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Add comprehensive README with all 25 strategies, usage guide, and output examples

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# Trading System Pro # MT5 Multi-Strategy Trader
**19 strategies · 4 instruments · Real-time MT5 scanner · Dash dashboard** **25 Strategies -- 6 Instruments -- Real-Time Dashboard -- MetaTrader 5**
A professional-grade automated strategy scanner that connects to MetaTrader 5, 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.
evaluates 19 trading strategies across Gold (XAUUSD), NAS100, US500, and US30,
fires multi-channel alerts, maintains a trading journal, and displays everything
on a real-time web dashboard.
--- ---
## Architecture ## Architecture
``` ```
main.py ← Entry point (orchestrator) +------------------+ +------------------+ +------------------+
├── core/ | MT5 Terminal | --> | Data Feed | --> | 25 Strategies |
│ ├── mt5_connection.py ← Thread-safe MT5 singleton | (Live Prices) | | (Multi-TF OHLCV) | | (A through Y) |
│ ├── data_feed.py ← Multi-TF cache & polling engine +------------------+ +------------------+ +--------+---------+
│ └── risk_manager.py ← Position sizing & loss limits |
├── indicators/ Signals + Scores
│ ├── trend.py ← EMA, SMA, VWAP, Supertrend |
│ ├── momentum.py ← RSI, MACD, Stochastic, divergence +--------------------------------------+
│ ├── volatility.py ← Bollinger, ATR, Keltner, Asian range | | | |
│ ├── volume.py ← Volume SMA, surge, OBV +-----+----+ +-----+----+ +------+---+ +-+--------+
│ └── structure.py ← BOS, order blocks, FVG, S/R, Fib | Dashboard | | Risk | | Alert | | Journal |
├── strategies/ | (Dash UI) | | Manager | | Engine | | (SQLite) |
│ ├── base.py ← BaseStrategy ABC + Signal model +-----------+ +----------+ +----------+ +----------+
│ ├── gold_strategies.py ← A-H (8 strategies)
│ ├── nas100_strategies.py← I-M (5 strategies)
│ ├── us500_strategies.py ← N-P (3 strategies)
│ └── us30_strategies.py ← Q-S (3 strategies)
├── alerts/
│ └── alert_engine.py ← Desktop/Sound/Telegram + dedup
├── journal/
│ └── journal.py ← SQLite journal + MT5 sync + analytics
└── dashboard/
├── layout.py ← Dash UI components
├── charts.py ← Plotly candlestick + overlays
└── app.py ← Dash callbacks (6 real-time panels)
``` ```
## Strategies ### Data Flow
| ID | Name | Instrument | Style | R:R |
|----|------|-----------|-------|-----|
| A | London Breakout Trap | Gold | Scalp | 1:2 |
| B | VWAP+OB Sniper | Gold | Scalp | 1:2 |
| C | News Spike Fade | Gold | Scalp | 1:1.5 |
| D | DXY Divergence | Gold | Day | 1:2 |
| E | Session Transition | Gold | Day | 1:2 |
| F | Trendline Break+Retest | Gold | Day | 1:2.5 |
| G | Weekly Institutional | Gold | Swing | 1:3 |
| H | Fibonacci Cluster | Gold | Swing | 1:4 |
| I | Opening Range Breakout | NAS100 | Scalp | 1:2 |
| J | EMA Ribbon Scalp | NAS100 | Scalp | 1:1.5 |
| K | ICT Power of 3 | NAS100 | Scalp | 1:3 |
| L | Gap Fill | NAS100 | Day | 1:1.5 |
| M | 20/50 EMA Pullback | NAS100 | Swing | 1:2.5 |
| N | VWAP Mean Reversion | US500 | Scalp | 1:1.75 |
| O | Multi-TF Trend | US500 | Day | 1:2 |
| P | RSI + Structure | US500 | Swing | 1:2.5 |
| Q | Round Number Bounce | US30 | Scalp | 1:2 |
| R | ICT Silver Bullet | US30 | Day | 1:3 |
| S | Breakout-Retest | US30 | Swing | 1:3 |
## Prerequisites
- **Windows** (required for MT5)
- **Python 3.10+**
- **MetaTrader 5** terminal installed, running, and **logged in** to your broker
- Symbols available: XAUUSD, USTEC/NAS100, US500, US30
## Quick Start
### Option 1: Run Script (Recommended)
```batch
run.bat
``` ```
This creates a virtual environment, installs dependencies, and launches the system. 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
```
---
## All 25 Strategies
### 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 |
---
## Confluence Scoring
Every signal passes through a `ConfluenceEngine` that scores it 0-100 based on multiple factors:
- 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
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
---
## Indicators
| 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 |
---
## Dashboard
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
---
## Backtesting Engine
Built-in backtester for validating strategies on historical data:
- 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
---
## 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
---
## Installation
### Prerequisites
- Python 3.10+
- MetaTrader 5 terminal running on Windows
- MT5 broker account
### Setup
### Option 2: Manual Setup
```bash ```bash
# Create virtual environment cd trading_system
python -m venv .venv
.venv\Scripts\activate
# Install dependencies
pip install -r requirements.txt pip install -r requirements.txt
# Configure
copy .env.example .env
# Edit .env with your symbol names
# Launch
python main.py
``` ```
## Configuration ### Configuration
Edit `.env` (copied from `.env.example`): 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
```
```ini 2. Adjust symbol names to match your broker's naming convention.
# MT5 terminal path (optional — auto-detects if only one installed)
MT5_PATH=C:\Program Files\MetaTrader 5\terminal64.exe
# Symbol names (must match your broker's naming) ---
SYMBOL_GOLD=XAUUSD
SYMBOL_NAS100=USTEC
SYMBOL_US500=US500
SYMBOL_US30=US30
# Risk management
MAX_RISK_PER_TRADE=1.0
MAX_DAILY_LOSS=3.0
MAX_WEEKLY_LOSS=6.0
# Alerts
ENABLE_DESKTOP_ALERTS=true
ENABLE_SOUND_ALERTS=true
ENABLE_TELEGRAM=false
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
# Dashboard
DASH_HOST=127.0.0.1
DASH_PORT=8050
```
## Usage ## Usage
```bash ```bash
# Full system (scanner + dashboard) # Launch full system with dashboard
python main.py python main.py
# Headless mode (scanner + alerts only, no web UI) # Headless scanner only (no dashboard UI)
python main.py --no-dashboard python main.py --no-dashboard
# Specific strategies only # Enable only specific strategies
python main.py --strategies A,B,D,I,Q python main.py --strategies A,B,D,I
# Filter by instrument # Enable crypto strategies
python main.py --strategies gold # Strategies A-H ENABLE_CRYPTO=true python main.py
python main.py --strategies nas100 # Strategies I-M
python main.py --strategies us30 # Strategies Q-S
# Filter by style
python main.py --strategies scalp # All scalp strategies
python main.py --strategies swing # All swing strategies
# Custom host/port
python main.py --host 0.0.0.0 --port 9090
``` ```
## Dashboard ### CLI Flags
Open `http://127.0.0.1:8050` after launch. The dashboard shows: | Flag | Description |
|------|------------|
- **Live Chart** — Candlestick with EMA/VWAP/Bollinger overlays, RSI subplot, signal markers | `--no-dashboard` | Run scanner without the Dash UI |
- **KPI Cards** — Balance, Equity, Daily P&L, Open Positions, Win Rate, Risk Status | `--strategies A,B,D` | Enable only specified strategy IDs |
- **Signal Scanner** — Real-time signal feed from all active strategies | `--scan-interval 300` | Scan interval in seconds (default: 300) |
- **Alert Feed** — All alerts with severity levels
- **Trade Journal** — Auto-synced closed trades from MT5
- **Performance Stats** — Win rate, profit factor, expectancy, drawdown
## Threading Model
| Thread | Purpose | Interval |
|--------|---------|----------|
| Main | Dash web server | — |
| DataFeed | MT5 candle polling | 2s |
| Scanner | Strategy evaluation | 2s |
| TradeSyncer | MT5 history → journal | 30s |
All MT5 calls are serialized through a thread-safe singleton with `threading.Lock`.
## Alert Channels
| Channel | Config Key | Notes |
|---------|-----------|-------|
| Desktop | `ENABLE_DESKTOP_ALERTS` | Windows toast via plyer |
| Sound | `ENABLE_SOUND_ALERTS` | Beep frequency by severity |
| Telegram | `ENABLE_TELEGRAM` | Requires bot token + chat ID |
Alerts are deduplicated via MD5 fingerprint with 5-minute cooldown.
## Risk Management
- Per-trade risk capped at configured % of balance
- Daily/weekly/monthly loss limits enforced
- Auto-pause after 3 consecutive losses (60 min)
- Correlation blocks prevent simultaneous trades on NAS100+US500 or US500+US30
- Position sizing: `Lots = (Balance × Risk%) / (SL_pips × Pip_value)`
## Data Storage
All data is stored in `data/trading.db` (SQLite):
- `trades` — Closed trade records (auto-synced from MT5)
- `signals_log` — Every signal generated
- `alerts` — Alert history
Logs are written to `data/logs/trading_YYYYMMDD.log` (rotating, 5MB × 5 backups).
--- ---
**Note:** This system generates signals and alerts only — it does **not** auto-execute trades. You retain full manual control over trade entry and management. ## Results & Output
### Signal Example
```
[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]
```
### 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
```
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
```