Claude
7559945962
OHLC EA improvements: - Add ADX regime filter (InpADXMax, default 25): block mean-reversion entries in trending markets, restoring the documented ADX gate - Require live Z-Score (>= 90% of threshold) alongside the closed-bar signal so entries no longer chase price after an intra-bar snap-back, and no instant re-entry fires after a Gravity Exit win - Add loss cooldown (InpCooldownMins, default 10): pause entries after a losing trade instead of re-entering the same extended move - Remove the soft 0.75x Z threshold that entered at weak extremes (~1.5 sigma) in stable markets; full threshold always applies - Recover open position on restart (adopt ticket + rebuild trade record) and seed Z-Score at init so a recovered position is managed instead of being orphaned or instantly closed on a bogus Z=0 - Restore the absolute spread cap (InpMaxSpreadPts was declared but unused) - Give the velocity filter a 10-second time window so slow drift across 10 ticks in quiet markets no longer false-triggers the spike block - Capture position ticket via DEAL_POSITION_ID with ordered fallbacks - Extend news load window past midnight for early-next-day events - Guard daily-loss check against zero starting balance EveryTick EA: remove dead no-op confirmation block https://claude.ai/code/session_01GPhWxikvDKmDNwQGhs6gFp
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 | 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 |
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:
- Z-Score TP — EA closes when Z-Score reverts to ±0.3 (price returned to mean)
- Trailing stop — ATR-based trail tightens on new bar closes (2.0× ATR)
- Hard SL — fixed 800 points, server-side (survives gold spikes and disconnects)
- 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) |
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) |
Installation
- Copy
.mq5files to your MetaTrader 5MQL5/Experts/folder - Compile in MetaEditor (F7)
- Drag onto a GOLD / XAUUSD M1 chart
- 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