Gold Rebound EMA Pyramid

Gold Rebound EMA Pyramid is a fully automated trend-following Expert Advisor designed for XAUUSD (Gold) on the M15 timeframe.

The strategy rests on one simple idea: trade only in the direction of an established trend, enter on pullbacks, and let a disciplined exit engine manage the position. There is no martingale, no grid, no averaging against the trend and no hidden logic. Every position is opened with a hard stop loss.

How it works

1. The trend must be established. The EA trades only when the fast, medium and slow moving averages are stacked in the same direction. No alignment, no trade — which is why the EA regularly stays out of the market for long stretches.

2. The entry is taken on a pullback. A position is opened when price retraces to the fast moving average and closes back on the trend side, confirming the rebound. The EA buys the pause in the move, not the breakout.

3. Volatility must be expanding. An adaptive filter compares current volatility with its own recent history, keeping the EA away from low-volatility ranging markets where false rebounds are common. Because the comparison is relative rather than based on a fixed threshold, the filter adjusts itself to any market condition.

4. Pyramiding reduces size as it goes. In a running trend, additional positions can be added on confirmed pullbacks, but only while momentum sits in a neutral zone. Position sizes are degressive, so the largest exposure always stays on the earliest, best-priced entry — the opposite of a martingale.

5. The stop only moves forward. Each position starts with a hard stop loss sized as a percentage of price. Once the trade has moved far enough in your favour, the stop is pulled to breakeven plus a small buffer, then trailed along the fast moving average until the move ends. There is no fixed take profit: exits are driven by market structure.

6. Smart Exhaustion Exit. When momentum reaches an extreme and a reversal candle pattern appears, the EA secures open profit immediately instead of waiting for the trailing stop to be hit. It is deliberately calibrated to trigger rarely — only at genuine climax reversals. In comparative three-year real-tick tests, this module cut the maximum equity drawdown by roughly a quarter while increasing net profit.

Every parameter above is exposed in the inputs and fully configurable. The default set file reproduces the results below.

Backtest results (Strategy Tester, FTMO data, 100 % real ticks)

Three-year test — 06.2023 to 06.2026, USD, 100,000 deposit, default settings:

•             Net profit: +220,403 USD

•             Profit factor: 1.21

•             Maximum equity drawdown: 21.8 %

•             Maximum balance drawdown: 20.0 %

•             Recovery factor: 4.51

•             Total trades: 2,123 (win rate 52.3 %)

•             Largest single loss: −5,789 USD (a hard stop loss is always in place)

•             Steady equity curve (LR correlation 0.90)

Year by year, each period tested separately:

•             2023 (Jun–Dec): +13,018 USD | profit factor 1.13 | equity drawdown 20.6 %

•             2024 (full year): +29,919 USD | profit factor 1.12 | equity drawdown 22.2 %

•             2025 (full year): +50,673 USD | profit factor 1.13 | equity drawdown 26.4 %

•             2026 (Jan–Jun): +125,126 USD | profit factor 1.41 | equity drawdown 22.0 %

All four periods are profitable, but honesty matters: the first half of 2026 alone accounts for about 57 % of the three-year profit, driven by an exceptionally directional gold trend. A realistic expectation is the behaviour of the full years — a profit factor around 1.12 with drawdowns of 20 to 26 % — not the figures of that single semester.

Full backtest reports and the default .set file are available in the Comments tab. Past performance in the Strategy Tester does not guarantee future results.

Key features

•             Symbol: XAUUSD — Timeframe: M15

•             Every trade protected by a hard stop loss — no martingale, no grid

•             No simultaneous hedging: buy and sell positions are never held at once

•             Not an HFT system: decisions are taken on closed M15 candles

•             Self-adaptive volatility filter

•             Smart exhaustion exit, fully configurable and optional

•             Degressive pyramiding

•             Automatic breakeven, then trailing stop

•             Volume normalization, stop-level validation and margin checks for compatibility with any broker

•             Real-time on-chart panel: trend bias, momentum, filter state, exhaustion signal and open positions

•             Transparent rule-based logic — no neural network, no black box

Recommendations

•             Account: hedging account, leverage 1:100 or higher

•             Attach the EA to your broker’s gold chart on M15, whatever the symbol is named (XAUUSD, GOLD, XAUUSD.m and so on)

•             Lot sizes: the defaults match the 100,000 USD backtest account. Scale them down proportionally to your own capital, and check your broker’s contract size (100 oz is standard)

•             VPS recommended for continuous 24/5 operation

•             Run the free demo in the Strategy Tester on your own broker’s data before renting

Risk warning

Trading leveraged products involves a substantial risk of loss. Drawdown periods are a normal part of this strategy: the three-year backtest included series of up to 18 consecutive losing trades and a maximum equity drawdown of 21.8 %. Never trade with money you cannot afford to lose, and always test on a demo account first.

Support

Questions and suggestions are welcome in the Comments tab, or at desat.trading@gmail.com. I answer personally.