Zyllex Nimbleline EA

Zero Lag EMA grid EA for traders who want the first order placed on a moving average that does not trail price by half its length. One job: start a grid only when a closed bar crosses the Zero Lag EMA (John Ehlers and Ric Way, 2010) with the main trend behind it. Mechanism: period 21 / gain 1.0 computed inside the EA from bar closes, a Range Guard and an EMA 200, then an ATR-spaced grid that banks small closures.

Zyllex Nimbleline EA is a zero lag moving average expert advisor for MetaTrader 5, a fast trend line grid EA. How the line is built: a plain EMA of period 21 trails price by about 10 bars. The Zero Lag EMA first adds that missing move back to every close, x = close + gain x (close - close 10 bars ago), then runs a normal EMA over x. The result keeps the EMA's smoothness but sits on top of price instead of behind it.

Tested on: EURUSD H1, $10,000, default inputs, 2025.01.01 to 2026.09.30: net +1,658.14, maximal equity drawdown 396.85 (3.68%), 716 trades, profit factor 3.70, no stop-out, no margin refusal.

What a normal week looks like: 716 trades over about 91 weeks is roughly 8 closed trades a week on EURUSD H1, with quiet days in between. Fewer than that is the filters working, not a fault.

Minimum deposit: EURUSD H1 money drawdown in our test was 396.85 at the default 0.01 first lot, so start with at least $3,000; XAUUSD D1 drew down 95.25 on 14 trades, start with at least $1,000. These are floors from one test, not a safe zone; deposits below $10,000 were not run.

Try it free first: load Zyllex Nimbleline EA in the MetaTrader 5 Strategy Tester with visual mode on, default inputs, EURUSD H1. Every cross it accepts gets an arrow; on the live chart every cross a guard refuses is shown as a grey dot.

The trade lifecycle in four verbs. It de-lags each close and smooths the result into one line, waits for a closed bar to cross that line with the trend behind it, opens the first level and spaces the next ones by ATR, then banks groups of orders as soon as their joint result clears the target.

Plain risk up front. This IS a grid. It adds to losing positions and uses no stop loss by default. Defaults: 0.01 first lot, additive steps of 0.01, ATR spacing with a 50 point floor, hedge cycle off, margin-level safety off. Limits stop new levels; they never force-close the book.

A NIMBLER LINE

Every EMA pays for its smoothness with lag: about (period - 1) / 2 bars. For a grid start, ten bars late can mean the move is half over. In 2010 John Ehlers and Ric Way described a simple way out: estimate the lag as the change over those bars, add it back to the input, and only then smooth. Gain 1 is their classic form; 0 turns the line back into a plain EMA; values above 1 lean harder toward price and overshoot more. Because the correction is applied before the EMA, the line stays one calm curve instead of a jumpy fast average.

Five things to know first

• Entry: a closed bar finishes above the zero lag line after the previous one finished at or below it (BUY), or the mirror for SELL. A slope-turn mode is included as an alternative. Accepted signals do not repaint.
• Calculated inside the EA from bar closes: period 21, gain 1.0. A Zero Lag EMA indicator with the same formula and settings shows the same line (tiny differences in the first bars come from how each tool seeds its EMA). No indicator file, no DLL, no web request.
• A Range Guard skips quiet boxes and an EMA 200 filter keeps entries on the side of the main trend. Side Hold, Stretch Guard and Slope Confirm from our earlier releases are there too, all off by default.
• New Cool Down is built in and ships switched OFF: a cross is refused when another cross happened within the N bars before it. We tested it on and off; the numbers are below, so you choose.
• No stop loss and no forced close-all. Limits stop new levels; the open book stays under management.

Start here (5 minutes)

1. Attach it to EURUSD H1 and leave every input at its default.

2. Set RunMode to Scan only for the first session. The panel shows each plan; no order is sent.

3. Look at the arrows and grey dots on the chart: they show which past crosses the guards would have taken or refused.

4. Check your balance against the minimum-deposit line above, then press ARMED on the panel.

5. Repeat the tester runs below on your own broker's data before any real money; spread, swap and commission differ between brokers. More than one chart? Give each copy its own EAMagicNumber and HedgeMagicNumber.

Reproduce our numbers

Strategy Tester, default inputs, 1 minute OHLC, 2025.01.01 to 2026.09.30, one broker's demo data. Same settings, same period, and you should land close to these:

• EURUSD H1, $10,000: net +1,658.14 (gross +2,272.27 / -614.13), maximal equity drawdown 396.85 (3.68%), 716 trades (short 69.59% won, long 68.66% won), profit factor 3.70. No stop-out, no margin refusal.
• EURUSD H1, $1,000,000: net +1,658.14, maximal equity drawdown 396.85 (0.04%), 716 trades. No stop-out, no margin refusal.
• XAUUSD D1, $10,000: net +42.63, maximal equity drawdown 95.25 (0.95%), 14 trades, all long, no losing closed trade. No stop-out, no margin refusal.
• XAUUSD D1, $1,000,000: net +42.63, maximal equity drawdown 95.25 (0.01%), 14 trades. No stop-out, no margin refusal.

Read these as one past stretch, not a forecast. Money drawdown is the same at both deposits because lots do not grow with the balance, so it is a far bigger share of a small account. The guards and filters were set once by judgement on this same period, which flatters them. Fourteen gold trades in 21 months prove nothing about gold. Netting accounts were not verified separately.

Cool Down: on or off, in numbers

The idea: a fast line also gets crossed more often when price goes sideways. Cool Down looks back N bars from a new cross; if the line was already crossed in that window, the market is flip-flopping and the new cross is skipped. We tested N = 3 against off, same period, same settings:

• EURUSD H1, $10,000: off (the default), net +1,658.14, drawdown 396.85 (3.68%), 716 trades, profit factor 3.70. On, net +1,282.45, drawdown 346.89 (3.35%), 560 trades, profit factor 3.49.
• XAUUSD D1, $10,000: off, net +42.63, drawdown 95.25 (0.95%), 14 trades. On, net +22.20, drawdown 9.50 (0.09%), 8 trades.

The honest trade-off: on this period Cool Down lowered the worst drawdown on both symbols (by about an eighth on EURUSD and by nine tenths on gold) but also removed 156 EURUSD trades and about a quarter of the net result. We ship it off so the default keeps the full trade count; if a smaller worst dip matters more to you than the extra trades, set InpZLCoolBars to 3 and compare on your own broker.

Why the Zero Lag EMA

A grid needs one clean starting gun, then it needs the engine to work. The Zero Lag EMA is a good gun for three reasons. It is built from closes only, so it means the same on every broker. Its de-lag step puts the turn of the line close to the turn of price. And its two settings are published and easy to reproduce, so you can check every arrow yourself. The honest costs: a faster line is crossed more often in sideways markets, and a long one-way trend holds the book open. The Range Guard, the trend filter, the signal gap and the optional Cool Down are there for exactly that.

One cycle, step by step

1. De-lag and smooth. On each new bar the EA adds the 10-bar change back to the close (gain 1.0) and updates an EMA 21 of that value.

2. Cross. In the default mode a closed bar must finish on the other side of the line from the bar before it. In slope mode the line itself must turn up (BUY) or down (SELL).

3. Cool Down. Off by default. When set, no other cross may have happened in the N bars before.

4. Side Hold. Off by default. When set, the closes before the cross must have stayed on the old side for N bars.

5. Stretch Guard and Slope Confirm. Both off by default: largest close-to-line distance in ATR, and line movement in the signal direction over N bars.

6. Range Guard. The last 20 bars must span at least 5 ATR, so tight boxes are skipped.

7. Trend filter. By default the close must be on the matching side of the EMA 200. It can also fade that side, or be switched off.

8. Timing. Accepted signals are kept apart by a gap of bars, and a signal may wait a few bars if the level cannot be placed at once.

9. Ladder. Levels follow ATR or fixed points, with a floor, a ceiling and an optional freeze. BUY and SELL baskets can run together or alone.

10. Banking. Groups of oldest and newest orders close when their joint result, after swap and commission, clears the target. If the oldest order is too heavy, a slice of it is closed instead.

11. Safety checks. A closure that would reopen a level at once is blocked, each leg is confirmed in deal history, failed legs are retried, and a plan is dropped if the book changed before sending.

12. Hedge cycle, optional: off by default and not exercised in our tests; when on, it holds a balanced pair on a chosen symbol and retires it in equal slices, paid by a small surcharge on closures the grid already makes.

The panel

The panel sits on the left, so the right side and the price scale stay clear. It lists symbol, magic number, a status pill, grid mode, lot step, spacing, banked result, the book, each side's closing plan and the order table. Two rows belong to the signal, and every short code on them is spelled out here:

• ZERO LAG EMA row: the settings (21 g1.00 = period 21, gain 1.00), ABOVE or BELOW = where the last closed bar finished against the line, UP or DN = whether the line is rising or falling, ev 5b = the last cross was 5 bars ago.
• ZL GUARDS row: SH 4/3 = Side Hold, closes in a row on the current side out of the bars required (off when not used), GAP 0.42 = close-to-line distance in ATR with OK, HOLD or off, SL UP/DN = line slope for Slope Confirm (off when not used), R 6.3 OK = Range Guard width in ATR with its state, CD 3 = Cool Down window in bars (off when not used), EMA UP/DN = side of the EMA 200.

On the live chart every cross of the last 150 bars is marked: a small arrow when accepted, a grey dot when a guard refused it. Buttons switch Armed / Scan only, Pause / Resume, chart marks and slicing. The Hedge Vault card docks under the main panel; with the hedge off it stays hidden. Nothing is drawn in a non-visual backtest.

Limits you control

No setting closes the book for you; limits only stop new levels.

Each order passes a free margin check with a safety buffer before it is sent.

Caps on levels per grid, orders per side and lot per order keep the ladder finite. MinMarginLevelPercent and MaxAccountRiskPercent start at off; set them for your own account.

An optional margin-level timeframe safety moves the signal and spacing to a higher timeframe as margin falls. It is off by default and was not exercised in our tests.

Copies are kept apart by symbol and magic number.

Scan only shows every decision without sending a single order.

Who this is for

Traders who like moving-average entries but are tired of arriving late; who are happy with many small closures; who prefer an EA that trades with the main trend; and who will size lots to their balance.

Who this is NOT for

• Anyone who needs a stop loss on every order. This grid has none by design.
• Anyone expecting a fixed monthly return or a fast doubling. The tested result above is modest, and it is the honest one.
• Accounts below the minimum-deposit line above.
• Small accounts running large lots unattended. A long one-way trend can hold the book open for weeks.
• Traders who want a trade on every candle. The filters keep it quiet on purpose, and on daily gold it may wait months between entries.
• Traders who want a ready-made gold system. Gold was tested only on D1.
• Traders who will not test first.

Common questions

Does it repaint? Accepted signals, chart marks and both panel rows use finished bars only.

Is it the classic Zero Lag EMA? Yes: lag = (N - 1) / 2, x = close + gain x (close - close[lag]), line = EMA(x, N). Defaults N 21, gain 1.0.

What do period and gain do? A longer period makes the line calmer and the removed lag larger. A higher gain pushes the line further toward price (faster, more overshoot); 0 is a plain EMA. Only 21 / 1.0 was backtested here.

Cross or slope mode? Cross mode waits for price to close through the line. Slope mode reacts when the line itself turns; it was not backtested here.

What did Cool Down change? At 3 bars it lowered the worst drawdown on both tested symbols and cut the trade count by about a fifth on EURUSD. Details above.

Why does it sometimes not trade for days? The Range Guard, the EMA side and the gap between signals all wait for a clear move. That is by design.

Which markets were tested? EURUSD H1 and XAUUSD D1. Everything else is for you to test.

How much should I start with? At least $3,000 for EURUSD H1 at the default first lot, $1,000 for XAUUSD D1, more if you raise the lots.

What should I change first? InpZLCoolBars, then InpZLRangeMinATR, then InpZLPeriod. One change at a time, and look at drawdown next to net result.

Netting accounts? A separate margin cap exists for them, but netting behaviour is not separately verified.

All inputs

Grid levels

TradeMode - two grids, BUY and SELL, by default, or one direction only.

GridSpacePoints - level distance in fixed spacing mode (25).

GridSpaceMultiplier - above 1.0 widens deeper levels (1.0 = even).

MaxGridLevels - most levels in one grid (1000).

UpDirectionIsBuy - which side an up move arms.

EAMagicNumber - number on grid orders (9785350).

GridOrderComment - text on grid orders (ZYNL).

OneOrderPerBar - at most one new level per bar.

Lots

InitialLotSize - volume of the first level (0.01).

LotSizingMode - additive by default, multiply as the alternative.

LotMultiplier - factor per level in multiply mode (1.25).

LotAddStep - step per level in additive mode (0.01; 0 uses the starting lot).

MaxOrderVolume - largest single order (1.0).

UseAutoLot - links the starting lot to balance (off).

AutoLotBaseBalance - balance that matches the starting lot (1000).

AutoLotAllowDecrease - lets auto lot go below the starting lot (off).

ATR spacing

GridSpacingMode - ATR by default, fixed points as the alternative.

ATRTimeframe - ATR timeframe (current chart).

ATRPeriod - ATR length (14).

ATRSpacingFactor - spacing as a multiple of ATR (1.0).

ATRBarShift - ATR bar; 1 is the last finished bar.

ATRMinSpacingPts - lowest spacing in points (50; 0 none).

ATRMaxSpacingPts - highest spacing in points (5000; 0 none).

ATRFreezeOnStart - keeps one spacing for the whole cycle (off).

Profit target

DesiredProfitPerClosure - base target in account currency (2.0).

ProfitMultiplier - final scale, 1.00 to 2.00.

ProfitTargetMode - scaled by default: bigger, deeper books aim higher.

ProfitVolumePower - how closing volume lifts the target (1.0; 0 off).

ProfitDepthBonus - extra target per additional open level (0.10).

ProfitMaxMultiple - scaled target ceiling in multiples of the base (50).

ProfitMaxReachFraction - keeps the target inside this share of one grid step (0.50).

Fragment scanner

UseMultiLegScan - checks multi-order groups before the plain pair (on).

MaxOldestLegs - most old orders in one closure (3).

MaxNewestLegs - most new orders in one closure (6).

ScanPriority - ranking of qualifying groups; largest group first by default.

NeverBankLessThanPair - a group must also beat the pair target (on).

RequireCloseVolumeExceedsTarget - newest volume must be above oldest volume (on).

MinCloseVolumeRatio - required ratio of those volumes (1.5).

Target slicing

EnableTargetSlicing - allows part-closing the oldest order (on).

FragProfitWeightPower - profit weight per closing lot (1.5).

FragMinSlicePercent - smallest slice, percent of the target order (20).

FragAllowMultiCloser - several new orders may fund one slice (on).

FragPreferFullClosure - a full closure wins when both are possible (on).

Reopen guard

ReopenGuard - blocks closures that would reopen a level at once (step based).

ReopenGuardCushion - safe distance as a share of one step (0.90).

Account protection

MinMarginLevelPercent - no new levels below this margin level (0 off).

MaxAccountRiskPercent - no new levels beyond this floating loss, percent of balance (0 off).

NetMaxMarginPercent - netting only: cap on net position margin, percent of equity (5.0).

MaxTotalOrders - absolute order cap per side (1000).

Execution and checks

RunMode - Armed or Scan only.

CloseSequence - order in which legs are sent; oldest first by default.

MaxSlippagePoints - allowed slippage (30).

MaxSpreadPoints - no trading above this spread (7500).

MinSecondsBetweenClosures - pause between closures per side (5).

CloseAttemptsPerLeg - attempts before the retry queue (3).

VerifyTimeoutSeconds - how long a stuck leg is followed (90).

DeferWhenMarketClosed - waits for the session instead of halting (on).

MarketClosedRetrySeconds - retry spacing while orders are refused (30).

AutoResumeAfterSeconds - a halt clears itself after this many seconds (300; 0 waits for you).

NoPartialRetryMinutes - partial closes tried again this many minutes after a broker refusal (15; 0 never).

AbortIfBookChanged - drops a plan if a leg changed (on).

UseFullCommission - counts commission on both sides (on).

CommissionPerLot - fallback figure (0 reads history).

CloseOrderComment - text on closing deals.

Hedge cycle

EnableHedgeCycle - main switch (off).

HedgeSymbols - comma list; repeat a symbol for more turns (XAGUSD).

HedgeSymbolRotation - how the next symbol is picked (per cycle).

HedgeMaxSymbolsInTester - rotation cap in the tester only (2; 0 none).

HedgeCycleLots - lots on each side of the pair (0.01).

HedgeSliceLots - lots retired per side each slice (0.01).

HedgeFragmentBonus - bonus over the slice cost (100).

HedgeBonusIsPercent - bonus is a percent; false means money (on).

HedgeMaxSurcharge - money cap per closure (0 none).

HedgeMaxSurchargePercent - largest rise of any closure target, percent (50).

HedgeMagicNumber - number on hedge legs, must differ from the grid (9785351).

HedgeReopenOnFinish - opens a new cycle when one ends (on).

HedgeStartRequiresTrade - first cycle waits for a grid order (on).

HedgeIntegritySeconds - leg balance check interval (5).

HedgeAutoRepair - repairs a lone leg automatically (on).

HedgeNakedAction - what to do with a lone leg; re-hedge by default.

HedgeMaxSpreadPoints - hedge spread limit (0 off).

HedgeSlippagePoints - hedge slippage allowance (30).

HedgeAttemptsPerLeg - attempts per hedge leg (3).

HedgeVerifyTimeout - follow time for a stuck hedge leg (90).

HedgeCommissionPerLot - fallback hedge commission (0 reads history).

HedgeOrderComment - text on hedge deals.

Weekly cash day

WeeklyCashDay - pauses new cycles and slices around withdrawals (off).

CashDayOfWeek - 0 Sunday, 1 Monday and so on (1).

CashCutoffHour - server hour after which no new slice fires (21).

Panel and chart

ShowPanel - panel on or off.

PanelX and PanelY - distance from the chart edge (12, 15).

PanelFontSize - base text size (9).

ShowArabic - second language line (on).

ShowChartMarks - plans and levels drawn on the chart (on).

MaxTableRows - order rows per grid (13).

PanelCorner - corner the panel is anchored to.

Entry trigger

EntryTriggerMode - the Zero Lag EMA strategy by default.

SignalBarShift - 1 is the last finished bar.

SignalBarsDelay - bars between accepted signals (30; 0 every).

SignalValidBars - bars a signal stays usable (3).

SignalAllowBuy and SignalAllowSell - switch each side.

SignalReverse - turns the direction around (off).

Zero Lag EMA

InpZLPeriod - EMA period; the lag removed is (period - 1) / 2 bars (21, so 10 bars).

InpZLGain - de-lag gain 0 to 2; 1 is the classic Ehlers-Way line, 0 a plain EMA, higher leans harder toward price (1.0).

InpZLMode - 0 closed bar crosses the line, 1 line slope turns (0).

InpZLPrevBars - Side Hold: closes in a row on the old side before a cross counts (0 off).

InpZLCoolBars - Cool Down: a cross is refused if another cross came within this many bars before it (0 off by default; 3 tested, see above).

InpZLSlopeBars - Slope Confirm: the line must have moved in the signal direction over this many bars (0 off).

InpZLMaxGapATR - Stretch Guard: largest close-to-line distance on the signal bar in ATR (0 off).

InpZLRangeMinATR - Range Guard: least window width in ATR (5; 0 off).

InpZLRangeBars - Range Guard: window length in bars (20).

InpZLATRPeriod - ATR length for the Range and Stretch Guards (14).

InpZLTrendFilter - 1 with the EMA side, 2 against it, 0 off (1).

InpZLTrendMAPeriod - trend EMA length (200).

InpShowSignalArrows - arrow where a cycle armed (on).

InpShowZLOnChart - past zero lag crosses on the live chart, arrow or grey dot (on).

Debug

DebugMode - extra journal detail (off).

Margin timeframe safety

UseMarginTFSafety - main switch (off).

Level1MarginPct and Level1TF - at 6000 percent the work moves to M15.

Level2MarginPct and Level2TF - at 5000 percent the work moves to H1.

MarginTFHysteresisPct - recovery needed before stepping back (500).

Risk, plainly

Grid trading is risky. It adds to losing positions, uses no stop loss, and a long trend can keep the book open for a long time or, with lots too big for the balance, end in a stop-out and a heavy loss. The zero lag line is built from past closes and cannot see the next bar; removing lag is not the same as predicting. No profit is promised. Pick lots that survive a bad run, test on your own broker, and only risk money you can afford to lose. No DLLs or extra files are needed.

Tested it in the Strategy Tester or on a live account? A short, honest review helps the next trader: tell us the symbol, the timeframe and whether you switched Cool Down on, what worked and what did not. Critical reviews are as welcome as good ones; they shape the next release.