position size ceiling to prevent excessive accumulation
- Implement a new bar check mechanism to avoid duplicate signals on the same bar
- Incorporate spread filter and volatility filter to improve entry quality
Risk assessment
Overall risk: Medium
- Step accumulation mechanism may rapidly accumulate losses in adverse trends
- Missing new bar check may cause signal duplication
- No overall maximum position limit is set
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
RSI_Period | 14 | RSI calculation period |
MA_Period | 10 | Moving average period for trend direction |
MA_Method | MODE_SMA | Moving average calculation method |
RSI_Applied_Price | PRICE_CLOSE | RSI applied price type |
LotSize | 0.1 | Default trading lot size |
Step_Lot | 0.1 | Lot increment per scaling step |
Max_Steps | 3 | Maximum scaling steps |
Step_Distance | 50 | Distance between scaling steps in points |
TakeProfit | 500 | Take profit in points per level |
StopLoss | 300 | Stop loss in points per level, 0 for none |
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Backtests are historical simulations and do not guarantee future results. Not financial advice.