Stratum EA v4.0: Complete Feature Guide — Adaptive RL Engine
Stratum EA
Stratum EA v4.0: Complete Feature Guide — Adaptive RL Engine & Currency Strength Filter
A comprehensive walkthrough of every mode, feature, and setting in Stratum EA — the self-learning multi-symbol Smart Money Concepts (SMC) auto-trader with built-in Q-Learning Reinforcement Learning and OCM Currency Strength Filter for MetaTrader 5.
Introduction
No Grid. No Martingale. No Averaging. Stratum EA is a pure Smart Money Concepts scalping system. Every trade has a fixed stop loss and a defined risk-to-reward ratio. Your account is protected by strict risk management on every single trade.
Important — Backtesting Does NOT Work: Stratum EA is powered by a real-time Q-Learning Reinforcement Learning engine that adapts to live market conditions — real spreads, order flow, liquidity sweeps, and tick-by-tick price action. The Strategy Tester cannot replicate these conditions:
- RL Learning: The Q-Table starts empty in backtests — no learning history, no adaptive scoring
- Live Spreads: Backtests use fixed/historical spreads, not the dynamic spreads the EA reacts to
- Tick Data: Even in "every tick" mode, simulated ticks differ fundamentally from live market microstructure
- Session Dynamics: Real session transitions (London open, NY overlap) create unique liquidity patterns impossible to simulate
How to test properly: Open a demo account with your broker, attach Stratum EA to any chart, and let it run with live data. This is the ONLY way to see accurate performance. The RL engine needs approximately 50-100 trades to begin showing its adaptive advantage.
Most retail scalpers lack the tools to systematically read institutional price action across multiple symbols and timeframes in real time. Manually tracking Order Blocks, Fair Value Gaps, Break of Structure, and liquidity sweeps across 20 instruments simultaneously is nearly impossible.
Stratum EA v4.0 solves this. It automates the entire Smart Money Concepts workflow — from H4 macro trend identification down to M1/M5/M15 precision entry — across up to 20 forex pairs simultaneously. The built-in Q-Learning Reinforcement Learning engine observes every trade outcome, extracts 14 market features, and continuously learns which setups make money for your specific broker and conditions. The OCM Currency Strength Filter analyzes 8 major currencies across 28 cross-pairs in real time, blocking counter-trend signals and adding confluence bonuses for strong-vs-weak pairs.
This guide covers every feature in detail, helping you configure Stratum EA for your specific trading approach.
Part 1: Getting Started
Installation:
- Copy Stratum_EA.ex5 to your MetaTrader 5 Experts folder (MQL5/Experts)
- Restart MT5 or click "Refresh" in the Navigator panel
- Drag Stratum EA onto any chart (the chart symbol does not matter — the EA scans its own symbol list)
- Enable "Allow Algo Trading" in the toolbar and EA properties dialog
- The EA auto-detects your broker's symbol naming convention and begins scanning
On first load, the EA maps all symbols to your broker's format (FX Only Mode validates forex pairs), loads preserved stats from Stratum_Stats.csv, loads the Q-Table from Stratum_QTable.csv (if present), initializes the Currency Strength Filter from 28 cross-pairs, applies the selected Trading Mode preset, and displays the interactive dashboard.
Dashboard Overview:
| Section | Description |
|---|---|
| Header Bar | EA name, version, Trading Mode (SAFE/BAL/AGGR/CUST), Entry TF, symbol count |
| Symbol Grid | Per-symbol H4 bias, H1 structure, POI status, momentum, RSI, spread, volume, signal score |
| RL Status | Learning phase (Exploration/Exploitation/Mature), total trades, Q-Table entries |
| CSF Panel | Real-time 8-currency strength bars (EUR, GBP, USD, JPY, AUD, NZD, CAD, CHF) |
| Stats Bar | Total trades, win rate, profit/loss, Paper/Live status per symbol |
Part 2: Symbol Settings
Symbol List
Symbol List: EURUSD,GBPUSD,USDJPY,USDCHF,AUDUSD,NZDUSD,USDCAD,EURJPY,GBPJPY,EURGBP,EURAUD,EURCAD,GBPAUD,GBPCAD,AUDCAD,AUDJPY,AUDNZD,NZDCAD,EURNZD,CHFJPY
Custom Pair Mapping: auto
FX Only Mode: true
Supports up to 20 symbols simultaneously from a single chart. The EA auto-detects your broker's naming convention — suffixes like .pro, .ecn, m, .i, .r, .raw, +, # are all handled automatically. Set Custom Pair Mapping to "auto" for automatic detection, or use manual mapping like "BTCUSD=BTCUSDm,NAS100=USTEC" if needed.
FX Only Mode (New in v4.0)
A safety filter ensuring only real forex pairs can trade, regardless of broker naming. Strips all broker prefixes/suffixes, validates the remaining 6-character symbol as [CCY1][CCY2] format, and checks both currencies against a whitelist of 36 currencies (8 major + 28 exotic including TRY, MXN, ZAR, SEK, NOK, SGD, HKD, CNH and more). When enabled, BTCUSD, XAUUSD, NAS100, US30, BRENT — none can bypass even with custom mapping. Set to false to restore legacy behavior (all instruments accepted).
Part 3: Trading Mode Presets
A single dropdown that auto-configures 8+ parameters simultaneously — including the entry timeframe itself.
| Parameter | Conservative | Balanced | Aggressive | Custom |
|---|---|---|---|---|
| Entry Timeframe | M15 | M5 | M1 | User input |
| Min Confluence Score | 12+ | 8+ | 5 or less | User input |
| Pin Bar Wick/Body | 3.0+ | 2.0+ | 1.5 or less | User input |
| Engulfing Coverage | 0.90+ | 0.75+ | 0.55 or less | User input |
| Min R:R | 2.0+ | 1.5+ | 0.8 or less | User input |
| Volume Threshold | 1.5+ | 1.1+ | 0.8 or less | User input |
| ADX Threshold | 28+ | 22+ | 15 or less | User input |
| Retest Lookback | 6 or less | User input | 18+ | User input |
Conservative (M15): Takes the fewest but highest-quality trades — ideal for capital preservation and new users. SL pip limits auto-scale to 2.5x wider than M1 base.
Balanced (M5): The recommended default with good frequency-to-quality ratio. SL pip limits auto-scale to 1.8x wider than M1 base.
Aggressive (M1): Maximizes signal frequency in full scalping mode — best combined with the RL engine to learn fast, then tighten naturally.
Custom: Full manual control — all parameters pass through from user inputs unchanged.
Part 4: Q-Learning Reinforcement Learning Engine
This is the core intelligence of Stratum EA. Unlike static EAs that trade the same way forever, the RL engine learns from every trade outcome — adapting to your broker, spread environment, and market conditions over time.
How It Works:
Every time a valid signal is detected, the RL engine extracts 14 market features from the current state:
Feature 1: H4 Bias (Bullish / Bearish / Neutral)
Feature 2: H1 Structure (BOS Bull / BOS Bear / CHoCH Bull / CHoCH Bear / None)
Feature 3: Entry Pattern (Pin Bar / Engulfing / Break-Retest / None)
Feature 4: Session Code (London / NY / Overlap / Asian / Off-Hours)
Feature 5: RSI Zone (Oversold / Neutral / Overbought)
Feature 6: Volume Zone (Low / Normal / High)
Feature 7: Spread Zone (Tight / Normal / Wide)
Feature 8: ADX Zone (Weak / Normal / Strong Trend)
Feature 9: Hour Block (grouped GMT hours)
Feature 10: Day of Week (Mon-Fri)
Feature 11: H4 Price Zone (Premium / Discount / Equilibrium)
Feature 12: POI Type (OB / FVG / OB+FVG / Breaker / Liquidity)
Feature 13: Symbol Category (Forex Major / Cross / Crypto / Index / Gold / Energy)
Feature 14: Divergence Code (Bullish / Bearish / None)
These 14 features create a unique "state" key. The Q-Table stores win/loss outcomes for each state, building a statistical model of what works.
Q-Table Mechanics:
Max Q-Table Size: 2,000 unique states
Score Modifier Range: -4 to +4
Adaptive Risk Range: 0.5x to 2.0x of base lot
Learning Rate: 0.15 (configurable: 0.05=slow, 0.3=fast)
Min Trades Before Learning: 30 total
Min Trades Per Symbol: 10
Persistence: Stratum_QTable.csv (survives restarts and VPS migrations)
Learning Phases:
- Exploration (0-30 trades): Collecting data, no score modifications applied
- Exploitation (30-100 trades): Beginning to apply learned modifiers to signal scores
- Mature (100+ trades): Full adaptive trading — proven states get up to +4 bonus and 2x lot; unproven states get penalized and trade at 0.5x
Adaptive Risk Sizing: When enabled, the RL engine adjusts position size based on the Q-value of the current state. States with high win rates trade at up to 2.0x base lot. States with low or unknown win rates trade at 0.5x — automatically protecting capital on uncertain setups.
Pure MQL5: No Python runtime, no DLL files, no external API calls. The entire RL engine runs natively in MQL5 — compatible with any VPS, any broker, any MT5 build.
Part 5: Smart Money Concepts (5-Layer Analysis)
Stratum EA performs continuous top-down analysis across 5 timeframe layers. All layers must align before a trade is taken:
Layer 1 — H4 Macro Trend:
EMA Fast Period: 50
EMA Slow Period: 200
ADX Period: 14
ADX Threshold: 20.0
Determines the directional bias — Bullish (EMA50 above EMA200 + ADX confirms trend), Bearish (opposite), or Neutral. Only trades in the H4 direction.
Layer 2 — H1 Market Structure:
Identifies Break of Structure (BOS) and Change of Character (CHoCH) events. BOS confirms trend continuation. CHoCH signals potential reversal — both bull and bear variants.
Swing Lookback: 50 bars
Layer 3 — M15 POI Detection:
Scans for institutional Points of Interest: Order Blocks (OB), Fair Value Gaps (FVG), OB+FVG confluence zones, Breaker Blocks, and Liquidity pools.
OB Max Age: 50 bars
FVG Min Size: ATR auto
Layer 4 — M5 Momentum Confirmation:
RSI Period: 7
Stochastic: K=5, D=3, Slow=3
Volume Threshold: 1.2x average
Layer 5 — Entry TF Pattern Recognition:
On the selected Entry TF (M1, M5, or M15 depending on Trading Mode), the EA waits for specific candlestick patterns: Pin Bar, Engulfing, or Break-and-Retest.
Pin Bar Wick/Body Ratio: 2.0
Engulfing Coverage: 0.8
Retest Lookback: 10 bars
Part 6: OCM Currency Strength Filter (New in v4.0)
The OCM (Order Currency Momentum) engine calculates real-time strength for 8 major currencies by analyzing 28 forex cross-pairs using ATR-normalized price change.
Currencies: EUR, GBP, USD, JPY, AUD, NZD, CAD, CHF
Cross-Pairs Analyzed: 28
CSF Lookback Period: 14 bars
Strong Threshold: 62 (0-100 scale)
Weak Threshold: 38 (0-100 scale)
Max Score Bonus: +3
Hard Block: If the base currency is weak AND the quote currency is strong for a BUY signal (or vice versa for SELL), the signal is completely blocked — no trade taken regardless of score.
Score Bonus: If the signal aligns with currency strength (buying strong vs weak), up to +3 confluence bonus is added. Maximum confluence score rises from 18 to 21 with CSF enabled.
Example: If EUR strength is 72 (strong) and USD strength is 31 (weak), a BUY EURUSD signal gets +3 bonus. A SELL EURUSD signal gets hard-blocked.
Part 7: Risk Management
Risk Per Trade: 1.0%
Lot Mode: Fixed / Risk Percent
Fixed Lot: 0.02
Min R:R Ratio: 1.0
ATR Period: 14
TP1: 40% of position
TP2: 40% of position
TP3: 20% of position (runner)
Break-Even: After TP1 hit, BE Buffer = 1.5 pips
Trailing Stop: Step = 3.0 pips, Start = 5.0 pips
Max Positions Per Symbol: 1
Max Daily Trades: 0 (unlimited)
Slippage: 10 points
The multi-target TP system closes the position in stages: TP1 secures initial profit, TP2 captures the majority, and TP3 (runner) catches extended moves. After TP1 is hit, the EA automatically moves the stop loss to break-even (plus buffer) and activates trailing stop for the remaining position.
Part 8: WR Boosters
Three additional filters designed to improve the overall win rate:
Loss Cooldown:
Enable Loss Cooldown: true
Trigger: 3 consecutive losses on any symbol
Cooldown Duration: 30 minutes
When a symbol hits 3 consecutive losses, trading pauses for 30 minutes. This prevents drawdown spirals during adverse conditions.
Anti-Correlation Filter:
Enable Anti-Correlation: true
Max Same-Direction Trades: 3
Max Per Currency Group: 2
Prevents overexposure to correlated pairs. Groups pairs by shared currency (e.g., EUR group: EURUSD, EURJPY, EURGBP, EURAUD, EURCAD, EURNZD). Limits same-direction positions within each group.
Multi-TF RSI Confluence:
Enable MTF RSI: false (optional)
When enabled, requires RSI alignment on both M5 and M15 before entry — adds an extra confirmation layer.
Part 9: Paper Trading & Auto-Promotion/Demotion
Trade Filter Mode: ALL_LIVE / WR_GUARD / PAPER_FIRST
Min WR% to Go Live: 55.0%
Min Trades Before WR Check: 5
Force Live Symbols: (manual override)
Paper-Only Track List: (extra tracking)
Symbols can start in Paper mode, proving profitability before risking real capital. Once a symbol reaches the minimum win rate threshold with enough trades, it auto-promotes to Live. If win rate drops, it auto-demotes back to Paper. The RL engine learns from Paper trades too — so no learning is wasted.
Part 10: Session Filter & Do-Not-Trade Hours
Session Filter: true
London: 07:00 - 15:00 GMT
New York: 12:00 - 20:00 GMT
GMT Offset: 99 (auto-detect)
News Buffer: 15 minutes
Do-Not-Trade: optional (e.g., 23:00 - 03:00 GMT)
Close Before DNT: optional
Part 11: POI Zone Visualization (New in v4.0)
When Show Chart Objects is enabled, the EA draws POI zones directly on the chart: FVG zones (green), Order Blocks (gold), OB+FVG confluence zones, Breaker Blocks, and Liquidity levels. Each zone is labeled with its type and automatically removed when mitigated (price trades through).
Part 12: 4K/High-DPI Dashboard (New in v4.0)
Dashboard Sizes: Minimized / Small / Normal / Big / Full Screen
UI Scale: 100% / 125% / 150% / 175% / 200% / 250%
All fonts, panels, indicators, and spacing scale proportionally. The dashboard shows Trading Mode, Entry TF, CSF status, RL phase, and per-symbol real-time data. Normal mode for standard monitors, Big/Full Screen for 4K displays or detailed monitoring.
Part 13: Configuration Recommendations
New Users / Capital Preservation:
Trading Mode: Conservative
Risk Per Trade: 0.5%
Trade Filter: PAPER_FIRST
Min WR to Live: 55%
CSF Enabled: true
Loss Cooldown: true
Anti-Correlation: true
Standard Trading (Recommended):
Trading Mode: Balanced
Risk Per Trade: 1.0%
Trade Filter: WR_GUARD
CSF Enabled: true
Loss Cooldown: true
Anti-Correlation: true
RL Enabled: true
Experienced Scalpers:
Trading Mode: Aggressive
Risk Per Trade: 1.0-2.0%
Trade Filter: ALL_LIVE
CSF Enabled: true
RL Enabled: true (will naturally tighten filter over time)
Part 14: Persistent Data (3 CSV Files)
Stratum_Stats.csv — Per-symbol win/loss statistics (survives restarts)
Stratum_QTable.csv — Q-Learning state-action values (survives VPS migrations)
Stratum_TradeLog.csv — Complete trade history with all 14 features per trade
All three files are stored in MT5's Common folder and persist across EA restarts, chart changes, and VPS migrations. The Q-Table is the most valuable — it represents all the knowledge the EA has accumulated from live trading.
Conclusion
Stratum EA v4.0 provides a complete, self-learning forex trading system:
- Q-Learning RL Engine — 14 features, 2,000-state Q-Table, adaptive scoring and risk sizing
- OCM Currency Strength Filter — 8 currencies, 28 pairs, hard blocks + score bonuses
- 4 Trading Modes — Conservative/Balanced/Aggressive/Custom with auto-configured entry TF
- 5-Layer SMC Analysis — H4 trend, H1 structure, M15 POI, M5 momentum, entry patterns
- Smart Risk Management — Multi-target TP, break-even, trailing stop, adaptive lot sizing
- WR Boosters — Loss cooldown, anti-correlation, multi-TF RSI
- Paper Trading — Auto-promotion/demotion based on live performance
- FX Only Mode — Broker-independent forex validation with 36-currency whitelist
The key to success is matching the configuration to your trading style. Start with Balanced mode, master the interface on a demo account, then gradually customize as you develop your edge. The RL engine will continuously learn and adapt to your specific broker conditions.
Complete ium Trading Series
Stratum EA is part of the ium Series. Each product uses the same proven SMC + Reinforcement Learning architecture but is fully optimized for its specific asset class:
| Product | Asset Class | Specialty | Link |
|---|---|---|---|
| Stratum EA (You Are Here) | Forex (20 FX pairs) | Currency Strength Filter, FX Only Mode, 20-pair scanning | View Product |
| Goldium EA | Gold (XAUUSD) | DXY USD Strength Filter, Kill Zone trading, Asian Range Breakout, News Guard | View Product | Read Guide |
| Indexium EA | Indices (NAS100, US30, SPX500, DAX40, UK100) | VWAP Confluence, Gap Fill Engine, Opening Range Breakout, Index Correlation Guard | View Product | Read Guide |
| Satoshium EA | Bitcoin (BTCUSD) | 24/7 BTC sessions, Weekend Protection, BTC volatility calibration | View Product | Read Guide |
All four products share the same Q-Learning RL engine, persistent CSV system, WR Boosters, Paper Trading with auto-promotion/demotion, 4K dashboard, and POI zone visualization. The difference is in the asset-specific calibration: default SL/TP ranges, session filters, spread limits, ATR multipliers, and symbol validation.
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Disclaimer: Trading involves substantial risk of loss. Stratum EA assists with automated Smart Money Concepts analysis and trade execution — it does not guarantee results. Past performance does not indicate future results. Always trade responsibly and never risk more than you can afford to lose.


