ENEA Manual

1. Introduction

The ENEA mt5 Expert Advisor is a fully automated trading algorithm that combines the precise statistical analysis of a Hidden Markov Model (HMM) with the artificial intelligence of ChatGPT-5.
The goal is to apply the best possible trading logic in every market phase – whether trend, sideways movement, or high volatility – in order to optimally exploit opportunities and effectively control risks.

2. Main Features

• Real-time detection of market regimes: Trend, Range, Volatility, Quiet phase
• Dynamic switching of trading strategy depending on the market regime
• AI model GPT5 (HMM) learns unsupervised from historical data
• Automated activation of Take Profit (TP) and adjustment of Stop Loss (SL)
• Supports the M30 timeframe and is based on XAUUSD

3. How the Hidden Markov Model (HMM) Works

The Hidden Markov Model (HMM) assumes that a system such as the financial market moves through invisible states. These states influence measurable quantities such as prices, volume, or volatility. The HMM uses probabilities to determine the sequence of hidden states that best fits the observed data.

3.1 Components of the HMM

• Hidden States (Regimes): Different market phases such as trend, range, high volatility
• Transition Matrix: Probabilities for moving from one regime to another
• Emission Distribution: Statistical characteristics of the regimes in the market data

4. Regime-Switching

Regime-switching refers to the dynamic adjustment of a trading strategy to different market phases.
The ENEA mt5 detects the current market status in real time and adjusts the strategy accordingly.

5. Strategy Logic in Live Operation

In live operation, the EA continuously analyzes the market and identifies the current regime. Depending on the market phase, the EA automatically selects the appropriate trading strategy:

• Trend phase: Breakout system with integrated trend filters
• Range phase: Mean-reversion strategy with dynamic adjustments to support and resistance zones
• High volatility: Reduced position size and wider stop-loss levels

6. Example Application (XAU/USD)

The HMM was trained on daily logarithmic returns and distinguishes three regimes:

1. Trend phase: Strong directional movement, high momentum
2. Sideways/Range: Low volatility, unclear direction
3. Shock/Volatility: Gaps, news, rapid directional changes

7. Role of ChatGPT-5 in ENEA mt5

ChatGPT-5 serves as the semantic and adaptive decision layer on top of the HMM.

• Interpretation of complex market data including additional context layers
• Self-learning approach to reinforce profitable setups and eliminate risky ones
• Context-sensitive integration of unstructured information (e.g., news, volatility spikes, geopolitical events)

The combination of HMM (precise classification) and GPT-5 (adaptive, context-based strategy adjustment) ensures stable and powerful trading results, especially during transition phases between market regimes.

8. Parameter & Settings explained

9. Webrequest URL's

To accurately synchronize trading sessions Enable connection to Chat GPT5		https://www.worldtimeserver.com https://api.openai.com