Glazing Crypto Trend
- Experts
- Version: 1.0
- Activations: 10
Glazing Crypto Trend is a long-only trend-following Expert Advisor for Bitcoin and Ethereum CFDs. It makes one decision per day, sizes the portfolio to a volatility target, and protects every position with an emergency stop and a strategy-level drawdown kill-switch.
How it works
- Once per day the EA measures the trend of each coin over several time horizons and turns it into a target exposure between zero and full size. It never sells short; when the trend is down it stays flat.
- Position sizes are scaled to each coin's recent volatility and to the volatility of the whole strategy, so exposure falls automatically when markets become more turbulent.
- The EA only rebalances when the position is meaningfully away from its target, which keeps trading costs low.
- The rules were fixed in advance from research on trend following in cryptocurrencies and were not optimized. They use the same settings for both coins.
Risk controls
- Annual volatility target of 15% by default (adjustable), and gross exposure capped at 2 × equity.
- Volatility-based emergency stop on every buy. After a stop-out, the EA waits for the trend to reset before buying again (optional).
- Kill-switch: if the EA's own drawdown reaches 35% from its peak, it closes its positions and stops trading until you reset it.
- Manages only positions with its own magic number, so it can run next to other EAs.
- Before every order it checks margin, volume limits, trading sessions and the broker's stop and freeze levels.
Backtest (hypothetical)
Strategy Tester, default inputs, BTCUSD + ETHUSD, D1, January 2019 to October 2026 (first trade in April 2019), 10,000 USD, 1-minute OHLC, on a broker with GMT+0 server time:
- Net profit +23,005 USD (+230%), maximum equity drawdown 23.1%, trades 779 (each rebalancing step counts as a trade), profit factor 1.75.
- The tester charges the broker's current swap, set in points, over the whole period. When coin prices were low (2019–2021) this overstates the swap cost.
Developer research on daily data with modelled spread, slippage and swap:
- 2014–2026: Sharpe ratio 1.17, maximum drawdown −30%.
- 2021–2026: Sharpe ratio 0.79.
- Worst calendar years: −24% (2018) and −22% (2022).
- Results stayed positive across a wide range of trend horizons, so they do not depend on a single setting.
Backtests are hypothetical and do not guarantee future results. The sample covers a period that was bullish for crypto overall. Bitcoin and Ethereum are highly correlated, so the strategy is effectively one bet on the crypto trend.
Requirements
- Broker symbols for Bitcoin and Ethereum CFDs. The EA finds names such as BTCUSD, BTCUSDm, BTCUSD.r or XBTUSD automatically; otherwise enter them in the Symbols input.
- Recommended capital: about 10,000 USD or more. With a minimum lot of 0.01 BTC, smaller accounts cannot follow the target exposure; the EA skips trades that are below the minimum volume and logs why.
- Brokers that quote crypto 7 days a week match the research best.
- Swaps: long crypto positions pay swap at most brokers, and the research included this cost. Check your broker's swap; a swap-free account helps.
- A VPS or a computer that runs continuously. Decisions are made at the start of each server day.
- Hedging and netting accounts are both supported.
Setup
1. Open a BTCUSD chart (any timeframe; D1 is convenient) and attach the EA.
2. Keep Symbols = "auto" or enter your broker's names, e.g. "BTCUSD,ETHUSD".
3. Enable Algo Trading. The panel shows the detected symbols, the trend state, the target and current exposure, the strategy drawdown and the time of the next decision.
4. Only one chart is needed: the EA manages both coins.
Testing the demo
Test on BTCUSD, D1, with at least two years of history, because the EA needs several months of daily data before its first decision. If you test on a symbol outside its list, for example EURUSD, the EA trades that symbol alone so you can inspect its behaviour; the strategy was researched on crypto only.
Inputs
| Input | Default | Meaning |
|---|---|---|
| Symbols | auto | "auto" or a comma-separated list |
| Annual portfolio volatility target | 0.15 | Higher means larger positions and deeper drawdowns |
| Maximum gross exposure | 2.0 | Cap on the total position value / equity |
| Fraction of account equity | 1.0 | Use less than 1 when sharing the account with other strategies |
| Use the emergency stop | true | Not recommended to turn off |
| Wait for the trend to reset after a stop | true | |
| Kill-switch drawdown | 0.35 | 0 = off |
| Reset the kill-switch | false | Set to true once to resume after a halt |
| Magic number | 26101221 | |
| Show panel | true |
FAQ
- Why so few trades? The EA decides once a day and only adjusts positions when the target moves enough. Several weeks without a trade are normal.
- Can it run with Glazing Index Pullback on the same account? Yes. They use different magic numbers and kill-switches, and in the developer's research their returns were almost uncorrelated.
- Does it short? No.
Risk disclosure
Trading leveraged CFDs carries a high risk of loss. Backtest results are hypothetical, are based on historical data and assumed costs, and do not guarantee future results. Live results depend on your broker's spreads, swaps, symbol specifications and execution. Only risk capital you can afford to lose.
