iVIDyA Simple
This EA uses the Variable Index Dynamic Average (VIDyA) indicator to generate trend-following trade signals. It enters long positions when price crosses above VIDyA and short positions when price crosses below VIDyA, with optional ATR-based stop loss and take profit. The strategy adapts to market volatility through VIDyA's inherent volatility-adjusted smoothing mechanism.
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
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 strategy is a trend-following system based on VIDyA (Variable Index Dynamic Average). VIDyA is an adaptive moving average that dynamically adjusts its smoothing coefficient using CMO (Chande Momentum Oscillator), making it more responsive during strong trends and smoother during ranging markets. Entry conditions are straightforward: go long when price crosses above VIDyA and go short when price crosses below VIDyA. Exit conditions include closing on reverse signal, fixed stop loss/take profit, or ATR-based dynamic stops. Position sizing supports fixed lot trading but lacks advanced money management such as Kelly criterion or risk-proportional sizing. The overall strategy logic is simple and clear, but lacks filtering mechanisms to avoid frequent false signals in choppy markets.
Strengths
- VIDyA's adaptive nature automatically adjusts sensitivity based on market volatility, outperforming traditional fixed-period moving averages
- Simple and clear strategy logic with few parameters, easy to understand and optimize
- ATR-based dynamic stop loss/take profit option sets risk-reward ratios appropriately based on market volatility
Weaknesses
- Lacks trend filter, prone to frequent false signals and repeated losses in ranging/choppy markets
- No position sizing strategy; fixed lots cannot dynamically adjust based on account risk
- Missing new bar check mechanism, potentially leading to over-trading with repeated open/close on the same bar
Possible improvements
- Add a trend filter (e.g., ADX or higher timeframe MA direction filter) to avoid trading in ranging markets
- Implement dynamic position sizing based on account risk percentage instead of fixed lots
- Add new bar check and time filters to reduce over-trading and risk during low-liquidity sessions
Risk assessment
Overall risk: Medium
- Missing new bar check may cause repeated trading on the same bar
- No choppy market filter leads to frequent stop losses during sideways movement
- Fixed lot sizing cannot adjust risk exposure based on volatility
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
VIDyA_Period | 9 | VIDyA indicator calculation period |
CMO_Period | 9 | Chande Momentum Oscillator (CMO) period |
MA_Method | MODE_EMA | Moving average method used internally by VIDyA |
Lots | 0.1 | Fixed lot size per trade |
Stop_Loss | 0 | Stop loss in points, 0 means no stop |
Take_Profit | 0 | Take profit in points, 0 means no take |
Use_ATR_SL_TP | false | Use ATR-based dynamic SL and TP |
ATR_Period | 14 | ATR indicator period |
ATR_SL_Multiplier | 1.5 | ATR stop loss multiplier |
ATR_TP_Multiplier | 3.0 | ATRtake profit multiplier |
Similar Trend Following EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.