zhutoutoutousan
605faf5310
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
268 lines
7.6 KiB
Markdown
268 lines
7.6 KiB
Markdown
# Frontline Trading Strategies
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This directory contains production-ready Expert Advisors (EAs) for MetaTrader 5, organized by strategy type and trading instrument.
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## Directory Structure
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```
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frontline/
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├── cluster-latest/ # United multi-strategy EA (production cluster)
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├── units/ # Standalone per-symbol EAs
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├── units-trailing/ # Trailing-stop variants
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├── units-sharpshooter/ # Sharpshooter-tuned variants
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├── units_economic_calendar/ # Calendar-filter variants
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├── united_template/ # Templates for united EAs
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├── cluster-NZDUSD/ # NZDUSD gene-combo cluster (R&D)
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└── tradingview/ # TradingView Pine Script
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```
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See [`docs/STRUCTURE.md`](../docs/STRUCTURE.md) for the full repo map.
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## Available Strategies
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### RSI Scalping Strategies
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Fast-paced scalping strategies using RSI (Relative Strength Index) for quick entries and exits.
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#### 1. RSIScalpingXAUUSD
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- **Instrument**: Gold (XAU/USD)
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- **Timeframe**: H1
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- **Strategy**: RSI-based scalping with dynamic entry/exit
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- **Key Parameters**:
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- RSI Period: 14
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- Overbought: 71
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- Oversold: 57
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- Buy Target: 80
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- Sell Target: 57
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- Bars to Wait: 4
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**Performance Report:**
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#### 2. RSIScalpingBTCUSD
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- **Instrument**: Bitcoin (BTC/USD)
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- **Timeframe**: H1
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- **Strategy**: RSI scalping optimized for cryptocurrency volatility
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**Performance Report:**
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#### 3. RSIScalpingMSFT
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- **Instrument**: Microsoft Stock (MSFT)
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- **Timeframe**: H1
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- **Strategy**: RSI scalping for stock trading
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**Performance Report:**
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#### 4. RSIScalpingTSLA
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- **Instrument**: Tesla Stock (TSLA)
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- **Timeframe**: H1
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- **Strategy**: RSI scalping for high-volatility stocks
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**Performance Report:**
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### Advanced Gold Strategies
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#### 5. RSICrossOverReversalXAUUSD
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- **Instrument**: Gold (XAU/USD)
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- **Timeframe**: M12 (12-minute bars)
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- **Strategy**: RSI crossover combined with EMA trend confirmation
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- **Key Features**:
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- RSI crossover signals (period: 19)
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- EMA trend confirmation (period: 140)
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- Trailing stop (295 points)
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- Time-based trading windows
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- Day-of-week filtering
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**Performance Report:**
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**Core Parameters:**
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```mql5
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rsiPeriod = 19;
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overboughtLevel = 93;
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oversoldLevel = 22;
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emaPeriod = 140;
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emaSlopeThreshold = 105;
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emaDistanceThreshold = 165;
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TrailingStop = 295;
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```
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#### 6. RSIMidPointHijackXAUUSD
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- **Instrument**: Gold (XAU/USD)
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- **Timeframe**: H1
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- **Strategy**: Multi-strategy system combining three approaches
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- **RSI Follow Strategy**: Trend following (23:00-08:00 UTC)
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- **RSI Reverse Strategy**: Mean reversion (07:00-13:00 UTC)
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- **EMA Cross Strategy**: Breakout trading (08:00-14:00 UTC)
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- **Key Features**:
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- Strategy coordination and locking
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- Cooldown periods after losses
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- Independent time windows for each strategy
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**Performance Report:**
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**Core Parameters:**
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```mql5
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// RSI Follow
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InpRSIPeriod = 32;
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InpRSIOverbought = 78;
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InpRSIOversold = 46;
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// RSI Reverse
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InpRSIReversePeriod = 59;
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InpRSIReverseOverbought = 51;
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InpRSIReverseOversold = 49;
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// EMA Cross
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InpEMAPeriod = 120;
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InpEMADistancePips = 160.0;
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```
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#### 7. EMASlopeDistanceCocktailXAUUSD
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- **Instrument**: Gold (XAU/USD)
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- **Timeframe**: H1
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- **Strategy**: Advanced EMA-based strategy with slope and distance analysis
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- **Key Features**:
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- EMA slope analysis for trend strength
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- Price distance from EMA for entry signals
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- Sophisticated scoring system
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- Dynamic ATR-based stop loss/take profit
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- Maximum drawdown protection
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**Performance Report:**
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**Performance Metrics:**
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- Yearly Return: 28%
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- Profit Factor: 1.222
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- Recovery Factor: 7.17
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- Sharpe Ratio: 4.11
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- Maximum Drawdown: 14.00%
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- Win Rate: 64.65%
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- Total Trades: 2,863
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**Core Parameters:**
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```mql5
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emaPeriod = 64;
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slopeThreshold = 82;
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distanceThreshold = 17.5;
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atrMultiplier = 7.6;
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TrailingStop = 335;
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scoreThreshold = 5200;
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```
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#### 8. DarvasBoxXAUUSD
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- **Instrument**: Gold (XAU/USD)
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- **Timeframe**: H2 (trend), Current (trading)
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- **Strategy**: Darvas Box breakout strategy
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- **Key Features**:
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- Identifies consolidation boxes
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- Trades breakouts with volume confirmation
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- Multiple timeframe trend analysis
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- Dynamic box sizing based on volatility
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**Performance Report:**
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**Core Parameters:**
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```mql5
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BoxPeriod = 165;
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BoxDeviation = 25140;
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VolumeThreshold = 938;
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StopLoss = 1665;
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TakeProfit = 3685;
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MA_Period = 125;
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```
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## TradingView Strategies
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### SSEEMARSICocktail
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- **Platform**: TradingView
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- **Language**: Pine Script
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- **Strategy**: Multi-indicator cocktail combining:
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- SSE (Smoothed Stochastic Exponential)
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- EMA (Exponential Moving Average)
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- RSI (Relative Strength Index)
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- **Files**:
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- `main.pine`: Basic version
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- `main_enhanced.pine`: Enhanced version with additional features
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- `README.md`: Detailed documentation
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## Performance Reports
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All strategies include comprehensive HTML backtest reports (`report.html`) and visual performance charts (`report.png`) showing:
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- **Equity Curve**: Account balance over time
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- **Drawdown Analysis**: Maximum drawdown periods
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- **Trade Statistics**: Win rate, profit factor, average win/loss
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- **Monthly Performance**: Month-by-month returns
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- **Trade Distribution**: Profit/loss distribution
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## Usage
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### Installing EAs
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1. Copy the EA file (`main.mq5`) to your MT5 `MQL5/Experts/` directory
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2. Compile the EA in MetaEditor (F7)
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3. Attach to chart and configure parameters
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4. Enable AutoTrading in MT5
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### Recommended Settings
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- **Account Type**: ECN or similar with tight spreads
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- **Minimum Balance**: Varies by strategy (see individual EA documentation)
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- **VPS Recommended**: For 24/7 operation
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- **Risk Management**: Always use appropriate lot sizes and risk limits
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## Risk Management
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All strategies implement:
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- ✅ Stop Loss protection
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- ✅ Take Profit targets
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- ✅ Position sizing controls
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- ✅ Spread filtering
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- ✅ Maximum drawdown limits
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- ✅ Time-based trading windows
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## Backtesting
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Each strategy has been thoroughly backtested on historical data. Results are available in:
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- `report.html`: Detailed HTML report with full statistics
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- `report.png`: Visual performance charts
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**Important**: Past performance does not guarantee future results. Always test on demo accounts before live trading.
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## Related Projects
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- **`../ai/`**: ONNX machine learning models for price prediction
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- **`../back-pedal/`**: Alternative strategy implementations and testing
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- **`../backtesting/`**: Python backtesting framework for strategy development
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## Disclaimer
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Trading involves substantial risk of loss. These Expert Advisors are provided for educational and research purposes. Always:
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1. Test thoroughly on demo accounts
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2. Understand the strategy logic before use
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3. Use appropriate risk management
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4. Monitor performance regularly
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5. Never risk more than you can afford to lose
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Past performance does not guarantee future results. Market conditions change, and strategies may need adjustment over time.
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## Support
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For questions or issues:
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- Review the individual EA code comments
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- Check the HTML backtest reports for performance details
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- Test on demo accounts first
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- Adjust parameters based on your risk tolerance
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---
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**Last Updated**: 2025-01-05
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