Moving averages breakout semimartingale EA

Hi Traders and Coders!


I would be interested in further develope with you a simple trading strategy. Entry signal is the cross of a slow and fast moving average. Exit signal is the reverse cross. The idea is to sligthly increase the lot size after every false signal of the moving average cross. In this way the positionsize should be built up slowly in the sideway consolidation phases of the pair and when finally the breakout occurs we are in the market with a big size.

this strategy should be traded with several different pairs on different timeframes ( trending pairs with lower spread are to favourize ).

Also the idea exists to begin opening the position only after for example already 3 losses of the moving average crosses in a pair have occured. Like this the probability of a soon breakout is higher.


backtests to find the best moving average crosses with the lowest false signals in a row should be done for each pair on different timeframes.

It would be great to develope an EA for this.

Have a lot of thanks.

Cheers and good trading to all of you!

Sadly, you can't load your position and know for sure it's on the right direction.

And a Breakout occurs 100's of times per day, with only a few actual break outs, so loading at the time will cost you due to chop.

Basically it can't be done like this, 1000's have tried including me

The idea behind it is to do a backtest for different currency pairs and evaluate the best working moving average crosses historically on the 1 hour, 4 hour and daily chart with the least losses in a row. If lets say on the eur/dol the best working cross on the one hour was historically 10/40 and the maximum losses in a row was 12 than we do only enter after lets say 4 false crosses on this pair and stop and reverse after each false signal with a slight increased position size (semimartingaling) this way that we can cover save progression stages ( like 25 stages or so ). The idea than is to be in the market with a bigger position when the big breakout happens. Exit is than the other cross on the pair.

My goal with this system is about 50% per year. Probability for a broker bankruptcy or the 3rd world war should be higher than to reach the 25 progression stages on the moving average crosses ;-)

EurJpy or GbyJpy are the best trending pairs at current so they'd almost definately win on a breakout trend based system.


No research required mate

This is like analysing the MACD indicator as it crosses the zero line. If its not already fine it would probably not take too much effort to alter the MACD Sample.mq4 example file that comes with standard installations to run the backtests.