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AHAD QUANT

ML + RL Forex trading system — ensemble machine learning models, a reinforcement learning (PPO) decision layer, and a live MetaTrader 5 bridge, deployed with a documented demo track record.

⚠️ Disclaimer: All performance numbers below come from a demo / paper-trading account (JustMarkets-Demo, simulated execution). They are not a live, real-money track record. Trading carries significant risk of loss; past backtest or demo performance does not guarantee future results.


Origin & Attribution

AHAD QUANT started as a fork of DeepAlpha (MIT License), an open-source crypto trading bot for Bybit/Binance. Several core modules — feature engineering, exchange adapter pattern, risk manager, model architectures (LightGBM/XGBoost ensemble, TFT, TransformerGRU), regime detection, pump scanner — originate from that project and were adapted rather than written from scratch.

What this fork adds on top of the original:

Addition Description
Reinforcement learning layer Full PPO agent (rl_agent.py, rl_env.py, rl_train.py, rl_reward.py, experience_buffer.py, online_learner.py) — absent from the original, which was ML-only
MetaTrader 5 bridge Python ↔ MT5 bridge (mt5_bridge.py) for live Forex execution — the original was crypto-exchange-only (ccxt/Bybit/Binance)
Forex migration Full migration from crypto pairs to 25 Forex pairs, new data sourcing (OANDA / yfinance / MT5)
Web UI dashboard web_ui.py — a FastAPI-based live dashboard, in addition to the original's basic Streamlit dashboard
DCA & Grid bots dca_bot.py, grid_bot.py — additional strategy modules
Ensemble unification layer unified_brain.py, ensemble_core.py, train_unified.py, export_unified.py — synchronizes the ML ensemble and RL agent into one decision pipeline
Auto-retraining & monitoring auto_retrain.py, daily_local_retrain.py, performance_monitor.py, backtest.py
Model training All models retrained from scratch on proprietary Forex datasets via Google Colab GPU — the trained weights are original, even where the model architecture code is inherited
Live deployment & track record Deployed and run live on a demo account for 137+ days with the metrics documented below

This LICENSE retains the original copyright notice as required by the MIT license, with an additional notice for the modifications and additions described above.


Track Record (Demo Account)

JustMarkets-Demo, USD, Hedge account — 137 days live (Feb 7 Jun 25, 2026):

Metric Value
Trades 4,542
Win Rate 79.3%
Profit Factor 33.98
Sharpe Ratio (annualized) 9.10
Max Drawdown 14.0%
Avg Win / Avg Loss $39.38 / -$4.57
Top pairs BTCUSD.m, XAUUSD.m, BTCEUR.m, EURUSD.m, USDCAD.m

Earlier "stable phase" testing (since June 4, $100 start) surfaced a configuration bug — max trade count and max margin usage were not capped — which produced a 35.9% drawdown over one volatile week. That cap is now enforced in risk_manager.py (MAX_MARGIN_USAGE, MAX_POSITIONS).


Architecture

                    ┌─────────────────────────┐
 Market Data ──────▶│   Feature Engineering    │
 (OANDA/MT5/yf)     │      (features.py)        │
                    └────────────┬─────────────┘
                                 ▼
                    ┌─────────────────────────┐
                    │   ML Ensemble            │
                    │  LightGBM + XGBoost      │
                    │  + TFT + TransformerGRU  │
                    └────────────┬─────────────┘
                                 ▼
                    ┌─────────────────────────┐
                    │   RL Agent (PPO)         │◀── trained via
                    │   filters / overrides    │    rl_train.py
                    │   ML signal              │
                    └────────────┬─────────────┘
                                 ▼
                    ┌─────────────────────────┐
                    │   Risk Manager           │
                    │   sizing, SL/TP, limits  │
                    └────────────┬─────────────┘
                                 ▼
                    ┌─────────────────────────┐
                    │   MT5 Bridge             │──▶ Live execution
                    │   (mt5_bridge.py)        │    on MetaTrader 5
                    └─────────────────────────┘
                                 │
                    ┌────────────┴─────────────┐
                    │   Web UI (FastAPI)        │
                    │   live monitoring         │
                    └─────────────────────────┘

Tech Stack

  • ML: LightGBM, XGBoost, scikit-learn, PyTorch (TFT, TransformerGRU)
  • RL: Stable-Baselines3 (PPO), Gymnasium
  • Execution: MetaTrader 5 bridge, OANDA v20 REST API, ccxt (multi-broker)
  • Backend: FastAPI, Python 3.10+
  • Training: Google Colab (GPU) — see AHAD_QUANT_Colab_Training.ipynb

Quick Start

git clone https://github.com/AhadQuant/ahad-quant.git
cd ahad-quant
pip install -r requirements.txt
cp .env.example .env        # fill in your broker credentials
python download_data.py     # download historical Forex data
python train.py             # train the ML ensemble
python ahad_quant.py        # start trading (paper mode by default)

Paper mode (no real money, no broker needed):

PAPER_MODE=true python ahad_quant.py

Windows: double-click START_AHAD_QUANT.bat


Project Structure

ahad_quant.py              # Main bot entry point
config.py                  # Centralized configuration
features.py                # Feature engineering pipeline
risk_manager.py            # Position sizing, SL/TP, circuit breaker

rl_agent.py / rl_env.py    # RL (PPO) layer
rl_train.py / rl_reward.py
experience_buffer.py
online_learner.py

mt5_bridge.py              # MetaTrader 5 execution bridge
exchange_adapter.py        # Multi-broker adapter (OANDA, MT5, ccxt)
web_ui.py                  # FastAPI live dashboard
dashboard.py                # Secondary Streamlit dashboard

tft_model.py                # Temporal Fusion Transformer
transformer_gru_model.py    # TransformerGRU model
gnn_model.py                 # Graph neural network model
regime_detector.py           # HMM market regime detection
ensemble_core.py / unified_brain.py   # ML+RL unification layer

train.py / train_unified.py / download_data.py / backtest.py
auto_retrain.py / daily_local_retrain.py / performance_monitor.py

dca_bot.py / grid_bot.py     # Additional strategy modules
pump_scanner.py / liquidation_levels.py / order_flow_analyzer.py

AHAD_QUANT_Colab_Training.ipynb   # GPU training pipeline (Colab)

License

MIT — see LICENSE. This project is a fork of DeepAlpha (MIT); see the Origin & Attribution section above.

S
Description
ML/RL trading system — Forex algorithmic trading with MT5 bridge
Readme MIT 282 KiB
Languages
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