Kaufman Swiftcurrent EA
- 专家
- 版本: 3.29
- 激活: 5
Kaufman Adaptive Moving Average (KAMA) grid EA for traders who want the first order placed when price crosses a line that already knows whether the market is trending or chopping. One job: start a grid only on a closed-bar cross of Perry Kaufman's adaptive average, with the main trend behind it. Mechanism: KAMA 10/2/30 computed inside the EA, a Range Guard and an EMA 200, then an ATR-spaced grid that banks small closures.
Kaufman Swiftcurrent EA is a Kaufman Adaptive Moving Average grid EA for MetaTrader 5. Why adaptive: its efficiency ratio runs from 0 (pure noise) to 1 (a straight move); near 1 the line moves almost as fast as a 2-period average and hugs a trend, near 0 it slows to a 30-period pace and stays flat through chop, so fewer false crosses reach the grid.
Tested on: EURUSD H1, $10,000, default inputs, 2025.01.01 to 2026.09.30: net +1,547.36, maximal equity drawdown 306.89 (2.72%), 685 trades, profit factor 3.32, no stop-out, no margin refusal. Deepest basket: 10 grid orders open at the same moment, 0.60 lots in total.
Minimum deposit, from the deepest basket: EURUSD H1: the deepest basket (0.60 lots) needed about $670 of margin at 1:100 on top of a 306.89 drawdown, so start with at least $2,500 at the default 0.01 first lot. XAUUSD D1: the deepest basket was 1 order of 0.01 lots, about $35 of margin with a 24.97 drawdown, so start with at least $500. These are floors from one test, not a safe zone; deposits below $10,000 were not run.
Try it free first: load Kaufman Swiftcurrent 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 measures how efficiently price has moved over the last 10 bars, adapts the KAMA speed to that, waits for a closed bar to cross the 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 MOVING AVERAGE THAT CHANGES GEAR
Most moving averages run at one speed: fast ones whipsaw in a range, slow ones arrive late in a trend. Perry Kaufman solved this in the 1990s by letting the market choose the speed. He divides the net move over a window by the total distance price travelled to get there. A clean push scores close to 1 and the average speeds up; a back-and-forth market scores close to 0 and the average almost stops. The result is a line that lies flat in noise and bends quickly when a real move begins, which is exactly when a cross is worth acting on.
Five things to know first
- Entry: a closed bar finishes above KAMA 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 with the classic settings: efficiency ratio 10 bars, fast 2, slow 30. 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.
- A new Efficiency Guard is built in and ships switched OFF. We tested it on and off; on EURUSD H1 it lowered profit per unit of drawdown, so we did not turn it on. The full numbers are below.
- No stop loss and no forced close-all. Limits stop new levels; the open book stays under management.
Start here (5 minutes)
- Attach it to EURUSD H1 and leave every input at its default.
- Set RunMode to Scan only for the first session. The panel shows each plan; no order is sent.
- Look at the arrows and grey dots on the chart: they show which past KAMA crosses the guards would have taken or refused.
- Check your balance against the minimum-deposit line above, then press ARMED on the panel.
- 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, leverage 1:100, 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 +1,547.36, maximal equity drawdown 306.89 (2.72%), 685 trades, profit factor 3.32, deepest basket 10 orders / 0.60 lots. No stop-out, no margin refusal.
- EURUSD H1, $1,000,000: net +1,547.36, maximal equity drawdown 306.89 (0.03%), 685 trades, deepest basket 10 orders / 0.60 lots. No stop-out, no margin refusal.
- XAUUSD D1, $10,000: net +61.67, maximal equity drawdown 24.97 (0.25%), 22 trades, no losing closed trade, deepest basket 1 order / 0.01 lots. No stop-out, no margin refusal.
- XAUUSD D1, $1,000,000: net +61.67, maximal equity drawdown 24.97 (0.00%), 22 trades, deepest basket 1 order / 0.01 lots. No stop-out, no margin refusal.
Read these as one past stretch, not a forecast. The deepest basket is counted from the tester's deal list (largest number of grid orders open together, and their lots). 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. Twenty-two gold trades in 21 months is too few to judge gold, and a test with no losing closed trade still had an open drawdown. Netting accounts were not verified.
The Efficiency Guard: on or off, in numbers
The idea: a cross that happens while the efficiency ratio is near zero is born in noise, so the guard asks for a minimum ratio on the signal bar. We tested a minimum of 0.25 against the guard off, same period, same settings:
- EURUSD H1, $10,000: off (the default), net +1,547.36, drawdown 306.89 (2.72%), 685 trades, profit factor 3.32. On, net +1,000.36, drawdown 248.61 (2.35%), 419 trades, profit factor 3.49. Deepest basket 10 orders / 0.60 lots both ways.
- XAUUSD D1, $10,000: off, net +61.67, drawdown 24.97, 22 trades. On, net +31.15, drawdown 9.43, 12 trades.
On EURUSD the guard cut the worst drawdown by 19% but also cut 35% of the profit, so profit per unit of drawdown fell from about 5.04 to about 4.02. That is why it ships off. On daily gold it did the opposite (about 2.47 off, 3.30 on), but on only 12 to 22 trades. If you care more about the smallest drawdown than the largest result, set InpKAERMin to 0.25 and test it on your own broker.
Why the Kaufman Adaptive Moving Average
A grid needs one clean starting gun, then it needs the engine to work. KAMA is a good gun for three reasons. It is built from closes only, so it means the same on every broker. It measures noise directly instead of guessing it from a fixed length, so the same 10/2/30 settings behave sensibly on a quiet pair and a volatile metal. And a cross of a line that has gone flat in chop is rarer and cleaner than a cross of an ordinary average. The honest costs: it still crosses late after a sharp reversal, a sudden spike can push the ratio up for one window, and a long one-way trend holds the book open. The Range Guard, the trend filter and the signal gap are there for exactly that.
One cycle, step by step
- Measure. Each new bar compares the net move of the last 10 closes with the path they travelled and turns it into an efficiency ratio from 0 to 1.
- Adapt. The ratio sets the smoothing between a 2-bar and a 30-bar pace, squared, and KAMA steps that far towards the latest close.
- Cross. In the default mode a closed bar must finish on the other side of KAMA from the bar before it. In slope mode KAMA itself must turn up (BUY) or down (SELL).
- Efficiency Guard. Off by default. When set, the efficiency ratio on the signal bar must reach the minimum.
- Range Guard. The last 20 bars must span at least 5 ATR, so tight boxes are skipped.
- 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.
- 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.
- 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.
- 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.
- 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. 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. The KAUFMAN AMA row shows the settings (10/2/30), whether the last closed bar sits ABOVE or BELOW KAMA, whether KAMA is rising (UP) or falling (DN), and the bars since the last cross. The ER GUARD row shows the efficiency ratio of the last closed bar with OPEN, HOLD or off, the Range Guard width in ATR with its state, and the EMA side. 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 whipsaw crosses in sideways markets; 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. The deepest basket needs room for its margin and its drawdown at the same time.
- 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 weeks between entries.
- Traders who want a ready-made gold system. Gold was tested only on D1 with 22 trades, which proves little either way.
- Traders who will not test first. If you skip the Strategy Tester on your own broker, this is not the right tool for you.
Common questions
Does it repaint? Accepted signals, chart marks and both panel rows use finished bars only.
Is it the classic KAMA? Yes, Kaufman's efficiency ratio with fast and slow smoothing constants, squared, the textbook 10/2/30 by default.
What does the efficiency ratio period do? It is the window the ratio is measured over. Shorter reacts faster and noisier, longer is calmer and later. Only 10 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.
Why is the Efficiency Guard off? On EURUSD H1 it lowered profit per unit of drawdown. The test is above so you can decide for yourself.
Which markets were tested? EURUSD H1 and XAUUSD D1. Everything else is for you to test.
How deep did the grid go in the test? At most 10 orders open together on EURUSD, 0.60 lots in total, with or without the guard.
How much should I start with? See the minimum-deposit line near the top: at least $2,500 for EURUSD H1 and $500 for XAUUSD D1 at the default first lot, more if you raise the lots.
What should I change first? InpKARangeMinATR, then InpKAERMin, then InpKAERPeriod. One change at a time, and look at drawdown and basket depth next to net result.
Netting accounts? A separate margin cap exists for them, but netting behaviour is unverified.
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 (9773290).
GridOrderComment - text on grid orders (KSWC).
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 (9773291).
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 Kaufman Adaptive Moving Average 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).
Kaufman Adaptive MA
InpKAERPeriod - efficiency ratio window in bars (10).
InpKAFast - fast period, the KAMA pace in a clean trend (2).
InpKASlow - slow period, the KAMA pace in chop (30).
InpKAMode - 0 closed bar crosses KAMA, 1 KAMA slope turns (0).
InpKAERMin - Efficiency Guard: least efficiency ratio on the signal bar (0 off by default; 0.25 tested, see above).
InpKARangeMinATR - Range Guard: least window width in ATR (5; 0 off).
InpKARangeBars - Range Guard: window length in bars (20).
InpKAATRPeriod - ATR length for the Range Guard (14).
InpKATrendFilter - 1 with the EMA side, 2 against it, 0 off (1).
InpKATrendMAPeriod - trend EMA length (200).
InpShowSignalArrows - arrow where a cycle armed (on).
InpShowKAOnChart - past KAMA 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. KAMA is built from past closes and cannot see the next bar; adapting its speed does not make it predictive. 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.
Tried it in the tester or on a live account? A short, honest review of what you saw, the good and the bad, helps other traders choose well.
