gold-pro-scalper/README.md

N30 Gold Reversion

MetaTrader 5 mean-reversion scalping EAs for gold (XAUUSD / GOLD) on M1 — Z-Score entries, cost-aware exits, and dynamic risk tiers.

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).

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TickRobust (XAU_Quant_Reversion_TickRobust.mq5)

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.

Every-Tick defence

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 (each M1 bar open)

• 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
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)

Shared with the other EAs: risk tiers, news filter, daily loss limit, Friday/weekend close, loss cooldown. Magic 777555.

Backtesting

• 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.

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Classic mean reversion (M1 OHLC / EveryTick builds)

Pure Z-Score scalper: deviations from an SMA mark extremes; trade the snap-back.

Entry

• Z < -2.4 → BUY
• Z > +2.4 → SELL

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

Exit (priority)

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

Dynamic risk tiers

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 from SL distance and risk %. Toggle with InpUseDynamicRisk for fixed risk instead.

News filter

MQL5 economic calendar, high importance USD only (Forex Factory–style red folder):

• Block new entries 60 minutes before and after
• Optional close of open trades before the event

Moderate calendar events are intentionally ignored (too much noise for gold).

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Dual strategy (XAU_Quant_Reversion_Breakout.mq5)

Two independent strategies on one chart, separate magic numbers.

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

Shared: session, spread, news, volatility filter, daily loss limit.

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Installation

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 overlay (example)

--- N30 GOLD REVERSION ---
Equity: $52.30
Risk: 10.0% | DLL: 25.0%
Z-Score: -1.45
ADX: 16.3
ATR: 4.82
Spread: 25.0 pts
News Block: no
Vol Filter: OK
Daily P/L: +4.60% / -25.0% limit

Design notes

• 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.

Disclaimer

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

This project is licensed under the MIT License.

Author

Neo Malesa — n30dyn4m1c