Upgrade
Hi everyone,
I would like to share the latest backtest results of my automated trading system, "EA FIB_Kakatua_I_RS". I recently converted it to Pine Script v5 for deep backtesting on TradingView.
This new version is a major upgrade from my previous EA design. In my older version, the strategy frequently suffered from data lag and micro-noise. To fix this, I completely re-engineered the logic into a Multi-Timeframe Execution Matrix to achieve an asymmetrical risk-to-reward ratio.
1. What was Upgraded?
2. Upgraded Backtest Performance Stats (Jan 2025 - Aug 2026):
I ran the test with a conservative small account setup ($200 USD initial capital) on XAUUSD, and the upgrade delivered phenomenal improvements:
3. Key Takeaway & Analysis:
Even though the win rate sits around 21%, the equity curve climbs consistently. This proves that the upgrade successfully shifted the system into a high-reward, low-risk model. One winning trade easily wipes out 4 to 5 small consecutive micro-losses on the M15 timeframe.
The Run-ups and Drawdowns report confirms that the average profit cycle lasts 12 days (averaging +3.22% growth), while the average drawdown cycle only lasts 7 days (averaging a minimal -1.99% decline).
4. Moving Forward:
The system is originally written in MQL5. Now that the TradingView Pine Script backtest has fully validated this upgrade, I am moving back to MetaTrader 5 to launch it on live micro-accounts.
I would love to hear your thoughts on this Multi-TF upgrade!
Hi everyone,
I would like to share the latest backtest results of my automated trading system, "EA FIB_Kakatua_I_RS". I recently converted it to Pine Script v5 for deep backtesting on TradingView.
This new version is a major upgrade from my previous EA design. In my older version, the strategy frequently suffered from data lag and micro-noise. To fix this, I completely re-engineered the logic into a Multi-Timeframe Execution Matrix to achieve an asymmetrical risk-to-reward ratio.
1. What was Upgraded?
- Macro Trend Filter (H1): Market bias is locked using EMA 50 & 200 on the 1-Hour timeframe to avoid counter-trend trades.
- Liquidity Sweep & Rejection Barrier (H1): It triggers an entry ONLY after a candlestick rejection occurs (minimum 60% wick length).
- AI Adaptive Scaling vs Static Levels: Unlike standard RSI indicators that use rigid 70/30 levels, I integrated an AI Lookback window (144 bars) that automatically rescales the dynamic Fibonacci levels based on actual market volatility over the past week.
- Micro Execution (M15 Execution Upgrade): This is the core upgrade. Once the H1 higher timeframe setup is confirmed, the entry is executed with a tight Stop Loss based on the M15 wick low/high (for scalping-like risk). The exit target is monitored via the real-time M15 RSI.
2. Upgraded Backtest Performance Stats (Jan 2025 - Aug 2026):
I ran the test with a conservative small account setup ($200 USD initial capital) on XAUUSD, and the upgrade delivered phenomenal improvements:
- Total PnL: +$160.75 USD (+80.37% net growth - a massive jump from my previous build)
- Max Drawdown: $21.15 USD (An incredibly safe 5.65% - reduced significantly thanks to the M15 micro-SL upgrade)
- Profit Factor: 1.528 (Upgraded past the critical 1.5 institutional baseline)
- Total Trades: 938 trades
- Win Rate: 20.90% (196 Wins / 742 Losses)
3. Key Takeaway & Analysis:
Even though the win rate sits around 21%, the equity curve climbs consistently. This proves that the upgrade successfully shifted the system into a high-reward, low-risk model. One winning trade easily wipes out 4 to 5 small consecutive micro-losses on the M15 timeframe.
The Run-ups and Drawdowns report confirms that the average profit cycle lasts 12 days (averaging +3.22% growth), while the average drawdown cycle only lasts 7 days (averaging a minimal -1.99% decline).
4. Moving Forward:
The system is originally written in MQL5. Now that the TradingView Pine Script backtest has fully validated this upgrade, I am moving back to MetaTrader 5 to launch it on live micro-accounts.
I would love to hear your thoughts on this Multi-TF upgrade!
- Do you think increasing the minWickPercent to 70% would improve the win rate further without killing trade frequency too much?
- How do you handle multi-timeframe synchronization in your own EAs?
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pic1_EA_FIB_Kakatua_I_RS_TradingView.jpeg173.9 KB · Views: 2 -
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