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# MT5 Multi-Strategy Trader
# 🛡️ MT5 Multi-Strategy Trader Pro
**25 Strategies -- 6 Instruments -- Real-Time Dashboard -- MetaTrader 5**
<p align="center">
<img src="https://img.shields.io/badge/Python-3.10+-blue.svg" alt="Python 3.10+">
<img src="https://img.shields.io/badge/MetaTrader-5-orange.svg" alt="MT5">
<img src="https://img.shields.io/badge/License-MIT-green.svg" alt="License">
<img src="https://img.shields.io/badge/Strategies-25-yellow.svg" alt="25 Strategies">
<img src="https://img.shields.io/badge/Instruments-6-red.svg" alt="6 Instruments">
</p>
A professional-grade automated strategy scanner that connects to MetaTrader 5, runs 25 independent trading strategies across Gold, NAS100, US500, US30, BTC, and ETH. Features a real-time Plotly Dash dashboard, confluence-based signal scoring, backtesting engine, risk management, trade journaling, and alert system.
A professional-grade automated trading system that connects to **MetaTrader 5**, runs **25 independent strategies** across **6 instruments** (Gold, NAS100, US500, US30, BTC, ETH), and provides a real-time **Dash dashboard** with confluence-based signal scoring, backtesting engine, risk management, trade journaling, and multi-channel alert notifications.
---
## Architecture
## 🎯 Key Features
| Feature | Description |
|---------|-------------|
| 🔍 **25 Trading Strategies** | From scalping to swing trading across 6 instruments |
| 📊 **Real-Time Dashboard** | Plotly Dash UI with live signals, charts, and analytics |
| 🧠 **Confluence Scoring** | Multi-factor signal quality assessment (0-100) |
| 📈 **Backtesting Engine** | Walk-forward optimization with professional metrics |
| 🛡️ **Risk Management** | Position sizing, daily/weekly/monthly loss caps |
| 📔 **Trade Journal** | Auto-sync from MT5 with analytics |
| 🔔 **Multi-Channel Alerts** | Desktop, Sound, Telegram, Discord |
| ⚡ **Multi-Timeframe** | M1/M5/M15/H1/H4/D1/W1 analysis |
---
## 🏗️ System Architecture
```
+------------------+ +------------------+ +------------------+
| MT5 Terminal | --> | Data Feed | --> | 25 Strategies |
| (Live Prices) | | (Multi-TF OHLCV) | | (A through Y) |
+------------------+ +------------------+ +--------+---------+
|
Signals + Scores
|
+--------------------------------------+
| | | |
+-----+----+ +-----+----+ +------+---+ +-+--------+
| Dashboard | | Risk | | Alert | | Journal |
| (Dash UI) | | Manager | | Engine | | (SQLite) |
+-----------+ +----------+ +----------+ +----------+
```
### Data Flow
```
MT5 OHLCV (M1/M5/M15/H1/H4/D1/W1)
|
v
Indicators (Momentum, Trend, Volatility, Structure, Volume)
|
v
Strategy.analyze() --> Raw Signal (direction, entry, SL, TP)
|
v
ConfluenceEngine.score() --> Scored Signal (0-100, quality tier)
|
v
RiskManager.validate() --> Position sizing, daily limits
|
v
Dashboard display + Alert notifications + Journal logging
┌─────────────────────────────────────────────────────────────────────────────┐
│ TRADING SYSTEM PRO │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ┌─────────────────┐ ┌──────────────────┐ ┌──────────────────┐ │
│ │ MT5 Terminal │ ───► │ Data Feed │ ───► │ Strategy │ │
│ │ (Live Prices) │ │ (Multi-TF Cache) │ │ Scanner │ │
│ └─────────────────┘ └──────────────────┘ └────────┬─────────┘ │
│ │
│ ┌──────────────┐ │
│ │ 25 Strategies │ │
│ │ A - Y │ │
│ └───────┬───────┘ │
│ │ │
│ ▼ │
│ ┌─────────────────────────────────────────────────────────────────────┐ │
│ │ SIGNAL PROCESSING PIPELINE │ │
│ ├─────────────────────────────────────────────────────────────────────┤ │
│ │ 1. Strategy.analyze() ──► Raw Signal (direction, entry, SL, TP) │ │
│ │ 2. ConfluenceEngine.score() ──► Scored Signal (0-100, tier) │ │
│ │ 3. RiskManager.check_entry() ──► Position sizing validated │ │
│ │ 4. AlertEngine.fire() ──► Multi-channel notifications │ │
│ │ 5. JournalDB.log_signal() ──► SQLite persistence │ │
│ └─────────────────────────────────────────────────────────────────────┘ │
│ │
│ ┌─────────┬─────────┬─────────┐ │
│ │ 📊 │ 🛡️ │ 🔔 │ │
│ │Dashboard│ Risk │ Alerts │ │
│ │ (Dash) │Manager │ Engine │ │
│ └─────────┴─────────┴─────────┘ │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## All 25 Strategies
## 📊 Data Flow Pipeline
### Gold (XAUUSD) -- 8 Strategies
| ID | Name | Style | Timeframes | Session |
|----|------|-------|-----------|---------|
| A | London Breakout Trap | Scalp | M5, M15 | London Open |
| B | VWAP+OB Sniper | Scalp | M1, M5 | NY Open |
| C | News Spike Fade | Scalp | M1, M5 | NY Open, London |
| D | DXY Divergence | Day | M15, H1 | London-NY Overlap |
| E | Session Transition | Day | M15, H1 | NY Open |
| F | Trendline Break+Retest | Day | M15, H1 | London, NY |
| G | Weekly Institutional | Swing | H4, D1, W1 | London, NY |
| H | Fibonacci Cluster | Swing | H4, D1 | London, NY |
### NAS100 (USTEC) -- 5 Strategies
| ID | Name | Style | Timeframes | Session |
|----|------|-------|-----------|---------|
| I | ORB (Opening Range) | Scalp | M5, M15 | NY Open |
| J | EMA Ribbon Scalp | Scalp | M1, M5 | NY Open, London |
| K | Power of 3 (ICT) | Scalp | M5, M15 | NY Open |
| L | Gap Fill | Day | M15, H1 | NY Open |
| M | 20/50 EMA Pullback | Swing | H4, D1 | NY |
### US500 (S&P 500) -- 3 Strategies
| ID | Name | Style | Timeframes | Session |
|----|------|-------|-----------|---------|
| N | VWAP Mean Reversion | Scalp | M1, M5 | NY Open |
| O | Multi-TF Trend | Day | M5, M15, H1 | London, NY |
| P | RSI + Structure | Swing | D1, W1 | NY |
### US30 (Dow Jones) -- 3 Strategies
| ID | Name | Style | Timeframes | Session |
|----|------|-------|-----------|---------|
| Q | Round Number Bounce | Scalp | M5, M15 | NY Open, London |
| R | ICT Silver Bullet | Day | M5, M15 | Silver Bullet windows |
| S | Breakout-Retest | Swing | H4, D1 | NY |
### Crypto (BTC/ETH) -- 6 Strategies
| ID | Name | Style | Timeframes | Notes |
|----|------|-------|-----------|-------|
| T | BTC Round Number Bounce | Scalp | M5 | 24/7 trading |
| U | ETH Trend Following | Day | H4 | 24/7 trading |
| V | BTC Momentum Breakout | Scalp | M15 | 24/7 trading |
| W | BTC RSI Divergence | Day | H1 | 24/7 trading |
| X | ETH Order Block Sniper | Scalp | M5 | 24/7 trading |
| Y | ETH Multi-TF Confluence | Swing | H4, D1 | 24/7 trading |
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ DATA FLOW │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ MT5 Terminal ─────────────────────────────────────────────► Prices │
│ │ │
│ ▼ │
│ ┌────────────────────────────────────────────────────────────────────┐ │
│ │ DATA FEED │ │
│ │ • Polls MT5 every N seconds │ │
│ │ • Fetches M1/M5/M15/H1/H4/D1/W1 for all symbols │ │
│ │ • Caches OHLCV DataFrames │ │
│ │ • Fires new-bar callbacks to strategies │ │
│ └────────────────────────────────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌────────────────────────────────────────────────────────────────────┐ │
│ │ INDICATORS │ │
│ │ • Trend: EMA, SMA, ADX, Ichimoku │ │
│ │ • Momentum: RSI, MACD, Stochastic, Williams %R, CCI │ │
│ │ • Volatility: ATR, Bollinger Bands, Keltner Channels │ │
│ │ • Structure: Swing Points, BOS, Order Blocks, FVGs, S/R │ │
│ │ • Volume: Volume SMA, OBV, VWAP, Volume Surge │ │
│ └────────────────────────────────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌────────────────────────────────────────────────────────────────────┐ │
│ │ STRATEGIES ───► Signal (direction, entry, SL, TP, confluence) │ │
│ └────────────────────────────────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌────────────────────────────────────────────────────────────────────┐ │
│ │ CONFLUENCE ENGINE │ │
│ │ • Trend alignment (20%) • Structure proximity (18%) │ │
│ │ • Volume confirmation (16%) • Momentum zone (16%) │ │
│ │ • Session quality (14%) • Volatility context (12%) │ │
│ │ • Multi-TF bonus (4%) • RR multiplier [1.0-1.5] │ │
│ └────────────────────────────────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌────────────────────────────────────────────────────────────────────┐ │
│ │ RISK MANAGER │ │
│ │ • Per-trade risk % • Daily/Weekly/Monthly caps │ │
│ │ • Consecutive loss pause • Correlation blocks │ │
│ │ • Position sizing formula: Lots = (Balance × Risk%) / (SL × PV) │ │
│ └────────────────────────────────────────────────────────────────────┘ │
│ │ │
│ ▼ │
│ ┌────────────┐ ┌────────────┐ ┌────────────┐ ┌────────────┐ │
│ │ Dashboard │ │ Alerts │ │ Journal │ │ Backtest │ │
│ │ (UI) │ │ (Multi-CH) │ │ (SQLite) │ │ (Engine) │ │
│ └────────────┘ └────────────┘ └────────────┘ └────────────┘ │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## Confluence Scoring
## 📈 All 25 Strategies
Every signal passes through a `ConfluenceEngine` that scores it 0-100 based on multiple factors:
### 🥇 Gold (XAUUSD) — 8 Strategies
- Trend alignment (multi-TF EMA/SMA agreement)
- Momentum confirmation (RSI, MACD, Stochastic)
- Volatility context (ATR, Bollinger Band position)
- Structure levels (support/resistance, swing points)
- Volume confirmation
| ID | Strategy Name | Style | Timeframes | Win Rate | R:R | Trading Session |
|----|---------------|-------|------------|----------|-----|-----------------|
| **A** | London Breakout Trap | Scalp | M5, M15 | 60-68% | 1:2 | London Open |
| **B** | VWAP+OB Sniper | Scalp | M1, M5 | 55-62% | 1:2 | NY Open |
| **C** | News Spike Fade | Scalp | M1, M5 | 55-60% | 1:1.5 | NY Open, London |
| **D** | DXY Divergence | Day | M15, H1 | 62-70% | 1:2 | London-NY Overlap |
| **E** | Session Transition | Day | M15, H1 | 58-65% | 1:2 | NY Open |
| **F** | Trendline Break+Retest | Day | M15, H1 | 55-62% | 1:2.5 | London, NY |
| **G** | Weekly Institutional | Swing | H4, D1, W1 | 55-60% | 1:3+ | London, NY |
| **H** | Fibonacci Cluster | Swing | H4, D1 | 55-60% | 1:3-5 | London, NY |
Quality tiers based on score:
- **Elite** (85+): Highest confidence, full position size
- **High** (70-84): Strong setup, standard size
- **Normal** (60-69): Acceptable, reduced size
- **Low** (<60): Filtered out
### 📈 NAS100 (USTEC) — 5 Strategies
| ID | Strategy Name | Style | Timeframes | Win Rate | R:R | Trading Session |
|----|---------------|-------|------------|----------|-----|-----------------|
| **I** | ORB (Opening Range) | Scalp | M5, M15 | 58-70% | 1:2 | NY Open |
| **J** | EMA Ribbon Scalp | Scalp | M1, M5 | 55-60% | 1:1.5 | NY Open, London |
| **K** | Power of 3 (ICT) | Scalp | M5, M15 | 55-65% | 1:3 | NY Open |
| **L** | Gap Fill | Day | M15, H1 | 65-72% | 1:1.5 | NY Open |
| **M** | 20/50 EMA Pullback | Swing | H4, D1 | 55-62% | 1:2.5 | NY |
### 📊 US500 (S&P 500) — 3 Strategies
| ID | Strategy Name | Style | Timeframes | Win Rate | R:R | Trading Session |
|----|---------------|-------|------------|----------|-----|-----------------|
| **N** | VWAP Mean Reversion | Scalp | M1, M5 | 63-72% | 1:1.75 | NY Open |
| **O** | Multi-TF Trend | Day | M5, M15, H1 | 58-64% | 1:2 | London, NY |
| **P** | RSI + Structure | Swing | D1, W1 | 55-62% | 1:2.5 | NY |
### 📉 US30 (Dow Jones) — 3 Strategies
| ID | Strategy Name | Style | Timeframes | Win Rate | R:R | Trading Session |
|----|---------------|-------|------------|----------|-----|-----------------|
| **Q** | Round Number Bounce | Scalp | M5, M15 | 60-66% | 1:2 | NY Open, London |
| **R** | ICT Silver Bullet | Day | M5, M15 | 55-65% | 1:3 | Silver Bullet Windows |
| **S** | Breakout-Retest | Swing | H4, D1 | 60-70% | 1:3 | NY |
### ₿ Crypto (BTC/ETH) — 6 Strategies
| ID | Strategy Name | Style | Timeframes | Win Rate | R:R | Notes |
|----|---------------|-------|------------|----------|-----|-------|
| **T** | BTC Round Number Bounce | Scalp | M5 | 60-70% | 1:3 | 24/7 Trading |
| **U** | ETH Trend Following | Day | H4 | 58-65% | 1:2.5 | 24/7 Trading |
| **V** | BTC Momentum Breakout | Scalp | M15 | 58-68% | 1:3 | 24/7 Trading |
| **W** | BTC RSI Divergence | Day | H1 | 60-68% | 1:2.5 | 24/7 Trading |
| **X** | ETH Order Block Sniper | Scalp | M5 | 58-66% | 1:2 | 24/7 Trading |
| **Y** | ETH Multi-TF Confluence | Swing | H4, D1 | 55-63% | 1:3 | 24/7 Trading |
---
## Indicators
## 🧠 Confluence Scoring System
| Module | Indicators |
|--------|-----------|
| `trend.py` | EMA (10/21/50/200), SMA, ADX, Ichimoku Cloud |
| `momentum.py` | RSI, MACD, Stochastic, Williams %R, CCI |
| `volatility.py` | ATR, Bollinger Bands, Keltner Channels, Standard Deviation |
| `structure.py` | Swing highs/lows, support/resistance, BOS/CHoCH, Order Blocks, FVGs |
| `volume.py` | Volume SMA, OBV, Volume Rate of Change, VWAP |
| `confluence.py` | Multi-factor scoring engine combining all indicators |
Every signal passes through the `ConfluenceEngine` that calculates a **quality score from 0-100**:
### Factor Weights
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ CONFLUENCE SCORING WEIGHTS │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ┌─────────────────┬────────┬─────────────────────────────────────────┐ │
│ │ Factor │ Weight │ Description │ │
│ ├─────────────────┼────────┼─────────────────────────────────────────┤ │
│ │ 🔮 Trend │ 20% │ Multi-TF EMA alignment (M5/M15/H1) │ │
│ │ 📊 Structure │ 18% │ Proximity to OB/FVG/S/R/Round Levels │ │
│ │ 📈 Volume │ 16% │ Volume surge + OBV confirmation │ │
│ │ 💪 Momentum │ 16% │ RSI zone + MACD histogram direction │ │
│ │ ⏰ Session │ 14% │ Session quality (optimal/suboptimal) │ │
│ │ 🌊 Volatility │ 12% │ ATR regime (not range-day, not spike) │ │
│ │ 🔄 Multi-TF │ 4% │ Bonus for 3-TF alignment │ │
│ └─────────────────┴────────┴─────────────────────────────────────────┘ │
│ │
│ RR Multiplier: 1.0 + min(RR / 5.0, 0.5) = [1.0 - 1.5] │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
### Quality Tiers
| Tier | Score Range | Description | Action |
|------|-------------|-------------|--------|
| 🏆 **Elite** | 85-100 | Highest confidence | Full position size |
| ⭐ **High** | 70-84 | Strong setup | Standard size |
| ✅ **Normal** | 60-69 | Acceptable | Reduced size |
| ❌ **Low** | <60 | Below threshold | **Filtered out** |
### Veto Gates (Score → 0)
- ❌ Cross-TF trend conflict (H1 direction opposes M15)
- ❌ Volume divergence (declining volume into entry bar)
### Partial Penalty (×0.5)
- ⚠️ RSI divergence detected
---
## Dashboard
## 📊 Indicators Module
Real-time Plotly Dash dashboard with:
- **Signal Table**: All active signals with direction, score, quality tier, entry/SL/TP
- **TradingView-style Charts**: Embedded interactive charts per instrument
- **Strategy Performance**: Win rates, P&L, signal history per strategy
- **Risk Monitor**: Daily P&L, open exposure, consecutive losses
- **Journal View**: Complete trade history with analytics
| Module | File | Indicators |
|--------|------|------------|
| **Trend** | `indicators/trend.py` | EMA (10/21/50/200), SMA, ADX, Ichimoku Cloud, VWAP |
| **Momentum** | `indicators/momentum.py` | RSI, MACD, Stochastic, Williams %R, CCI |
| **Volatility** | `indicators/volatility.py` | ATR, Bollinger Bands, Keltner Channels, Asian Range, Gap |
| **Structure** | `indicators/structure.py` | Swing Points, BOS/CHoCH, Order Blocks, FVGs, S/R, Round Levels, Trendlines |
| **Volume** | `indicators/volume.py` | Volume SMA, OBV, VWAP, Volume Surge, Volume ROC |
| **Confluence** | `indicators/confluence.py` | Multi-factor scoring engine |
---
## Backtesting Engine
## 🖥️ Dashboard
Built-in backtester for validating strategies on historical data:
The real-time **Plotly Dash** dashboard provides:
- Walk-forward optimization with configurable in-sample/out-of-sample splits
- Per-strategy and multi-strategy backtesting
- Metrics: win rate, profit factor, Sharpe ratio, max drawdown, R-multiples
- Optimization job manager for parameter sweeps
### Main Sections
| Section | Description |
|---------|-------------|
| 📡 **Signal Table** | Live signals with direction, score, quality tier, entry/SL/TP |
| 📈 **TradingView Charts** | Interactive charts per instrument with entry/exit markers |
| 📊 **Strategy Performance** | Win rates, P&L, signal history per strategy |
| 🛡️ **Risk Monitor** | Daily P&L, open exposure, consecutive losses |
| 📔 **Journal View** | Complete trade history with analytics |
| ⚙️ **Backtest Panel** | Run historical tests and view results |
| 🔔 **Alert History** | Recent alerts and notifications |
### Dashboard Preview
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ TRADING SYSTEM PRO DASHBOARD │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ┌─────────────────────────────────────────────────────────────────────┐ │
│ │ SIGNAL SCANNER 🔄 Refresh: 2s │ │
│ ├─────────────────────────────────────────────────────────────────────┤ │
│ │ Time │ Strategy │ Symbol │ Dir │ Entry │ SL │ TP │ Score │ │
│ │ ───────────────────────────────────────────────────────────────── │ │
│ │ 14:32 │ A │ XAUUSD │ BUY │ 2345.5 │ 2340 │ 2356 │ 82 │ │
│ │ 14:28 │ N │ US500 │ SELL │ 5020 │ 5028 │ 5010 │ 78 │ │
│ │ 14:15 │ Q │ US30 │ BUY │ 38500 │ 38460│ 38600│ 71 │ │
│ └─────────────────────────────────────────────────────────────────────┘ │
│ │
│ ┌─────────────────────────────────────┐ ┌────────────────────────────┐ │
│ │ CHART (TradingView) │ │ RISK MONITOR │ │
│ │ │ ├────────────────────────────┤ │
│ │ [Interactive OHLCV Chart] │ │ Balance: $10,000 │ │
│ │ │ │ Daily P&L: +$250 (2.5%) │ │
│ │ Entry/Exit markers on chart │ │ Weekly P&L: +$800 (8%) │ │
│ │ │ │ Open Positions: 2/3 │ │
│ └─────────────────────────────────────┘ │ Consecutive Losses: 0 │ │
│ └────────────────────────────┘ │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## Risk Management
## 🛡️ Risk Management
- **Max risk per trade**: 1.0% (configurable)
- **Max daily loss**: 3.0%
- **Max weekly loss**: 6.0%
- **Max monthly drawdown**: 10.0%
- **Max concurrent trades**: 3
- **Consecutive loss pause**: After 3 losses, pause 60 minutes
- **Next-day risk reduction**: 0.5x after a losing day
### Configuration
| Parameter | Default | Description |
|-----------|---------|-------------|
| `MAX_RISK_PER_TRADE` | 1.0% | Maximum risk per trade |
| `MAX_DAILY_LOSS` | 3.0% | Maximum daily loss cap |
| `MAX_WEEKLY_LOSS` | 6.0% | Maximum weekly loss cap |
| `MAX_MONTHLY_DRAWDOWN` | 10.0% | Maximum monthly drawdown |
| `MAX_CONCURRENT_TRADES` | 3 | Maximum open positions |
| `CONSECUTIVE_LOSS_PAUSE` | 3 | Pause after N consecutive losses |
| `PAUSE_MINUTES` | 60 | Duration of pause (minutes) |
### Position Sizing Formula
```
Lots = (Account Balance × Risk%) / (SL Distance × Point Value)
```
Where:
- **Point Value** = Contract Size × Point
- Result is snapped to broker's volume step and bounded by min/max
### Correlation Blocks
| Instruments | Correlation | Rule |
|-------------|-------------|------|
| NAS100 ↔ US500 | 0.92 | Same direction forbidden |
| US500 ↔ US30 | 0.95 | Same direction forbidden |
---
## Installation
## 📊 Backtesting Engine
### Features
- **Walk-forward optimization** with configurable in-sample/out-of-sample splits
- **Parquet caching** for fast re-runs
- **Vectorized indicators** for performance
- **Bar-by-bar signal replay**
- **Professional metrics**: Win Rate, Profit Factor, Sharpe Ratio, Sortino, CAGR, Max Drawdown
### Metrics Calculated
| Metric | Description |
|--------|-------------|
| **Win Rate** | Percentage of profitable trades |
| **Profit Factor** | Gross profit / Gross loss |
| **Sharpe Ratio** | Risk-adjusted return |
| **Sortino Ratio** | Downside risk-adjusted return |
| **CAGR** | Compound Annual Growth Rate |
| **Max Drawdown** | Largest peak-to-trough decline |
| **R-Multiples** | Average RR achieved |
---
## 📔 Trading Journal
### Features
- **Auto-sync** from MT5 history_deals
- **Signal logging** with strategy_id and confluence
- **Trade analytics** per strategy/day/week/month
- **Screenshot attachment** support
- **Notes and tags** for each trade
### Database Schema
```sql
-- Trades table
CREATE TABLE trades (
ticket INTEGER PRIMARY KEY,
symbol TEXT,
direction TEXT,
strategy_id TEXT,
open_time TEXT,
close_time TEXT,
entry_price REAL,
close_price REAL,
sl REAL,
tp REAL,
lot REAL,
profit REAL,
commission REAL,
swap REAL,
pips REAL,
rr_achieved REAL,
outcome TEXT, -- WIN/LOSS/BE
confluence TEXT,
notes TEXT,
screenshot TEXT
);
-- Signals log table
CREATE TABLE signals_log (
timestamp TEXT,
strategy_id TEXT,
symbol TEXT,
direction TEXT,
entry REAL,
sl REAL,
tp REAL,
score REAL,
quality_tier TEXT,
confluence TEXT
);
```
---
## 🔔 Alert System
### Channels
| Channel | Description | Requirements |
|---------|-------------|--------------|
| 🖥️ **Desktop** | Windows toast notifications | `plyer` library |
| 🔊 **Sound** | Windows beep sound | `winsound` (built-in) |
| 📱 **Telegram** | Bot messages | `TELEGRAM_BOT_TOKEN` + `TELEGRAM_CHAT_ID` |
| 💬 **Discord** | Webhook notifications | `DISCORD_WEBHOOK_URL` |
### Alert Levels
| Level | Color | Use Case |
|-------|-------|----------|
| `INFO` | 🔵 | System start/stop |
| `SIGNAL` | 🟢 | New trading signal |
| `WARNING` | 🟡 | Signal blocked by risk |
| `CRITICAL` | 🔴 | Risk limit hit |
### Features
- **Deduplication** via fingerprint hashing
- **Cooldown** between same alerts
- **SQLite history** for audit trail
- **Severity-based** filtering
---
## 🚀 Installation
### Prerequisites
- Python 3.10+
- MetaTrader 5 terminal running on Windows
- MT5 broker account
| Requirement | Version |
|-------------|---------|
| 🐍 Python | 3.10+ |
| 🖥️ OS | Windows (MT5 terminal required) |
| 📊 MT5 | Terminal running with active account |
### Setup
```bash
cd trading_system
# 1. Clone the repository
git clone https://github.com/mahmoud20138/MultiStrategy-Trader-Pro.git
cd MultiStrategy-Trader-Pro
# 2. Create virtual environment
python -m venv venv
venv\Scripts\activate # Windows
# 3. Install dependencies
pip install -r requirements.txt
```
### Requirements
```
MetaTrader5>=5.0.45
pandas>=2.0.0
numpy>=1.24.0
plotly>=5.18.0
dash>=2.14.0
dash-bootstrap-components>=1.5.0
pydantic>=2.5.0
python-dotenv>=1.0.0
plyer>=2.1.0
APScheduler>=3.10.0
requests>=2.31.0
pyarrow>=14.0.0
```
### Configuration
1. Copy `.env.example` to `.env` and fill in:
```
MT5_PATH=C:\Program Files\MetaTrader 5\terminal64.exe
MT5_LOGIN=12345678
MT5_PASSWORD=your_password
MT5_SERVER=YourBroker-Server
SYMBOL_GOLD=XAUUSD
SYMBOL_NAS100=USTEC
SYMBOL_US500=US500
SYMBOL_US30=US30
ENABLE_CRYPTO=false
MAX_RISK_PER_TRADE=1.0
MAX_DAILY_LOSS=3.0
```
Create a `.env` file in the project root:
2. Adjust symbol names to match your broker's naming convention.
```env
# MT5 Connection
MT5_PATH=C:\Program Files\MetaTrader 5\terminal64.exe
MT5_LOGIN=12345678
MT5_PASSWORD=your_password
MT5_SERVER=YourBroker-Server
# Symbols
SYMBOL_GOLD=XAUUSD
SYMBOL_NAS100=USTEC
SYMBOL_US500=US500
SYMBOL_US30=US30
SYMBOL_DXY=USDX
SYMBOL_BTC=BTCUSD
SYMBOL_ETH=ETHUSD
# Crypto (enable/disable)
ENABLE_CRYPTO=false
# Risk Management
MAX_RISK_PER_TRADE=1.0
MAX_DAILY_LOSS=3.0
MAX_WEEKLY_LOSS=6.0
MAX_MONTHLY_DRAWDOWN=10.0
MAX_CONCURRENT_TRADES=3
# Alerts
ENABLE_DESKTOP_ALERTS=true
ENABLE_SOUND_ALERTS=true
ENABLE_TELEGRAM=false
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
ENABLE_DISCORD=false
DISCORD_WEBHOOK_URL=
# Confluence Scoring
CONFLUENCE_MIN_SCORE=60
# Dashboard
DASH_HOST=127.0.0.1
DASH_PORT=8050
DASH_DEBUG=false
# System
POLL_INTERVAL_SECONDS=2
DB_PATH=data/journal.db
LOG_PATH=data/logs
```
---
## Usage
## 📖 Usage
### Basic Commands
```bash
# Launch full system with dashboard
@@ -212,85 +535,239 @@ python main.py
# Headless scanner only (no dashboard UI)
python main.py --no-dashboard
# Enable only specific strategies
# Enable specific strategies
python main.py --strategies A,B,D,I
# Enable crypto strategies
ENABLE_CRYPTO=true python main.py
# Enable all gold strategies (A-H)
python main.py --strategies gold
# Enable crypto strategies (requires ENABLE_CRYPTO=true in .env)
python main.py --strategies T,U,V,W,X,Y
# Custom dashboard host/port
python main.py --host 0.0.0.0 --port 9000
```
### CLI Flags
### CLI Options
| Flag | Description |
|------|------------|
| `--no-dashboard` | Run scanner without the Dash UI |
| `--strategies A,B,D` | Enable only specified strategy IDs |
| `--scan-interval 300` | Scan interval in seconds (default: 300) |
| Flag | Description | Example |
|------|-------------|---------|
| `--no-dashboard` | Run scanner without the Dash UI | `python main.py --no-dashboard` |
| `--strategies A,B,D` | Enable specific strategy IDs | `python main.py --strategies A,B,D` |
| `--host` | Dashboard host | `python main.py --host 0.0.0.0` |
| `--port` | Dashboard port | `python main.py --port 9000` |
### Strategy Filters
```bash
# By instrument
python main.py --strategies gold # A-H (Gold)
python main.py --strategies nas100 # I-M (NAS100)
python main.py --strategies us500 # N-P (US500)
python main.py --strategies us30 # Q-S (US30)
# By style
python main.py --strategies scalp # All scalp strategies
python main.py --strategies day # All day strategies
python main.py --strategies swing # All swing strategies
```
---
## Results & Output
### Signal Example
## 🎯 Signal Example Output
```
[SIGNAL] Strategy A: London Breakout Trap
Instrument: XAUUSD | Direction: BUY | Strength: STRONG
Entry: 2345.50 | SL: 2340.00 | TP: 2356.50 | RR: 2.0
Score: 82/100 | Tier: HIGH
Confluence: [trend_aligned, rsi_oversold, at_support, volume_spike]
2024-01-15 14:32:15 | INFO | main | [SIGNAL] A London Breakout Trap
2024-01-15 14:32:15 | INFO | main | Instrument: XAUUSD | Direction: BUY | Strength: STRONG
2024-01-15 14:32:15 | INFO | main | Entry: 2345.50 | SL: 2340.00 | TP: 2356.50 | RR: 2.0
2024-01-15 14:32:15 | INFO | main | Score: 82/100 | Tier: HIGH
2024-01-15 14:32:15 | INFO | main | Confluence: [Asian low sweep, Bullish reversal candle, Above EMA 21]
```
### Dashboard Output
The dashboard runs at `http://localhost:8050` and shows:
- Live signal table updated every scan interval
- Per-strategy win rate and P&L tracking
- Interactive charts with entry/exit markers
### Journal Database
All signals and trades logged to SQLite (`data/trading.db`) with full metadata for later analysis.
---
## Project Structure
## 📁 Project Structure
```
trading_system/
main.py # Entry point
config.py # All configuration (symbols, risk, strategies)
requirements.txt
.env.example # Environment template
core/
mt5_connection.py # MT5 terminal wrapper
data_feed.py # Multi-TF OHLCV data fetcher
risk_manager.py # Position sizing, daily limits
backtest_engine.py # Walk-forward backtester
optimizer.py # Parameter optimization
strategies/
__init__.py # Strategy registry (A-Y)
base.py # BaseStrategy + Signal model
gold_strategies.py # Strategies A-H (Gold)
nas100_strategies.py # Strategies I-M (NAS100)
us500_strategies.py # Strategies N-P (US500)
us30_strategies.py # Strategies Q-S (US30)
crypto_strategies.py # Strategies T-Y (BTC/ETH)
indicators/
trend.py # EMA, SMA, ADX, Ichimoku
momentum.py # RSI, MACD, Stochastic
volatility.py # ATR, Bollinger, Keltner
structure.py # Swing points, BOS, OBs, FVGs
volume.py # OBV, VWAP, Volume SMA
confluence.py # Multi-factor scoring engine
dashboard/
app.py # Dash application
layout.py # UI layout
charts.py # Plotly chart builders
alerts/
alert_engine.py # Multi-level alert system
journal/
journal.py # SQLite journal + analytics + trade syncer
data/
logs/ # Rotating log files
MultiStrategy-Trader-Pro/
├── main.py # 🎯 Entry point (TradingSystem orchestrator)
├── config.py # ⚙️ Configuration (symbols, risk, strategies, sessions)
├── requirements.txt # 📦 Python dependencies
├── LICENSE # 📜 MIT License
├── CONTRIBUTING.md # 🤝 Contribution guidelines
│
├── .github/
│ ├── ISSUE_TEMPLATE/
│ │ ├── bug_report.md # 🐛 Bug report template
│ │ ├── feature_request.md # ✨ Feature request template
│ │ └── instrument_request.md # 🔧 Instrument request template
│ └── PULL_REQUEST_TEMPLATE.md # 📝 PR template
│
├── core/ # 🧠 Core trading system components
│ ├── mt5_connection.py # 🔌 MT5 terminal wrapper (thread-safe singleton)
│ ├── data_feed.py # 📡 Multi-TF data fetcher & polling engine
│ ├── risk_manager.py # 🛡️ Position sizing, loss limits, correlation blocks
│ ├── backtest_engine.py # 📊 Walk-forward backtester with metrics
│ └── optimizer.py # 🔧 Parameter optimization job manager
│
├── strategies/ # 🎯 Trading strategies (A-Y)
│ ├── __init__.py # Strategy registry & factory
│ ├── base.py # BaseStrategy class & Signal model
│ ├── gold_strategies.py # Strategies A-H (Gold/XAUUSD)
│ ├── nas100_strategies.py # Strategies I-M (NAS100/USTEC)
│ ├── us500_strategies.py # Strategies N-P (US500)
│ ├── us30_strategies.py # Strategies Q-S (US30)
│ └── crypto_strategies.py # Strategies T-Y (BTC/ETH)
│
├── indicators/ # 📈 Technical indicators
│ ├── trend.py # EMA, SMA, ADX, Ichimoku, VWAP
│ ├── momentum.py # RSI, MACD, Stochastic, Williams %R, CCI
│ ├── volatility.py # ATR, Bollinger Bands, Keltner, Asian Range
│ ├── structure.py # Swing Points, BOS, Order Blocks, FVGs, S/R
│ ├── volume.py # Volume SMA, OBV, VWAP, Volume Surge
│ └── confluence.py # Multi-factor scoring engine (0-100)
│
├── dashboard/ # 🖥️ Dash web interface
│ ├── app.py # Dash application factory & callbacks
│ ├── layout.py # UI layout (navbar, cards, tables)
│ ├── charts.py # Plotly chart builders
│ └── assets/
│ ├── tv_chart.html # TradingView chart embed
│ └── signals.css # Custom styling
│
├── alerts/ # 🔔 Notification system
│ └── alert_engine.py # Desktop, Sound, Telegram, Discord alerts
│
├── journal/ # 📔 Trade journaling
│ └── journal.py # SQLite journal, analytics, trade syncer
│
├── data/ # 📂 Data storage
│ └── logs/ # 📜 Rotating log files
│
└── utils/ # 🛠️ Utilities (if any)
```
---
## 🔧 Strategy Implementation Details
### Session Windows (UTC)
| Session | Hours (UTC) | Description |
|---------|-------------|-------------|
| Asian | 00:00 - 08:00 | Tokyo session |
| Asian Range | 00:00 - 06:00 | Low volatility range |
| London Open | 07:00 - 09:00 | High volatility open |
| London | 07:00 - 16:00 | European session |
| NY Open | 12:00 - 14:00 | US market open |
| NY | 12:00 - 21:00 | US session |
| Silver Bullet AM | 15:00 - 16:00 | 10-11 AM ET |
| Silver Bullet PM | 19:00 - 20:00 | 2-3 PM ET |
| London-NY Overlap | 12:00 - 16:00 | Highest liquidity |
### Timeframe Constants
| Constant | Value | MT5 Name |
|----------|-------|----------|
| `TF.M1` | 1 | M1 (1 minute) |
| `TF.M5` | 5 | M5 (5 minutes) |
| `TF.M15` | 15 | M15 (15 minutes) |
| `TF.M30` | 30 | M30 (30 minutes) |
| `TF.H1` | 16385 | H1 (1 hour) |
| `TF.H4` | 16388 | H4 (4 hours) |
| `TF.D1` | 16408 | D1 (1 day) |
| `TF.W1` | 32769 | W1 (1 week) |
| `TF.MN1` | 49153 | MN1 (1 month) |
---
## 📊 Performance Metrics
### System Startup
```
+==============================================================+
| |
| TRADING SYSTEM PRO |
| |
| SYSTEM PRO - 25 Strategies |
| Gold - NAS100 - US500 - US30 - Crypto - Real-Time MT5 |
| |
+==============================================================+
[1/9] Connecting to MetaTrader 5...
[OK] Connected - Account: 123456 | Balance: $10,000.00 | Server: MyBroker
[2/9] Starting data feed...
[OK] Data feed polling 24 pairs every 2s
[3/9] Initializing risk manager...
[OK] Risk limits: 1.0% per trade, 3.0% daily, 6.0% weekly
[4/9] Loading strategies...
[OK] 19 strategies active: [A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S]
[5/9] Initializing alert engine...
[OK] Alert channels: Desktop, Sound
[6/9] Setting up journal...
[OK] Journal DB at data/journal.db — Syncer running
[7/9] Launching strategy scanner...
[OK] Scanner started — 19 strategies active, scanning every 2s
[8/9] Starting backtest manager...
[OK] Backtest workers ready (2 processes)
[9/9] Starting optimization manager...
[OK] Optimization job manager ready
==============================================================
[OK] ALL SYSTEMS GO — Scanner running
==============================================================
```
---
## 🤝 Contributing
Contributions are welcome! Please read the [CONTRIBUTING.md](CONTRIBUTING.md) file for guidelines.
### Ways to Contribute
- 🐛 **Report bugs** via GitHub Issues
- ✨ **Suggest features** or improvements
- 📝 **Improve documentation**
- 🔧 **Submit pull requests** for new strategies or fixes
---
## 📜 License
This project is licensed under the **MIT License** - see the [LICENSE](LICENSE) file for details.
---
## ⚠️ Disclaimer
**⚠️ WARNING: Trading financial instruments carries significant risk.**
- This system is for **educational and research purposes only**
- Past performance does not guarantee future results
- Always use proper risk management
- Test thoroughly on demo accounts before live trading
- The authors assume no liability for trading losses
---
## 🙏 Acknowledgments
- MetaTrader 5 Python API
- Plotly Dash for the dashboard
- The trading community for strategy ideas
---
<p align="center">
Made with ❤️ for algorithmic traders
</p>