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# N30 Gold Reversion
Automated gold (XAUUSD) scalping EAs for MetaTrader 5. Built for aggressive small-account growth on XM Global micro accounts.
[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
[![Platform](https://img.shields.io/badge/Platform-MetaTrader%205-blue.svg)](https://www.metatrader5.com/)
[![Language](https://img.shields.io/badge/Language-MQL5-orange.svg)](https://www.mql5.com/)
[![Symbol](https://img.shields.io/badge/Symbol-XAUUSD%20%2F%20GOLD-yellow.svg)](https://github.com/n30dyn4m1c/gold-pro-scalper)
## EAs
**MetaTrader 5 mean-reversion scalping EAs for gold (XAUUSD / GOLD) on M1 — Z-Score entries, cost-aware exits, and dynamic risk tiers.**
| EA | File | Symbol | Timeframe | SL | TP |
|----|------|--------|-----------|----|----|
| **N30 Gold Reversion TickRobust** | `XAU_Quant_Reversion_TickRobust.mq5` | GOLD (XAUUSD) | M1 | max(800 pts, 2.5×ATR) | Server-side limit at the mean |
| **N30 Gold Reversion** | `XAU_Quant_Reversion.mq5` | GOLD (XAUUSD) | M1 | Fixed 800 pts | Z-Score return to 0 |
| **N30 Gold Dual Strategy** | `XAU_Quant_Reversion_Breakout.mq5` | GOLD (XAUUSD) | M1 | MR: 800 pts / TB: 1000 pts | Z-Score / Donchian TP |
Built for aggressive small-account growth on XM Global–style micro accounts. Multiple variants share the same core idea: trade statistical extremes when the market is ranging, and defend against Every-Tick noise, spread, and news.
## EAs in this repo
| EA | File | Focus |
|----|------|--------|
| **TickRobust** | `XAU_Quant_Reversion_TickRobust.mq5` | Once-per-bar decisions; survives Every Tick testing |
| **M1 OHLC** | `XAU_Quant_Reversion_m1_OLHC.mq5` | Full-featured mean reversion (OHLC-oriented) |
| **M1 EveryTick** | `XAU_Quant_Reversion_m1_EveryTick.mq5` | Tick-path variant |
| **Dual Strategy** | `XAU_Quant_Reversion_Breakout.mq5` | Mean reversion + Donchian trend breakout |
All target **GOLD / XAUUSD** on **M1**. Magic numbers keep strategies independent (e.g. 777555 TickRobust, 777333 MR, 777444 breakout).
---
## N30 Gold Reversion TickRobust (`XAU_Quant_Reversion_TickRobust.mq5`)
## TickRobust (`XAU_Quant_Reversion_TickRobust.mq5`)
Mean-reversion EA rebuilt specifically to survive **Every Tick** backtesting, not just M1 OHLC. The earlier EAs made entry/exit decisions on individual ticks — profitable under OHLC modelling (which only generates a few synthetic ticks per bar) but losing under real ticks, where noise fires the Z-exit at the worst price and spread eats the thin snap-back.
Mean-reversion EA rebuilt to survive **Every Tick** backtesting, not just M1 OHLC. Earlier designs decided on individual ticks — fine under sparse synthetic OHLC ticks, but losing under real ticks where noise hits the Z-exit at the worst price and spread eats thin snap-backs.
### Design rules (the Every-Tick defence)
### Every-Tick defence
1. **Once-per-bar decisions on closed-bar data.** Entry, exits, breakeven, and TP retargeting are all evaluated exactly once at each bar open, from shift-1 indicator values. Tick noise cannot trigger anything, so Every Tick and OHLC results converge by construction. Only server-side SL/TP act intra-bar.
2. **Cost gate.** A trade is only taken when both the StdDev (the fuel of the reversion) and the distance from fill price to the mean are a clear multiple of the full round-trip cost (live spread + `InpExtraCostPts` for commission). Defaults: StdDev ≥ 3× cost, TP distance ≥ 4× cost. This kills the quiet-market trades that only ever paid spread.
3. **Server-side limit TP at the mean.** The natural mean-reversion target (the SMA) is placed as a broker-side TP — limit fills pay no spread on exit and behave identically in tester and live. Each bar the TP is retargeted to the fresh SMA ("gravity"), floored so a fill always still covers the round-trip cost.
4. **Turn confirmation.** Entry requires the last closed bar to have stopped making progress in the stretch direction (`Close[1]` vs `Close[2]`) — no catching the falling knife the moment Z crosses the threshold.
5. **Wide, volatility-aware SL.** `max(800 pts, 2.5×ATR)` so intra-bar spikes that OHLC interpolation hides don't become surprise stop-outs under real ticks.
1. **Once-per-bar decisions on closed-bar data** — entry, exits, breakeven, and TP retargeting run once at each bar open from shift-1 values. Only server-side SL/TP act intra-bar.
2. **Cost gate** — trade only when StdDev and distance to the mean are clear multiples of full round-trip cost (spread + `InpExtraCostPts`). Defaults: StdDev ≥ 3× cost, TP distance ≥ 4× cost.
3. **Server-side limit TP at the mean** — SMA as broker TP (limit exit, no spread on fill); retargeted each bar (“gravity”), floored so a fill still covers cost.
4. **Turn confirmation** — last closed bar must stop extending the stretch (`Close[1]` vs `Close[2]`).
5. **Wide, volatility-aware SL** — `max(800 pts, 2.5×ATR)` so intra-bar spikes that OHLC hides don’t become surprise stop-outs.
### Entry (evaluated at each M1 bar open)
### Entry (each M1 bar open)
- Closed-bar Z-Score beyond ±2.2 (`InpEntryZ`)
- Turn confirmation bar (`InpRequireTurn`)
- Closed-bar ADX ≤ 22 (ranging market)
- ATR between 0.4× and 2.0× of its 50-bar average (no spikes, no dead market)
- Cost gate passes (see above), spread ≤ 50 pts absolute cap
- Session window 10:00–20:00, no red-folder USD news, loss cooldown elapsed
- Optional H1 SMA trend alignment (closed H1 bar, no repaint)
- Closed-bar Z beyond ±2.2 (`InpEntryZ`)
- Turn confirmation (`InpRequireTurn`)
- Closed-bar ADX ≤ 22
- ATR between 0.4× and 2.0× of its 50-bar average
- Cost gate passes; spread ≤ 50 pts
- Session 10:00–20:00; no red-folder USD news; loss cooldown elapsed
- Optional H1 SMA alignment (closed H1, no repaint)
### Exit priority
1. **Server-side limit TP at the mean** — usually fires first, no spread paid
2. **Closed-bar Z reversion backup** (`|Z| ≤ 0.2`) — for when the TP was retargeted away
3. **Time exit** — 40 bars (`InpMaxHoldBars`); a reversion that hasn't happened isn't coming
4. **Breakeven** — SL moved to entry + costs after 1×ATR in profit
5. **Server-side SL** — max(800 pts, 2.5×ATR)
1. Server-side limit TP at the mean
2. Closed-bar Z backup (`|Z| ≤ 0.2`)
3. Time exit — 40 bars (`InpMaxHoldBars`)
4. Breakeven after 1×ATR in profit
5. Server-side SL — `max(800 pts, 2.5×ATR)`
Risk tiers, news filter, daily loss limit, Friday/weekend close, and loss cooldown are shared with the other EAs. Magic number: **777555**.
Shared with the other EAs: risk tiers, news filter, daily loss limit, Friday/weekend close, loss cooldown. Magic **777555**.
### Backtesting notes
### Backtesting
- Validate on **Every Tick (real ticks preferred)** — that is what this EA is built for. OHLC results should now closely match tick results; if they diverge significantly, something in the setup (spread settings, symbol) is off.
- If your broker charges commission, set `InpExtraCostPts` to the round-trip commission expressed in gold points (e.g. $7/lot round-trip ≈ 70 pts on a 0.01-lot-per-point-value symbol — check your contract spec).
- Expect **fewer trades** than the older EAs. The cost gate deliberately skips the marginal trades that made OHLC backtests look busy and profitable but lost money under real ticks.
- Prefer **Every Tick (real ticks)**. OHLC and tick results should stay close; large divergence usually means spread/symbol setup issues.
- Set `InpExtraCostPts` to round-trip commission in gold points if the broker charges commission.
- Expect **fewer trades** than older EAs — the cost gate skips marginal setups that only looked good on OHLC.
---
## N30 Gold Reversion (`XAU_Quant_Reversion.mq5`)
## Classic mean reversion (M1 OHLC / EveryTick builds)
Pure mean-reversion scalper. Uses Z-Score deviations from a moving average to identify statistically extreme price levels, then trades the snap-back.
Pure Z-Score scalper: deviations from an SMA mark extremes; trade the snap-back.
### Entry
The EA calculates a **Z-Score** — how many standard deviations price is from its SMA. When price is stretched and filters agree, it enters:
- **Z < -2.4** → BUY
- **Z > +2.4** → SELL
- **Z-Score < -2.4** → BUY (price is abnormally low)
- **Z-Score > +2.4** → SELL (price is abnormally high)
| Filter | Typical value | Purpose |
|--------|---------------|---------|
| Z-Score | > 2.4 | Statistical extreme |
| ADX | < 20 | Ranging, not trending |
| Spread | < 50 pts | Avoid illiquid fills |
| Volatility | ATR ratio 0.5–2.0× | Skip dead or spike markets |
| Session | 10:00–20:00 | London + NY overlap |
| News | No high-impact USD | Avoid red-folder spikes |
**Filters that must pass before entry:**
### Exit (priority)
| Filter | Value | Purpose |
|--------|-------|---------|
| Z-Score | > 2.4 | Price is statistically extreme |
| ADX | < 20 | Market is ranging, not trending |
| Spread | < 50 pts | Avoids bad fills during illiquid conditions |
| Volatility | ATR ratio 0.5–2.0x | Skips abnormally quiet or volatile periods |
| Session | 10:00–20:00 broker time | London+NY overlap session |
| News | No red-folder USD events | Avoids high-impact news spikes |
1. **Z-Score TP** — close near ±0.3
2. **Trailing stop** — ATR-based on new bar closes
3. **Hard SL** — fixed points, server-side
4. **Hard TP** — server-side safety net
### Exit
### Dynamic risk tiers
Four possible exits, in priority order:
1. **Z-Score TP** — EA closes when Z-Score reverts to ±0.3 (price returned to mean)
2. **Trailing stop** — ATR-based trail tightens on new bar closes (2.0× ATR)
3. **Hard SL** — fixed 800 points, server-side (survives gold spikes and disconnects)
4. **Hard TP** — fixed 1500 points, server-side safety net
### Dynamic Risk Tiers
Risk automatically scales down as your account grows:
| Equity | Risk/Trade | Daily Loss Limit |
|--------|-----------|-----------------|
| Equity | Risk / trade | Daily loss limit |
|--------|--------------|------------------|
| < $500 | 10% | 25% |
| $500 – $2,000 | 7% | 20% |
| $2,000 – $5,000 | 5% | 15% |
| $5,000 – $20,000 | 3% | 10% |
| $20,000+ | 1.5% | 7% |
Lot size is calculated from the SL distance and risk %. On a $50 account this produces 0.01 lots (minimum on XM micro). Dynamic risk can be toggled off via `InpUseDynamicRisk` to use fixed values.
Lot size from SL distance and risk %. Toggle with `InpUseDynamicRisk` for fixed risk instead.
### News Filter
### News filter
Uses the MQL5 built-in economic calendar to avoid trading around high-impact USD news events (`CALENDAR_IMPORTANCE_HIGH` — equivalent to Forex Factory red folder news).
MQL5 economic calendar, **high importance** USD only (Forex Factory–style red folder):
- **60 minutes before** a red-folder event: new entries blocked
- **60 minutes after** a red-folder event: new entries blocked
- **Pre-news close**: optionally closes all open trades before red-folder news hits
- Block new entries 60 minutes before and after
- Optional close of open trades before the event
Note: MQL5's `CALENDAR_IMPORTANCE_MODERATE` does not match Forex Factory's orange folder — it includes CFTC positioning and Baker Hughes rig counts which don't move gold. Only `CALENDAR_IMPORTANCE_HIGH` is filtered.
### Input Parameters
#### Strategy
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpTradeSymbol` | GOLD | Symbol to trade |
| `InpEntryZ` | 2.4 | Z-Score threshold for entry |
| `InpADXFilter` | 20 | ADX must be below this (ranging market) |
| `InpUseDynamicRisk` | true | Enable equity-based risk tiers |
| `InpRiskPct` | 10.0 | Risk % per trade (when dynamic risk is off) |
| `InpSLPoints` | 800 | Fixed SL in points |
| `InpHardTPPoints` | 1500 | Hard TP in points (server-side safety net) |
| `InpExitZ` | 0.3 | Z-Score exit threshold (close when Z returns near 0) |
| `InpTrailingATR` | 2.0 | ATR multiplier for trailing stop |
| `InpMaxPositions` | 1 | Max open positions allowed |
| `InpStartHour` | 10 | Trading window start (broker time) |
| `InpEndHour` | 20 | Trading window end (broker time) |
| `InpMagic` | 777333 | Magic number for position ID |
#### Indicators
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpMAPeriod` | 20 | SMA and StdDev period |
| `InpATRPeriod` | 14 | ATR period |
| `InpADXPeriod` | 14 | ADX period |
#### Execution
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpSlippage` | 30 | Max slippage in points |
| `InpMaxSpreadPts` | 50 | Max spread in points |
#### News Filter
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseNewsFilter` | true | Enable red-folder news filter |
| `InpNewsMinsBefore` | 60 | Minutes to pause before red-folder news |
| `InpNewsMinsAfter` | 60 | Minutes to pause after red-folder news |
| `InpCloseBeforeNews` | true | Close open trades before red-folder news |
#### Volatility Filter
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseVolFilter` | true | Enable volatility-adjusted entry |
| `InpATRMaxMultiple` | 2.0 | Max ATR vs 50-period avg (skip if exceeded) |
| `InpATRMinMultiple` | 0.5 | Min ATR vs 50-period avg (skip if too quiet) |
#### Daily Loss Limit
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseDailyLossLimit` | true | Enable daily loss stop |
| `InpMaxDailyLossPct` | 20.0 | Max daily loss % (when dynamic risk is off) |
Moderate calendar events are intentionally ignored (too much noise for gold).
---
## N30 Gold Dual Strategy (`XAU_Quant_Reversion_Breakout.mq5`)
## Dual strategy (`XAU_Quant_Reversion_Breakout.mq5`)
Runs two independent strategies on the same chart using separate magic numbers. Mean Reversion targets ranging conditions; Trend Breakout targets strong directional moves.
Two independent strategies on one chart, separate magic numbers.
### Strategies
| Strategy | Magic | Logic |
|----------|-------|--------|
| **Mean reversion** | 777333 | Z-Score when ADX < 20; SL 800 / hard TP 1500 / trail 1.5× ATR |
| **Trend breakout** | 777444 | Donchian 30 break when ADX > 30; EMA 50 + DI spread ≥ 5; SL 1000 / hard TP 2000 / trail 2.0× ATR; 10-bar loss cooldown |
**Mean Reversion (Magic 777333)**
- Identical logic to the primary EA: Z-Score entry when ADX < 20
- SL: 800 pts | Hard TP: 1500 pts | Trailing: 1.5× ATR
**Trend Breakout (Magic 777444)**
- Entry: price breaks above/below Donchian Channel (30-bar high/low) when ADX > 30
- Confirmation: price must be above/below EMA 50, DI+/DI- spread ≥ 5.0
- SL: 1000 pts | Hard TP: 2000 pts | Trailing: 2.0× ATR
- Cooldown: 10 bars must elapse after a loss before re-entry
Both strategies share the same session window, spread filter, news filter, volatility filter, and daily loss limit.
### Input Parameters
#### Shared Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpTradeSymbol` | GOLD | Symbol to trade |
| `InpUseDynamicRisk` | true | Enable equity-based risk tiers |
| `InpRiskPct` | 10.0 | MR risk % per trade (when dynamic risk is off) |
| `InpTBRiskPct` | 3.0 | TB risk % per trade (when dynamic risk is off) |
| `InpStartHour` | 10 | Trading window start (broker time) |
| `InpEndHour` | 20 | Trading window end (broker time) |
| `InpSlippage` | 30 | Max slippage in points |
| `InpMaxSpreadPts` | 50 | Max spread in points |
| `InpMaxMRPositions` | 1 | Max Mean Reversion positions |
| `InpMaxTBPositions` | 1 | Max Trend Breakout positions |
#### Mean Reversion
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseReversion` | true | Enable Mean Reversion strategy |
| `InpEntryZ` | 2.4 | Z-Score entry threshold |
| `InpExitZ` | 0.3 | Z-Score exit threshold |
| `InpMRAdxFilter` | 20 | ADX below this = ranging |
| `InpMRSLPoints` | 800 | Fixed SL in points |
| `InpMRHardTPPoints` | 1500 | Hard TP in points |
| `InpMRTrailingATR` | 1.5 | ATR multiplier for trailing |
| `InpMAPeriod` | 20 | MA / StdDev period |
| `InpMRMagic` | 777333 | Magic number |
#### Trend Breakout
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseBreakout` | true | Enable Trend Breakout strategy |
| `InpDonchianPeriod` | 30 | Donchian Channel lookback (bars) |
| `InpTBAdxThreshold` | 30 | ADX above this = trending |
| `InpTBSLPoints` | 1000 | Fixed SL in points |
| `InpTBHardTPPoints` | 2000 | Hard TP in points |
| `InpTBTrailingATR` | 2.0 | ATR multiplier for trailing |
| `InpEMAPeriod` | 50 | EMA for trend direction confirmation |
| `InpCooldownBars` | 10 | Bars to wait after a loss before re-entry |
| `InpMinDISpread` | 5.0 | Min DI+/DI- spread for entry |
| `InpTBMagic` | 777444 | Magic number |
#### Indicators
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpATRPeriod` | 14 | ATR period |
| `InpADXPeriod` | 14 | ADX period |
#### News Filter
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseNewsFilter` | true | Enable red-folder news filter |
| `InpNewsMinsBefore` | 60 | Minutes to pause before red-folder news |
| `InpNewsMinsAfter` | 60 | Minutes to pause after red-folder news |
| `InpCloseBeforeNews` | true | Close open trades before red-folder news |
#### Volatility Filter
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseVolFilter` | true | Enable volatility-adjusted entry |
| `InpATRMaxMultiple` | 2.0 | Max ATR ratio (skip if too wild) |
| `InpATRMinMultiple` | 0.5 | Min ATR ratio (skip if too quiet) |
#### Daily Loss Limit
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseDailyLossLimit` | true | Enable daily loss stop |
| `InpMaxDailyLossPct` | 20.0 | Max daily loss % (when dynamic risk is off) |
Shared: session, spread, news, volatility filter, daily loss limit.
---
## Installation
1. Copy `.mq5` files to your MetaTrader 5 `MQL5/Experts/` folder
2. Compile in MetaEditor (F7)
3. Drag onto a **GOLD / XAUUSD M1** chart
4. Enable **AutoTrading**
1. Copy the `.mq5` files into `MQL5/Experts/`.
2. Compile in MetaEditor (`F7`).
3. Attach to a **GOLD / XAUUSD M1** chart.
4. Enable **AutoTrading**.
## Chart Display
## Chart overlay (example)
Real-time status overlay (primary EA):
```
--- N30 GOLD REVERSION v5 ---
```text
--- N30 GOLD REVERSION ---
Equity: $52.30
Risk: 10.0% | DLL: 25.0%
Z-Score: -1.45
@@ -276,19 +145,23 @@ Vol Filter: OK
Daily P/L: +4.60% / -25.0% limit
```
## Design Rationale
## Design notes
- **Fixed-point SL** — ATR-based stops get clipped by gold spikes. Fixed 800-point SL survives volatility.
- **Z-Score TP** — mean reversion naturally targets Z=0. Closing at ±0.3 captures the snap-back without waiting for an arbitrary pip target.
- **Hard TP as safety net** — server-side TP protects against VPS disconnects. The Z-Score exit usually triggers first.
- **Dynamic risk tiers** — aggressive at micro level (10% risk), conservative as capital grows. Prevents giving back gains.
- **New-bar trailing** — trails only on bar close, not every tick. Reduces broker modify requests and avoids noise-triggered exits.
- **Dual strategy separation** — separate magic numbers let the two strategies in the Breakout EA open, manage, and close positions independently without interfering.
- **Fixed-point SL** — ATR stops get clipped by gold spikes; fixed points survive better.
- **Z / mean TP** — mean reversion targets the average, not an arbitrary pip count.
- **Hard TP** — server-side backup if the VPS drops.
- **Dynamic risk** — aggressive on micro equity, tighter as the account grows.
- **New-bar trailing** — fewer modify requests, less noise-driven exit.
- **Separate magics** — dual EA strategies manage positions independently.
## Risk Warning
## Disclaimer
This EA is for **educational and research purposes**. Trading leveraged instruments carries significant risk. 10% risk per trade is aggressive and can blow a small account. Always test on demo first. Past performance does not guarantee future results.
For educational and research use. Leveraged gold trading can lose the entire account. 10% risk per trade is aggressive. Demo thoroughly before live capital. Past results do not guarantee future performance.
## License
Copyright 2026, n30dyn4m1c
This project is licensed under the [MIT License](LICENSE).
## Author
**Neo Malesa** — [n30dyn4m1c](https://github.com/n30dyn4m1c)