N30 Gold Reversion

Automated gold (XAUUSD) scalping EAs for MetaTrader 5. Built for aggressive small-account growth on XM Global micro accounts.

EAs

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

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N30 Gold Reversion 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.

Design rules (the 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.

Entry (evaluated at 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)

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)

Risk tiers, news filter, daily loss limit, Friday/weekend close, and loss cooldown are shared with the other EAs. Magic number: 777555.

Backtesting notes

• 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.

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N30 Gold Reversion (XAU_Quant_Reversion.mq5)

Pure mean-reversion scalper. Uses Z-Score deviations from a moving average to identify statistically extreme price levels, then trades 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-Score < -2.4 → BUY (price is abnormally low)
• Z-Score > +2.4 → SELL (price is abnormally high)

Filters that must pass before entry:

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

Exit

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
< $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.

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).

• 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

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)

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N30 Gold 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.

Strategies

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)

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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

Chart Display

Real-time status overlay (primary EA):

--- N30 GOLD REVERSION v5 ---
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 Rationale

• 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.

Risk Warning

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.

License

Copyright 2026, n30dyn4m1c