# Profitable Expert Advisor Repository A comprehensive collection of algorithmic trading strategies for MetaTrader 5, including production-ready Expert Advisors, machine learning models, and backtesting frameworks. ## Table of Contents - [Repository Structure](#repository-structure) - [Frontline Strategies](#frontline-strategies) - Production-ready EAs - [AI & Machine Learning](#ai--machine-learning) - ONNX models for price prediction - [Back-Pedal Strategies](#back-pedal-strategies) - Alternative implementations - [Backtesting](#backtesting) - Python backtesting framework - [Strategy Performance](#strategy-performance) - [Quick Start](#quick-start) - [Disclaimer](#disclaimer) ## Repository Structure ``` profitable-expert-advisor/ ├── frontline/ # Production MQL5 EAs │ ├── cluster-latest/ # United multi-strategy cluster (main entry) │ ├── units/ # Standalone per-symbol EAs │ ├── units-trailing/ # Trailing-stop variants │ ├── units-sharpshooter/ │ ├── united_template/ # United EA templates │ ├── cluster-NZDUSD/ # NZDUSD combo (R&D) │ └── tradingview/ # Pine Script ├── backtesting/ # Python backtesting │ └── MT5/ # MT5 API + cluster_audit pipeline ├── ai/ # ONNX / ML training & EAs ├── back-pedal/ # Archived strategies ├── lab/ # Experiments & scratch EAs ├── paper/ # Research paper & simulations ├── polymarket/ # Prediction-market scaffold ├── strategy-tester/ # Factor testing └── docs/STRUCTURE.md # Full layout guide ``` 📖 **[Detailed structure guide](docs/STRUCTURE.md)** · **[Contributing](CONTRIBUTING.md)** · **[Security](SECURITY.md)** ### Before pushing to GitHub - No `.env`, account logins, or `ReportTester*.html` in the commit - No PDF/PNG/JPG exports — regenerate brochures and charts locally - Copy `.env.example` → `.env` and set `MT5_TERMINAL_DATA_ID` for your MT5 data folder - Run `python scripts/prepare_public_upload.py` to scan for leftover paths or secrets - Regenerate ONNX models locally (`ai/README.md`) — binaries are gitignored - Audit outputs stay under `backtesting/MT5/cluster_audit/reports/` (gitignored) ## Frontline Strategies **Location**: [`frontline/`](frontline/) Production-ready Expert Advisors with comprehensive backtesting and performance reports. ### Available Strategies 1. **RSI Scalping Strategies** - RSIScalpingXAUUSD (Gold) - RSIScalpingBTCUSD (Bitcoin) - RSIScalpingMSFT (Microsoft Stock) - RSIScalpingTSLA (Tesla Stock) 2. **Advanced Gold Strategies** - RSICrossOverReversalXAUUSD - RSIMidPointHijackXAUUSD (Multi-strategy system) - EMASlopeDistanceCocktailXAUUSD - DarvasBoxXAUUSD 3. **TradingView Strategies** - SSEEMARSICocktail (Pine Script) **Performance Reports**: All strategies include detailed HTML reports and PNG charts showing P&L, drawdown, and trade statistics. 📖 **[View Full Frontline Documentation](frontline/README.md)** ## AI & Machine Learning **Location**: [`ai/`](ai/) Complete framework for training and deploying ONNX machine learning models in MetaTrader 5. ### Features - 🧠 LSTM neural networks for price prediction - 📊 Technical indicators as features (RSI, EMA, ATR, etc.) - 🔄 ONNX export for MQL5 integration - 📈 Real-time prediction in Expert Advisors ### Quick Start ```bash cd ai pip install -r requirements.txt python train_onnx_model.py --symbol XAUUSD --timeframe H1 ``` 📖 **[View Full AI Documentation](ai/README.md)** ## Back-Pedal Strategies **Location**: [`back-pedal/`](back-pedal/) Alternative implementations and experimental strategies for comparison and testing. ### Available Strategies - RSIScalpingEURUSD - RSIScalpingXAGUSD (Silver) - RSIScalpingAPPL (Apple Stock) - RSIReversalAsianAUDUSD - RSIReversalAsianEURUSD - RSIFollowReverseEMACrossOverBTCUSD 📖 **[View Back-Pedal Documentation](back-pedal/README.md)** ## Backtesting **Location**: [`backtesting/`](backtesting/) ### MT5 Python Backtesting Complete Python framework for backtesting strategies using MetaTrader 5 historical data. - Base strategy class for easy implementation - Multiple indicator support (RSI, EMA, SMA, ATR, MACD) - Performance analysis and visualization - Example strategies included 📖 **[View Backtesting Documentation](backtesting/MT5/README.md)** ## Strategy Performance All strategies include comprehensive performance reports with: - **Equity Curves**: Account balance over time - **Drawdown Analysis**: Maximum drawdown periods - **Trade Statistics**: Win rate, profit factor, average win/loss - **Monthly Performance**: Month-by-month returns - **P&L Charts**: Visual profit and loss distribution ### Performance Reports Location - **Frontline Strategies**: `frontline/MQL5/[StrategyName]/report.png` and `report.html` - **Back-Pedal Strategies**: `back-pedal/[StrategyName]/test-balance.png` ## Quick Start ### 1. Choose Your Strategy - **For Production**: Use strategies from `frontline/MQL5/` - **For Experimentation**: Try `back-pedal/` strategies - **For ML Trading**: Explore `ai/` ONNX models ### 2. Install and Deploy 1. Copy EA file to MT5 `MQL5/Experts/` directory 2. Compile in MetaEditor (F7) 3. Review backtest reports (`report.html` and `report.png`) 4. Test on demo account 5. Deploy with appropriate risk management ### 3. Monitor Performance - Review HTML reports for detailed statistics - Check PNG charts for visual performance - Monitor live trading metrics - Adjust parameters as needed ## Legacy EA Documentation The following sections document individual EAs from the original collection: ### 1. RSI Reversal Asian AUD/USD - **Strategy**: RSI-based reversal trading during Asian session - **Key Features**: - Uses RSI (Relative Strength Index) for entry and exit signals - Specifically optimized for AUD/USD pair during Asian session (00:00-08:00 UTC) - Implements strict risk management with configurable stop loss and take profit - Includes spread monitoring to avoid trading during high spread conditions - Features a visual panel showing real-time trading metrics **Core Parameters:** ```mql5 // RSI Settings RSIPeriod = 28; // RSI period OverboughtLevel = 64; // Overbought level OversoldLevel = 13; // Oversold level // Risk Management TakeProfitPips = 175; // Take profit in pips StopLossPips = 5; // Stop loss in pips MaxLotSize = 0.1; // Maximum lot size MaxSpread = 1000; // Maximum allowed spread in pips MaxDuration = 140; // Maximum trade duration in hours ``` **Performance Report:**
RSI Reversal Asian AUD/USD Performance
### 2. RSI MidPoint Hijack XAU/USD - **Strategy**: Multi-strategy approach combining RSI and EMA crossovers - **Key Features**: - Implements three distinct strategies: 1. RSI Follow Strategy 2. RSI Reverse Strategy 3. EMA Cross Strategy - Optimized for Gold (XAU/USD) trading - Includes strategy locking mechanism to protect profits - Features cooldown periods after losses - Time-based trading windows for each strategy **Core Parameters:** ```mql5 // RSI Follow Strategy InpRSIPeriod = 87; // RSI Period InpRSIOverbought = 72; // RSI Overbought Level InpRSIOversold = 50; // RSI Oversold Level // RSI Reverse Strategy InpRSIReversePeriod = 59; // RSI Period InpRSIReverseOverbought = 51; // RSI Overbought Level InpRSIReverseOversold = 49; // RSI Oversold Level // Strategy Management InpEnableStrategyLock = false; // Enable Strategy Lock InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips) ``` **Performance Report:**
RSI MidPoint Hijack XAU/USD Performance
### 3. RSI Reversal Asian EUR/USD - **Strategy**: Similar to AUD/USD version but optimized for EUR/USD - **Key Features**: - RSI-based reversal strategy during Asian session - Customized parameters for EUR/USD pair - Risk management features - Session-based trading **Core Parameters:** ```mql5 // RSI Settings RSIPeriod = 14; // RSI period OverboughtLevel = 78; // Overbought level OversoldLevel = 20; // Oversold level // Risk Management TakeProfitPips = 635; // Take profit in pips StopLossPips = 290; // Stop loss in pips MaxLotSize = 0.1; // Maximum lot size MaxDuration = 22; // Maximum trade duration in hours RSIExitLevel = 57; // RSI level to exit ``` **Performance Report:**
RSI Reversal Asian EUR/USD Performance
### 4. RSI CrossOver Reversal XAU/USD - **Strategy**: RSI crossover strategy for Gold trading - **Key Features**: - Uses RSI crossovers for entry and exit signals - Optimized for Gold market conditions - Includes multiple timeframe analysis - Risk management features **Core Parameters:** ```mql5 // RSI Settings rsiPeriod = 19; // RSI period overboughtLevel = 93; // Overbought level oversoldLevel = 22; // Oversold level // EMA Settings emaPeriod = 140; // EMA period emaSlopeThreshold = 105; // EMA slope threshold emaDistanceThreshold = 165; // EMA distance threshold // Risk Management TrailingStop = 295; // Trailing stop in pips ``` **Performance Report:**
RSI CrossOver Reversal XAU/USD Performance
### 5. RSI Follow Reverse EMA CrossOver BTC/USD - **Strategy**: Multi-strategy approach combining RSI Follow, RSI Reverse, and EMA crossovers - **Key Features**: - Implements three distinct strategies: 1. RSI Follow Strategy 2. RSI Reverse Strategy 3. EMA Cross Strategy - Optimized for Bitcoin (BTC/USD) trading - Includes strategy locking mechanism to protect profits - Features cooldown periods after losses - Time-based trading windows for each strategy - Adaptive position sizing based on volatility **Core Parameters:** ```mql5 // RSI Follow Strategy InpRSIPeriod = 14; // RSI Period InpRSIOverbought = 70; // RSI Overbought Level InpRSIOversold = 30; // RSI Oversold Level // RSI Reverse Strategy InpRSIReversePeriod = 14; // RSI Period InpRSIReverseOverbought = 80; // RSI Overbought Level InpRSIReverseOversold = 20; // RSI Oversold Level // EMA Settings InpEMAPeriod = 200; // EMA Period InpEMASlopeThreshold = 0.1; // EMA Slope Threshold InpEMADistanceThreshold = 100; // EMA Distance Threshold // Strategy Management InpEnableStrategyLock = true; // Enable Strategy Lock InpLockProfitThreshold = 1000; // Lock Profit Threshold (pips) InpCooldownPeriod = 24; // Cooldown Period in hours ``` **Performance Report:**
RSI Follow Reverse EMA CrossOver BTC/USD Performance
### 6. DarvasBoxXAUUSD - **Strategy**: Darvas Box breakout strategy for Gold trading - **Key Features**: - Implements the classic Darvas Box theory for trend identification - Specifically optimized for Gold (XAU/USD) trading - Features dynamic box size adjustment based on volatility - Includes multiple timeframe analysis - Implements strict risk management with configurable stop loss and take profit - Features a visual panel showing real-time box levels and trading metrics **Core Parameters:** ```mql5 // Box Settings BoxPeriod = 20; // Box formation period MinBoxSize = 50; // Minimum box size in pips MaxBoxSize = 200; // Maximum box size in pips VolatilityFactor = 1.5; // Volatility adjustment factor // Risk Management TakeProfitPips = 300; // Take profit in pips StopLossPips = 150; // Stop loss in pips MaxLotSize = 0.1; // Maximum lot size MaxSpread = 1000; // Maximum allowed spread in pips MaxDuration = 48; // Maximum trade duration in hours // Timeframe Settings PrimaryTF = PERIOD_H1; // Primary timeframe SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation ``` **Performance Report:**
Darvas Box XAU/USD Performance
### 7. EMASlopeDistanceCocktailXAUUSD - **Strategy**: Advanced EMA-based strategy combining slope and distance analysis - **Key Features**: - Uses EMA slope and price distance for entry signals - Implements a sophisticated scoring system - Dynamic stop loss and take profit based on ATR - Trailing stop functionality - Cooldown periods to prevent over-trading - Maximum drawdown protection - Time-based position management **Core Parameters:** ```mql5 // EMA Settings emaPeriod = 64; // EMA period emaTimeFrame = PERIOD_H1; // EMA Timeframe slopeThreshold = 82; // EMA slope threshold distanceThreshold = 17.5; // Distance threshold // Risk Management atrMultiplier = 7.6; // ATR multiplier for SL/TP TrailingStop = 335; // Trailing stop in points max_drawdown = 0.1; // Maximum drawdown percentage minimumLotSize = 0.03; // Minimum lot size maxTimeInPosition = 2; // Maximum time in position (hours) // Strategy Control scoreThreshold = 5200; // Score threshold for trade entry maxScore = 7900; // Maximum score value cooldownMinutes = 18; // Cooldown period tradeCooldownMinutes = 19; // Trade debounce period ``` **Performance Metrics:** - Yearly return: 28% - Profit Factor: 1.222 - Recovery Factor: 7.17 - Expected Payoff: 1.3 - Sharpe Ratio: 4.11 - Maximum Drawdown: 14.00% - Win Rate: 64.65% - Total Trades: 2863 **Performance Report:**
EMA Slope Distance Cocktail XAU/USD Performance
## Strategy Rationale ### RSI Reversal Strategy The RSI Reversal strategy is based on the principle that markets tend to revert to their mean after reaching extreme conditions. The strategy: - Enters trades when RSI reaches overbought/oversold levels - Uses Asian session timing to capitalize on specific market conditions - Implements strict risk management to protect capital - Takes advantage of mean reversion tendencies in currency pairs ### RSI MidPoint Hijack Strategy This advanced strategy combines multiple approaches: - RSI Follow: Capitalizes on strong trends - RSI Reverse: Takes advantage of market reversals - EMA Cross: Provides additional confirmation signals - Strategy locking: Protects profits during favorable conditions - Cooldown periods: Prevents over-trading after losses ### RSI CrossOver Reversal Strategy This strategy focuses on RSI crossover signals: - Uses RSI crossovers as primary entry signals - Combines with EMA for trend confirmation - Implements multiple timeframe analysis - Optimized for Gold market volatility - Features dynamic stop loss and take profit levels ### Darvas Box Strategy The Darvas Box strategy is based on Nicolas Darvas' box theory: - Identifies consolidation periods as "boxes" - Trades breakouts from these boxes - Uses dynamic box sizing based on volatility - Implements multiple timeframe confirmation - Features strict risk management rules ### EMA Slope Distance Cocktail Strategy This sophisticated strategy combines multiple technical elements: - EMA Slope Analysis: - Monitors the rate of change in EMA - Uses slope thresholds for trend confirmation - Implements slope-based scoring system - Distance Analysis: - Measures price distance from EMA - Uses distance thresholds for entry signals - Implements mean reversion principles - Advanced Risk Management: - Dynamic ATR-based stop losses - Trailing stop functionality - Maximum drawdown protection - Time-based position management - Scoring System: - Combines multiple factors into a single score - Uses thresholds for trade entry/exit - Implements cooldown periods - Features maximum score clamping ## Profitability Factors These EAs are designed to be profitable in the long run due to: 1. **Risk Management** - Strict stop loss implementation - Take profit targets - Spread monitoring - Position sizing control 2. **Market Timing** - Session-based trading - Time-specific entry and exit rules - Avoidance of high volatility periods 3. **Strategy Diversification** - Multiple entry and exit conditions - Different timeframes - Various technical indicators 4. **Adaptive Features** - Strategy locking during profitable periods - Cooldown periods after losses - Spread-based trade filtering ## Usage ### For Production Trading 1. **Review Performance Reports**: Check `report.html` and `report.png` in each strategy folder 2. **Test on Demo**: Always test on demo account first 3. **Configure Parameters**: Adjust based on your risk tolerance 4. **Deploy**: Copy EA to MT5 and attach to chart 5. **Monitor**: Regularly review performance and adjust as needed ### Parameter Configuration Each EA comes with configurable parameters that can be adjusted based on: - Market conditions - Risk tolerance - Trading style - Account size Please refer to: - Individual EA files for parameter descriptions - `frontline/README.md` for production strategies - `back-pedal/README.md` for alternative implementations - `ai/README.md` for machine learning models ## Disclaimer Trading involves substantial risk of loss. These EAs are provided for educational purposes only. Always test thoroughly on a demo account before using with real money. Past performance does not guarantee future results.