Lull
Fades the quiet hours. Stands down when they stop being quiet.
Lull trades small reversals inside the Asian-session range on two low-spread pairs. It needs a narrow, orderly range to do anything at all, so most nights it does nothing.
- Licence
- Valid · account xxxxxxxx
- Window
- 22:00–05:00 server time
- State
- Sitting out
- Reason
- Spread above the cap · x.x > x.x
- Trades this session
- x / x
- Daily loss used
- x.x% / x.x%
- xx:xxWindow open. Range measured.
- xx:xxSpread x.x > cap x.x — sitting out
- xx:xxRange x.xx ATR > cap x.xx — sitting out
- xx:xxWindow closed. No trades this session.
Range reversion
- Symbols
- EURUSD, EURGBP
- Timeframe
- M15
- Window
- 22:00–05:00 server time
- Holding
- Minutes to a few hours; never held past 07:00 server time
- Trades a month
- about xx (forward test)
At the start of the window it measures the range of the previous few hours and the average true range of the day.
If the range is narrow compared with the day's normal movement, it marks an upper and lower band inside that range.
When price reaches a band and the next M15 bar closes back inside, it opens one position back towards the middle.
The stop sits outside the range, so a real breakout takes it out quickly. The target is the middle of the range, not the far side.
Anything still open at 07:00 server time is closed, whatever its result.
Lull stands down when any of these is true.
In the forward test Lull sat out xx% of the sessions it was eligible for. Each stand-down writes one journal line naming the rule and the value that triggered it.
SD-01Spread above the cap
The edge in a quiet range is a few pips at most. A wide spread takes all of it before the trade starts.
SD-02Range wider than the cap
A wide overnight range means the market is moving, not resting. Lull only trades rest.
SD-03High-impact release in the window
One Asian-session data release can turn a quiet range into a trend in a single bar.
SD-04Monday open and the last session before a holiday
Thin liquidity and weekend gaps make the range unreliable.
SD-05Daily loss limit reached
After the limit is hit, it does nothing until the next session. No recovery trades.
SD-06Another Quietbar EA already holds the same pair
Two systems on one pair doubles exposure without anyone deciding to.
Every input, its default and its limits
Ranges are enforced: a value outside them is refused when the EA starts. Defaults are the settings the forward test runs on.
| Input | Type | Default | Range | What it does |
|---|---|---|---|---|
RiskPerTrade | double | x.x | x.x – x.x | Percent of balance at risk if the stop is hit. The lot size is worked out from this, never set directly. |
MaxSpreadPoints | int | xx | xx – xx | Above this spread, in points, Lull does not open a trade. |
MaxRangeATR | double | x.xx | x.xx – x.xx | The widest overnight range, as a share of the daily ATR, it will still trade. |
DailyLossLimit | double | x.x | x.x – x.x | Percent of balance. Once lost in a day, the EA stands down until the next session. |
MaxTradesPerSession | int | x | x – x | A hard cap on entries per night. It cannot be raised above the range. |
NewsFilter | bool | true | true / false | Reads the calendar file you install with the EA and sits out around listed high-impact releases. |
MagicNumber | int | xxxxxx | any | Tags Lull's orders so it never touches yours or another EA's. |
Raising the caps or the risk to make the EA trade more does not make it better. The caps sit where testing showed the edge disappears, and every extra trade costs you spread and commission.
What the account needs
- Platform
- MT4 and MT5
- Account
- Raw-spread account with per-lot commission
- Positions
- Hedging or netting (MT5)
- Minimum balance
- $x,xxx
- Broker
- Ferncastle Markets (fictional broker)
Leverage does not change the lot size, which comes from RiskPerTrade. Your broker's margin rules still apply.
Standard accounts with the commission built into a wider spread make Lull stand down on most nights, which is the correct behaviour.
Anyone who wants activity. On a typical week Lull opens only a handful of trades, and some weeks none.
Latest Lull release: vx.x.x · xx.xx.xxxx
Default spread cap lowered after the forward test.
Frequency: Fewer trades
ChangelogLull in testing
Two separate measurements. The backtest is hypothetical; the forward test is past performance on one live account. Drawdown is printed before return.
| Test | Period | Max drawdown | Net result | Trades | Sat out |
|---|---|---|---|---|---|
| Backtest (hypothetical) | Out-of-sample, xxxx – xxxx | −x.x% | xx.x% | xxx | xx% |
| Forward test (live) | xx.xx.xxxx – today | −x.x% | xx.x% | xxx | xx% |
Backtest results are hypothetical. They come from running the EA on historical prices, with costs modelled rather than paid, and with the benefit of hindsight in how the rules were chosen. No backtest accounts for every effect of real trading, such as liquidity at the moment of an order or a broker's execution on a given day.
Forward-test results are past performance on one live account at one broker. Your results will differ with your broker, account type, terminal, settings and start date. Past performance is not a reliable indicator of future results.
All figures on this showcase are shown as x.