MARSi EA
MARSi EA is a Moving Average and RSI combined strategy expert advisor that identifies overbought and oversold market conditions using RSI while confirming trend direction with moving averages. It enters trades on RSI extremes when price is at or beyond moving average envelopes, aiming to capture mean-reversion moves. The EA applies systematic entry and exit rules with configurable parameters for both indicators.
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 core strategy of this EA is mean reversion, combining two indicators — Moving Average (MA) and Relative Strength Index (RSI) — to generate trading signals. For entry conditions, the EA goes long when RSI enters the oversold zone (below a configured threshold) and price falls below the lower MA envelope, and goes short when RSI enters the overbought zone (above a configured threshold) and price rises above the upper MA envelope. Exit conditions rely on RSI returning to a neutral zone or price reverting back toward the moving average, with possible stop-loss and take-profit levels for risk management. Position sizing supports fixed lot trading with configurable volume parameters, but lacks dynamic lot calculation based on account equity or risk percentage. Money management is a notable weakness as the EA does not auto-adjust position sizes, creating potential over-trading risk. The overall strategy logic is clear but relatively simple, and the assumption that indicator extremes will revert can fail in strong trending markets.
Strengths
- Simple and clear strategy logic with dual-indicator combination providing signal filtering to reduce false signals
- Mean reversion strategy performs well in ranging markets, capturing overbought/oversold reversion opportunities
- Highly configurable parameters allowing users to adjust MA and RSI settings for different instruments and timeframes
- Classic MA+RSI combination is well-understood by traders, making the strategy rationale easy to grasp
Weaknesses
- Mean reversion strategy suffers consecutive losses in strong trending markets where RSI extremes can persist without reverting
- Lacks dynamic money management — fixed lot size cannot auto-adjust based on account risk
- Stop-loss default is 0, meaning unlimited loss risk if users don't manually configure it
- No new bar detection mechanism, potentially causing repeated entries on the same bar and over-trading
- No spread filter, which can erode profits on high-spread instruments where entry costs are excessive
Possible improvements
- Add dynamic position sizing that auto-calculates lot size based on account equity and risk percentage
- Implement new bar detection and spread filter to prevent over-trading and costly entries
- Set reasonable default stop-loss values instead of 0, and add maximum open position limits for enhanced risk control
Risk assessment
Overall risk: Caution
- Stop-loss defaults to 0 — no protection against large losses if not manually configured
- No new bar check — potential for multiple entries on a single bar leading to position overload
- Mean reversion trades against the trend in trending markets, risking consecutive losses
Evaluation scores
Parameters
| Parameter | Default | Description |
|---|---|---|
MAPeriod | 14 | Moving average period |
MAMethod | MODE_SMA | Moving average calculation method |
MAAppliedPrice | PRICE_CLOSE | Moving average applied price |
RSIPeriod | 14 | RSI indicator period |
RSIOverbought | 70 | RSI overbought threshold |
RSIOversold | 30 | RSI oversold threshold |
LotSize | 0.1 | Fixed trading lot size |
StopLoss | 0 | Stop loss in points |
TakeProfit | 0 | Take profit in points |
Similar Mean Reversion EAs
Backtests are historical simulations and do not guarantee future results. Not financial advice.