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The ium Trading Series — A Complete Technical Deep Dive into Institutional-Grade Algorithmic Trading

13 February 2026, 19:26

Kaan Caliskan

Author: Kaan Caliskan | Series: ium Trading Series for MetaTrader 5 | Version: 2025-2026

Introduction: Why the ium Series Exists

After 13+ years managing private funds exceeding $1M in FX and futures markets, one truth became inescapable: no single algorithm can dominate every market. Forex pairs behave differently from gold. Gold moves nothing like Bitcoin. And stock indices have their own rhythm entirely — driven by sessions, gaps, and institutional order flow that no generic EA can capture.

That realization gave birth to the ium Trading Series — a family of five specialized Expert Advisors, each purpose-built for a specific asset class, yet sharing a unified technological backbone:

Stratum EA — Multi-currency FX trading with OCM Currency Strength filtering
Goldium EA — Gold-native XAUUSD specialist with DXY Dollar Strength analysis
Indexium EA — Global indices (NAS100, US30, SPX500, DAX40, UK100) with VWAP Confluence Engine
Satoshium EA — Bitcoin BTCUSD specialist with 24/7 session management and weekend protection
Newsium EA — Economic Intelligence Engine providing real-time fundamental analysis to the entire series

This article is a comprehensive technical walkthrough of every system, algorithm, and architecture decision that powers the ium series. If you are a trader who wants to understand exactly what is running behind the dashboard — this is your document.

Live signal performance can be tracked here:

Technical blogs for each EA:

1. The Shared DNA: Modular Architecture

Every ium EA is built on a modular architecture consisting of 10+ internally integrated sections. Each section is a self-contained engine that can be understood independently but works in concert with the others. The architecture follows this pipeline:

H4 Macro Trend → H1 Structure Detection → M15 POI Mapping → M5 Momentum Confirmation → Entry Pattern → Confluence Scoring → RL Q-Value Adjustment → Risk Calculation → Trade Execution → Adaptive Learning Feedback Loop

Here is the section map across the entire series:

Section	Function	Stratum	Goldium	Indexium	Satoshium
1	Core Definitions & Data Structures	✓	✓	✓	✓
2	Broker-Agnostic Symbol Mapper	Multi-pair FX	Gold-native	Index-native	BTC-native
3	HTF Analyzer (H4 Trend + H1 Structure)	✓	Gold-tuned	✓	✓
4	POI Manager (OB + FVG + Liquidity)	✓	✓	✓	✓
5	M5 Momentum & Divergence Engine	✓	✓	✓	✓
6	Entry Pattern Detection	✓	✓	✓	✓
7	Risk Calculator + Confluence Scoring + RL Agent	✓	✓	✓	✓
8A	Newsium Integration Module	✓	✓	✓	✓
8B	Asset-Specific Strength Filter	OCM Currency	DXY Dollar	VWAP + Correlation	OCM Currency
9	Canvas Dashboard (Drag & Drop, 3 sizes)	✓	✓	✓	✓
10	Alert & Notification System	✓	✓	✓	✓
11	Main Trading Logic + Trade Executor	✓	✓	✓	✓

Each EA contains approximately 10,000+ lines of pure MQL5 code — no external DLLs, no Python bridges, no third-party dependencies. Everything runs natively inside MetaTrader 5, making the series fully compatible with the MQL5 Market distribution requirements.

2. Smart Money Concepts (SMC) Price Action Engine

At the heart of every ium EA lies a full-spectrum Smart Money Concepts implementation — the same institutional trading methodology used by prop firms and hedge funds worldwide. Unlike simple indicator-based systems, SMC focuses on where institutional money enters and exits the market.

2.1. Multi-Timeframe Analysis (H4 → H1 → M15 → M5)

The SMC engine operates across four timeframes simultaneously, each serving a distinct analytical purpose:

H4 (Macro Trend): Determines the overall market bias using dual EMA crossover (default 50/200), ADX trend strength measurement, and Premium/Discount zone classification. The H4 module answers the question: "Are we in a bullish or bearish macro environment?"
H1 (Structural Analysis): Detects Break of Structure (BOS) and Change of Character (CHoCH) events. Tracks swing highs and swing lows with configurable lookback. Identifies Order Blocks at structural break points and maps Liquidity Pools where equal highs/lows cluster.
M15 (Point of Interest Mapping): Scans for Fair Value Gaps (FVG) and combines them with Order Blocks to create composite POI zones. Tracks fill percentage on each FVG and manages POI lifecycle from creation to mitigation.
M5 (Momentum Confirmation): RSI, Stochastic, MACD histogram, and volume ratio analysis. Detects both regular and hidden divergences (BULL_REG, BEAR_REG, BULL_HID, BEAR_HID). Provides the final momentum filter before entry.

2.2. Order Blocks (OB)

An Order Block is the last opposing candle before a strong institutional move. The ium engine tracks each OB with full metadata:

Direction — Bullish OB (buy zone) or Bearish OB (sell zone)
High/Low/Mid prices — The complete zone boundaries
Timeframe origin — Which timeframe generated the OB
Touch count — How many times price has tested the zone
Mitigation status — Whether the OB has been consumed by price
Age validation — OBs expire after configurable bar count (default: 50 bars)

Up to 50 Order Blocks are tracked simultaneously per symbol, prioritized by recency and timeframe weight.

2.3. Fair Value Gaps (FVG)

FVGs represent imbalances in price where institutional orders left unfilled gaps. The engine tracks:

Top/Bottom/Mid — Zone boundaries of the imbalance
Fill percentage — How much of the gap has been retraced (a partially filled FVG at 50-70% is ideal for entry)
Minimum size filter — Set to 0 for ATR-auto calibration, or specify in pips
Confluence detection — When an OB and FVG overlap, a composite POI_OB_FVG zone is created, which receives the highest confluence score

2.4. Break of Structure (BOS) & Change of Character (CHoCH)

These are the structural shift events that define trend continuation and reversal:

BOS Bullish (STRUCT_BOS_BULL) — Price breaks above a prior swing high, confirming trend continuation upward
BOS Bearish (STRUCT_BOS_BEAR) — Price breaks below a prior swing low, confirming downtrend continuation
CHoCH Bullish (STRUCT_CHOCH_BULL) — First break above swing high after a downtrend, signaling potential reversal to bullish
CHoCH Bearish (STRUCT_CHOCH_BEAR) — First break below swing low after an uptrend, signaling potential reversal to bearish

The engine uses configurable swing lookback (default: 50 bars) to identify swing points. Each structural event is time-stamped and bar-indexed for the confluence scoring system to reference.

2.5. Liquidity Sweeps & Liquidity Pools

Liquidity Pools form when equal highs (EQH) or equal lows (EQL) cluster at the same price level. The engine identifies these as magnets for institutional stop hunts:

Touch count tracking — More touches = stronger liquidity pool
Sweep detection — When price pierces through a liquidity pool and reverses, a high-probability trade setup is generated
PATTERN_LIQ_SWEEP — One of the six entry pattern types, triggered specifically on liquidity sweep events

Up to 30 Liquidity Pools are tracked per symbol simultaneously.

2.6. Premium & Discount Zones

The H4 analyzer classifies the current price into Premium (above 50% of the range) or Discount (below 50%) zones. This is critical for filtering:

Buy signals are only accepted when price is in the Discount zone (below fair value)
Sell signals are only accepted when price is in the Premium zone (above fair value)

This institutional concept alone eliminates a large percentage of low-probability signals.

3. The Reinforcement Learning Agent: Q-Learning Self-Optimization

Perhaps the most technologically advanced feature of the ium series is the embedded Q-Learning Reinforcement Learning engine (CAdaptiveLearner class). This is not a marketing gimmick — it is a complete, persistent, self-improving system that learns from every trade the EA takes.

3.1. How the RL Agent Works

The system operates on a classic Q-Table architecture with discretized market states:

Feature Extraction: Before every trade, the engine captures a 14-dimensional feature vector representing the complete market state
State Discretization: Each feature is bucketed into discrete zones (e.g., RSI → oversold/neutral/overbought)
Q-Table Lookup: The feature vector is converted to a string key and looked up in the persistent Q-Table
Score Modification: The Q-value for that state adjusts the confluence score by -4 to +4 points
Trade Execution: After the trade closes, the outcome (win/loss + pips) updates the Q-Table
Persistence: The Q-Table is saved to CSV after every trade and loaded on EA restart

3.2. The 14-Dimensional Feature Space

Each trade's market context is captured as a FeatureKey consisting of:

Feature	States	Description
h4_bias	3	Bullish / Neutral / Bearish macro trend
h1_structure	5	None / BOS Bull / BOS Bear / CHoCH Bull / CHoCH Bear
pattern	6	Engulfing / Pin Bar / Break&Retest / FVG Fill / Liq Sweep / POI Rejection
session	4	Asian / London / NY / London-NY Overlap
rsi_zone	3	Oversold (<30) / Neutral / Overbought (>70)
vol_zone	3	Low (<0.8x) / Normal / High (>1.5x)
spread_zone	3	Tight (<33%) / Normal / Wide (>66%)
adx_zone	3	Weak (<20) / Moderate / Strong (>40)
hour_block	6	4-hour blocks (00-03, 04-07, ..., 20-23)
day_of_week	5	Monday through Friday
h4_zone	3	Neutral / Premium / Discount
poi_type	4	OB / FVG / OB+FVG / Liquidity
category	4	FX Major / FX Cross / Crypto / Index
divergence	3	None / Bullish / Bearish

This creates a theoretical state space of 3 × 5 × 6 × 4 × 3 × 3 × 3 × 3 × 6 × 5 × 3 × 4 × 4 × 3 = ~37 million unique combinations per symbol. In practice, the Q-Table uses an LRU eviction strategy capped at 2,000 entries, keeping only the most frequently encountered states.

3.3. Q-Value Update Formula

The Q-value for each state combines win rate deviation with average pips performance:

confidence = min(1.0, total_trades / 20.0) wr_signal = (win_rate - 0.5) × 2.0 // range: -1.0 to +1.0 pips_signal = +0.3 if avg_pips > 0, -0.3 if < 0 raw_q = (wr_signal + pips_signal) × confidence × max_modifier Q_new = Q_old × (1 - learning_rate) + raw_q × learning_rate

Key characteristics:

Learning rate: Configurable 0.05 to 0.5 (default: 0.15) — controls adaptation speed
Minimum data: Requires 3+ samples per state and 30+ total trades before activating
Per-symbol learning: Each symbol has independent trade counters; learning activates per-symbol after minimum trades threshold
EMA averaging: Average pips use exponential moving average (80/20 old/new) to prevent single-trade domination

3.4. Adaptive Risk Sizing

Beyond score modification, the RL agent also controls position sizing through an adaptive risk multiplier (0.5x to 2.0x):

multiplier = 0.5 + (win_rate - 0.3) × 3.0 // linear scale multiplier = clamp(0.5, 2.0) // safety bounds multiplier = 1.0 + (multiplier - 1.0) × confidence // dampen by data confidence

This means the EA automatically sizes up on high-probability setups and sizes down on historically weak conditions — a Kelly Criterion-inspired approach without the mathematical complexity.

3.5. Persistent Learning Across Sessions

Each EA saves its Q-Table and trade log to separate CSV files in the MT5 Common directory:

Stratum_QTable.csv / Stratum_TradeLog.csv
Goldium_QTable.csv / Goldium_TradeLog.csv
Indexium_QTable.csv / Indexium_TradeLog.csv
Satoshium_QTable.csv / Satoshium_TradeLog.csv

This means learning persists across EA restarts, MT5 restarts, and even system reboots. The trade log records the full 14-dimensional feature context for every trade, enabling post-hoc analysis and strategy refinement.

4. The Confluence Scoring System

Every potential trade signal must pass through a multi-layered scoring system that assigns points based on how many independent factors align. This is the engine's primary quality gate.

4.1. Score Components (Maximum: ~21+ points)

Component	Points	Condition
H4 Trend Alignment	+3	Trade direction matches H4 EMA bias
H1 Structure Confirmation	+3	BOS or CHoCH confirms direction
POI Quality	+1 to +3	OB (+1), FVG (+1), OB+FVG confluence (+3)
Entry Pattern	+1 to +2	Pattern type detected (Engulfing, Pin Bar, etc.)
Momentum Confirmation	+1 to +3	RSI + Stochastic + MACD alignment
Volume Confirmation	+1	Volume ratio above threshold (default: 1.2x)
Divergence	+1 to +2	Regular or hidden divergence detected
Session Quality	+1	Trading during optimal session hours
Premium/Discount Zone	+1	Buy in discount, sell in premium
Currency/Asset Strength	+1 to +3	Strength divergence confirms direction
RL Q-Value Modifier	-4 to +4	Historical performance of this exact market state
Newsium Score Bonus	-2 to +2	Economic news alignment with trade direction

A signal must reach the minimum confluence threshold to be considered valid. This threshold varies by Trading Mode (see Section 8).

4.2. Signal Lifecycle

Each signal progresses through defined states: PENDING → ACTIVE → TP1_HIT → TP2_HIT → TP3_HIT or SL_HIT, with EXPIRED and CANCELLED as terminal states. The signal carries complete metadata including entry/SL/TP prices, pattern type, HTF bias, confluence score, ticket numbers for each partial position, and adaptive learning keys.

5. OCM Currency Strength Filter (Stratum & Satoshium)

The OCM (Optimized Currency Matrix) Engine is an embedded currency strength calculator that analyzes relative strength across 8 major currencies using 28 forex pairs — all calculated internally without any external indicators.

5.1. How OCM Works

Stratum EA and Satoshium EA both use the OCM engine (CCurrencyStrength class):

ATR-Normalized Change Calculation: For each of the 28 standard forex pairs, the engine calculates price change over the lookback period, normalized by ATR to make all pairs comparable
Currency Decomposition: Each pair's movement is decomposed into base currency strength (positive contribution) and quote currency weakness (negative contribution)
Averaging: Each currency's raw strength is averaged across all pairs it appears in (typically 7 pairs per currency)
Normalization: Raw values are rescaled to a 0-100 range where 50 is neutral

The 8 tracked currencies are: EUR, GBP, USD, JPY, AUD, NZD, CAD, CHF

5.2. Trading Signal Integration

The OCM filter contributes to signals in two ways:

Score Bonus: When the base currency is strong (≥62) AND the quote currency is weak (≤38), the signal receives up to +3 bonus points. A partial match (only one condition met) gives half bonus.
Direction Block: When currency strength strongly opposes the trade direction (e.g., buying a pair where the base is very weak AND the quote is very strong), the signal is blocked entirely.

5.3. Newsium Enhancement

When Newsium EA is running alongside, the OCM engine blends economic news scores into currency strength calculations with a 15% weight factor. This creates a hybrid technical-fundamental strength reading.

6. DXY Dollar Strength Filter (Goldium)

Goldium EA replaces the OCM engine with a purpose-built CDXYStrengthFilter that focuses exclusively on USD strength — because gold's primary driver is the dollar.

6.1. DXY Proxy Construction

Rather than requiring the actual DXY index, Goldium constructs a synthetic USD strength reading from 4 major USD pairs (EURUSD, GBPUSD, USDJPY, USDCHF) using ATR-normalized price changes. This approach works with any broker, regardless of whether they offer DXY as a tradeable instrument.

6.2. Gold-Specific Logic

Inverse correlation: Strong USD → bearish for gold (sell bias), Weak USD → bullish for gold (buy bias)
Score bonus: Up to configurable bonus points when USD strength confirms trade direction
Direction blocking: Blocks buy signals when USD is strong (above threshold), blocks sell signals when USD is weak
Newsium enhancement: When Newsium EA is active, USD news scores are blended into DXY strength with 20% weight (EnhanceDXYWithNews function)

6.3. Asian Range System

Goldium also includes a CAsianRange module that captures the Asian session range (00:00-07:00 GMT) and uses it as a reference for London/NY session breakout detection — a technique well-known among gold scalpers for identifying the first institutional move of the day.

7. VWAP Confluence & Index Correlation Guard (Indexium)

Indexium EA introduces two unique systems designed specifically for stock index behavior:

7.1. VWAP (Volume-Weighted Average Price) Engine

Institutional traders rely heavily on VWAP as a benchmark for order execution. Indexium calculates intraday VWAP for each symbol and uses it as a directional filter:

Price above VWAP + Bullish signal → Score bonus (confirming institutional buying pressure)
Price below VWAP + Bearish signal → Score bonus (confirming institutional selling pressure)
Price above VWAP + Bearish signal → Score penalty (counter-institutional trade)
Price below VWAP + Bullish signal → Score penalty (counter-institutional trade)

7.2. Index Correlation Guard

Since US indices (NAS100, US30, SPX500) are highly correlated, Indexium implements a CIndexCorrelation module that:

Groups correlated indices — US indices form one group, European indices another
Limits exposure per group — Configurable maximum same-direction positions per correlation group (default: 3)
SPX Sentiment Indicator — Uses SPX500 as a market-wide sentiment gauge to influence signals on other indices

7.3. Gap Detection Engine

Stock indices frequently gap at session opens (unlike forex). Indexium includes a gap detection algorithm that identifies opening gaps and generates gap-fill trade setups when conditions align with the SMC framework.

7.4. Session-Native Design

Each index has its own optimal trading session:

NAS100/US30/SPX500: US session (13:30-20:00 GMT) as primary, with pre-market activity
DAX40: European session (07:00-15:30 GMT)
UK100: London session (08:00-16:30 GMT)

Indexium applies session quality scoring that gives bonus points during the most liquid hours for each specific index.

8. Bitcoin-Native Architecture (Satoshium)

Satoshium EA is built from the ground up for Bitcoin's unique market microstructure — it is not a forex EA adapted for crypto.

8.1. 24/7 Session Management

Unlike forex which closes on weekends, Bitcoin trades continuously. Satoshium addresses this with:

BTC Session Filter Modes:
- ALL — Trade 24/7 without restriction
- US_ONLY — Only trade during US hours (13:30-20:00 GMT) when institutional volume peaks
- ACTIVE — Trade 07:00-20:00 GMT, skipping the low-liquidity Asian session

8.2. Weekend Protection System

Bitcoin weekends often see low liquidity, flash crashes, or manipulation. Satoshium includes a three-mode weekend protection:

AUTO — Detects whether the broker provides weekend quotes and adapts automatically
ON — Always close or avoid trades before weekend (Friday close)
OFF — Full 24/7 trading including weekends

8.3. BTC-Calibrated Risk Parameters

Bitcoin volatility is orders of magnitude higher than forex. Satoshium uses asset-specific calibration:

Stop Loss range: 500-15,000 points (vs. 5-50 pips for forex)
Pip value: 100 points = 1 pip (BTCUSD with 2-digit precision)
Max spread tolerance: 5,000 points (typical BTCUSD spread is ~1,700 points)
Symbol alternatives: Automatically detects BTCUSD, BTCUSDm, BITCOIN, XBTUSD, BTC/USD, BTC_USD across any broker

9. Newsium: The Economic Intelligence Engine

Newsium EA is the fundamental analysis backbone of the entire ium series. It operates as an independent EA that reads the MT5 built-in Economic Calendar and publishes processed intelligence to the other EAs via Global Variables.

9.1. News Analysis Pipeline

Calendar Loading: Reads events from configurable lookback (default: 4 hours past) to lookahead (default: 24 hours future)
Impact Classification: Maps MT5 calendar importance to three levels: HIGH, MEDIUM, LOW
Deviation Calculation: Computes Actual vs. Forecast deviation as a percentage, with special handling for small values (like 0.1% rate decisions) to prevent percentage explosion
Surprise Factor: Combines forecast surprise (70% weight) with trend surprise vs. previous value (30% weight)
Time Decay: Recent events have full weight; older events decay linearly over configurable decay period (default: 120 minutes)
Impact Scoring: Final score = surprise × impact_weight × decay_factor

9.2. Intelligent Event Classification

Newsium understands that not all news is created equal. It classifies events into categories with specific handling:

Inverse Events: Events where higher values are negative for the currency (unemployment, jobless claims, trade deficit, budget deficit). These get their scores inverted automatically.
Inflation Events: CPI, PPI, PCE — Higher inflation is treated as currency-bullish (hawkish rate expectations attract capital)
Rate Events: FOMC, ECB, BOE rate decisions — Directly impacts all asset classes differently
Employment Events: NFP, ADP, employment change — Strong employment = currency bullish
Sentiment Events: PMI, ISM, consumer confidence, ZEW — Leading indicators
GDP Events: Direct economic growth measurement

9.3. Asset-Specific Bias Calculations

Newsium generates specialized bias scores for each asset class:

Currency Scores (for Stratum):

Aggregated news scores per currency on a -10 to +10 scale using sigmoid normalization
Duplicate event filtering (same-time releases within 2 minutes are de-duplicated, keeping only the highest-impact event)
Pre-news filter flag when high-impact events approach

Gold Bias (for Goldium):

USD Inverse Score (40% weight) — Strong USD = bearish gold
Inflation Score (25% weight) — Higher inflation = bullish gold (hedge demand)
Rate Score (20% weight) — Higher rates = bearish gold (opportunity cost)
Risk Sentiment Score (15% weight) — Multiple currencies bearish = risk-off = bullish gold (safe haven)

Index Biases (for Indexium):

Economic Score (60% weight) — GDP, employment, retail data
Sentiment Score (40% weight) — PMI, confidence surveys
Special handling: Rate increases → bearish for stocks (higher borrowing costs), High inflation → bearish for stocks (rate hike fears)
Individual bias for each index: NAS100, DJ30, SPX500, GER40, NIKKEI225, UK100

BTC Bias (for Satoshium):

USD Inverse Score (35% weight) — Strong USD typically pressures BTC
Risk-On Score (35% weight) — Multiple bullish currencies = risk-on = BTC bullish
Liquidity Score (30% weight) — Dovish (rate cuts) = BTC bullish, Hawkish (rate hikes) = BTC bearish

9.4. Inter-EA Communication Protocol

Newsium publishes data via MT5 Global Variables with the prefix "NEWS_":

NEWS_USD_SCORE    → Currency aggregate score (-10 to +10)
NEWS_USD_BIAS     → Directional bias (-3 to +3)
NEWS_USD_FILTER   → Pre-news trade filter active (1.0 or 0.0)
NEWS_USD_HIGH_MIN → Minutes to next high-impact event
NEWS_XAU_BIAS     → Gold-specific overall bias
NEWS_BTC_BIAS     → Bitcoin-specific overall bias
NEWS_NAS100_BIAS  → Index-specific bias
NEWS_LAST_UPDATE  → Timestamp for staleness detection

Each ium EA checks for Newsium availability by looking for the NEWS_LAST_UPDATE variable and verifying it is recent (within 120 seconds). If Newsium is not running, all EAs gracefully degrade — news features are simply disabled with no impact on core SMC functionality.

9.5. Trade Impact Functions

When integrated, Newsium affects trading decisions through multiple channels:

Score Adjustment: News differential between base and quote currencies modifies the confluence score (ApplyNewsToSignalScore)
Pre-News Trade Block: Blocks new trades X minutes before high-impact events (default: 5 minutes)
Lot Reduction: Reduces position size near high-impact events (default: 50% reduction within 15 minutes)
SL Tightening: When news goes against an open position, stop loss is tightened by configurable percentage (default: 20%)
SL Widening: Optionally widens stop loss near high-impact events to prevent premature stop-outs from news spikes

10. Six Entry Pattern Types

After the macro trend, structure, POI zone, and momentum filters are all aligned, the final entry trigger requires one of six price action patterns detected on the entry timeframe (M1 or M5, configurable):

Pattern	Detection Logic
Engulfing	Current candle body fully engulfs prior candle body. Configurable minimum coverage ratio (default: 0.6x)
Pin Bar	Wick-to-body ratio exceeds threshold (default: 1.5x). Long wick showing rejection from POI zone.
Break & Retest	Price breaks a key level and retests it as support/resistance within configurable lookback (default: 10 bars)
FVG Fill	Price returns to fill a Fair Value Gap at 50-70% fill level, creating a high-probability re-entry point
Liquidity Sweep	Price sweeps beyond a liquidity pool (stop hunt) and reverses with strong momentum
POI Rejection	Strong rejection candle from within an active POI zone with momentum confirmation

All pattern detection parameters are configurable, allowing traders to tune sensitivity from aggressive (loose patterns) to conservative (strict confirmation required).

11. WR Boosters: Win Rate Enhancement Systems

The WR (Win Rate) Booster module is a collection of filters designed to eliminate statistically weak trades:

11.1. Loss Cooldown

After 3 consecutive losses on any symbol, the EA enters a cooldown period (default: 15 minutes) where no new trades are opened for that symbol. This prevents tilt-trading during adverse conditions.

11.2. Anti-Correlation Filter

Prevents concentration risk by limiting same-direction exposure:

Max Same-Direction Open Trades: Default 5 (across all symbols)
Max Per Currency Group: Default 3 (e.g., no more than 3 long positions on USD-quote pairs)

11.3. Multi-TF RSI Confluence

Optional additional filter that requires RSI alignment across both M5 and M15 timeframes before allowing entry.

11.4. Paper-First Trade Filter

This unique system allows the EA to track signals as "paper trades" first before committing real capital:

FILTER_PAPER_FIRST — New symbols start as paper-only; once they achieve a configurable minimum win rate (default: 40%) over minimum trades (default: 10), they are automatically promoted to live trading
FILTER_ALL_LIVE — Skip paper phase, trade everything live immediately
FILTER_ALL_PAPER — Pure signal tracking mode, no real trades

12. Trading Modes: One EA, Multiple Personalities

Each ium EA offers pre-configured trading modes that adjust multiple parameters simultaneously for different risk appetites:

Stratum EA Modes:

Mode	Entry TF	Min Score	Min R:R	Character
Conservative	M15	High	1.5:1	Fewer signals, higher quality, wider stops
Balanced	M5	Medium	1.0:1	Best mix of frequency and quality
Aggressive	M1	Low	0.8:1	Maximum signals, scalping approach
Custom	User-defined	User-defined	User-defined	Full manual control

Goldium EA Modes:

Mode	Character
Fortress (M15)	Maximum protection, gold's high volatility demands patience
Standard (M5)	Balanced approach for regular gold trading
Blitz (M1)	Aggressive scalping during high-volatility sessions
Custom	Full manual control over all parameters

Indexium EA Modes:

Mode	Character
Institutional (M15)	Mimics institutional order flow — patient, high-conviction
Standard (M5)	Balanced intraday index trading
Momentum (M1)	Captures quick momentum moves during session opens
Custom	Full manual control

13. Broker-Agnostic Symbol Mapper

One of the most practical engineering features is the CSymbolMapper class. Every broker names their symbols differently:

EURUSD, EURUSDm, EURUSD.i, EURUSD.r, EURUSD_SB, EURUSDpro, EURUSD.ecn
BTCUSD, BTCUSDm, BITCOIN, XBTUSD, BTC/USD
NAS100, USTEC, US100, NASDAQ, NAS100.cash, USTECH, NDX100
XAUUSD, GOLD, XAUUSDm, XAUUSD.i

The Symbol Mapper automatically:

Tries the standard base name first
Scans broker's symbol list for suffix/prefix variations
Attempts alternative name tables (BTCUSD → BITCOIN, NAS100 → USTEC, etc.)
Allows manual override via custom mapping input ("BTCUSD=BTCUSDm,NAS100=USTEC")
Sets asset-specific parameters: pip value, pip digits, min/max SL, spread limits

This means every ium EA works on virtually any broker without manual configuration — from IC Markets to Exness, Pepperstone to FBS.

14. Risk Management & Trade Execution

14.1. ATR-Based Dynamic Stop Loss

Stop loss is calculated from the POI zone boundaries combined with ATR-based buffer, then clamped to asset-specific min/max ranges. This ensures stops are always appropriate for current volatility conditions.

14.2. Triple Take-Profit System

Positions are split into three portions with configurable ratios (default: 40% / 40% / 20%):

TP1: Conservative first target — locks in profit early
TP2: Standard swing target — captures the main move
TP3: Extended target — captures runners with trailing stop

14.3. Break-Even & Trailing Stop

After TP1 is hit, the remaining position is moved to break-even with a configurable buffer (default: 1.5 pips to cover spread and commission). An auto trailing stop then protects profits as price advances.

14.4. Lot Sizing Modes

Fixed Lot: Simple fixed lot per trade
Risk-Based: Percentage of equity at risk per trade (default: 1%), with lot size calculated from SL distance
Adaptive: Risk-based with RL multiplier overlay (0.5x to 2.0x based on Q-value)

14.5. Safety Controls

Maximum positions per symbol (default: 1)
Maximum daily trades (0 = unlimited)
Magic number isolation — each EA has unique magic numbers to prevent cross-interference
Spread filter — blocks trades when spread exceeds asset-specific maximum
Do-Not-Trade hours — configurable trading blackout periods

15. The Canvas Dashboard

Every ium EA features a real-time Canvas-based dashboard rendered directly on the chart using MT5's Canvas library. The dashboard provides at-a-glance information without needing external monitoring tools.

15.1. Three Size Modes

Small (Compact) — Essential information only, minimal screen real estate
Normal — Full information including all symbols, POI zones, signal status
Big (Full) — Extended view with open trade details, Q-learning status, session timers

15.2. Dashboard Sections

Header: EA name, version, mode, account info
Symbol Grid: Per-symbol bias, structure, POI status, signal score, trade status
Open Trades: Live P&L, SL/TP levels, break-even status
Statistics: Win rate, total pips, average R:R, trades today
Adaptive Learning Status: Q-Table size, total trades, learning state
Currency/Asset Strength: Visual strength bars for all currencies (Stratum) or USD strength (Goldium)
Session Timer: Current session, time to next session boundary
Newsium Status: Connection indicator, upcoming events, news bias

15.3. Interactive Features

Drag & Drop: Dashboard can be repositioned on the chart
Click Interaction: Click on symbol rows for detailed information
UI Scale: Configurable scaling for high-DPI / 4K monitors (100%, 125%, 150%)

16. Alert & Notification System

The alert system (CAlertManager) supports multiple notification channels:

MT5 Popup Alerts — On-screen notifications with sound
Push Notifications — Delivered to the MetaTrader mobile app
Email Alerts — For traders who monitor via email
Telegram Integration — Newsium EA supports direct Telegram bot messaging with custom Bot Token and Chat ID

Alert cooldown prevents notification spam (configurable, default: 60 seconds between alerts).

17. Session & Time Intelligence

Every EA includes a comprehensive session awareness system:

Automatic GMT Offset Detection: When set to "auto" (99), the EA detects the broker's GMT offset automatically
Session Windows: London (07:00-15:00 GMT), New York (12:00-20:00 GMT), London-NY Overlap (12:00-15:00 GMT), Asian (00:00-07:00 GMT)
Session Scoring: Trades during optimal sessions receive bonus confluence points
Do-Not-Trade Hours: Configurable blackout periods (e.g., rollover hours 23:00-03:00 GMT)
Pre-Close Protection: Optional position closing before DNT periods begin

Indexium EA extends this with per-index session optimization, while Satoshium EA adds Bitcoin-specific 24/7 session modes and weekend protection.

18. What Makes the ium Series Different

Let's be honest — the MQL5 Market has thousands of Expert Advisors. Here is what sets the ium series apart:

Asset Specialization: Each EA is purpose-built, not adapted. Goldium is not Stratum with gold parameters — it has a completely different strength engine (DXY vs OCM), different session logic, and gold-tuned SMC parameters.
Real Reinforcement Learning: The Q-Table RL system is not a marketing claim. It is a complete implementation with persistent learning, per-symbol tracking, adaptive risk sizing, and 14-dimensional state space. Every trade makes the EA smarter.
Fundamental + Technical Fusion: No other EA series on MQL5 Market offers a companion news engine (Newsium) that provides real-time fundamental bias scoring with asset-specific modeling (gold inflation/rate analysis, BTC liquidity scoring, index economic health tracking).
Zero External Dependencies: No DLLs, no Python, no API keys, no cloud services. Every line of code runs natively in MQL5. This means full MQL5 Market compatibility, no security risks, and guaranteed portability across brokers and VPS providers.
Professional-Grade Risk Management: Triple TP system, break-even with spread buffer, trailing stops, loss cooldowns, anti-correlation filters, paper-first validation, adaptive position sizing — these are the risk controls used by professional fund managers, not retail retail traders.
10,000+ Lines of Transparent Logic: This is not a black box. Every decision point is logged, every score component is visible on the dashboard, and every trade record is saved with full context for post-analysis.

19. How to Deploy the Full Series

For maximum effectiveness, deploy all five EAs simultaneously:

Newsium EA — Attach to any chart first. It runs on a timer (every 10 seconds) and publishes data globally.
Stratum EA — Attach to any chart. It monitors multiple FX pairs internally.
Goldium EA — Attach to XAUUSD chart (auto-detects broker symbol name).
Indexium EA — Attach to any chart. It monitors NAS100, US30, SPX500, DAX40, UK100 internally.
Satoshium EA — Attach to BTCUSD chart (auto-detects broker symbol name).

All EAs will automatically detect Newsium's presence and integrate economic intelligence. Each EA uses separate Magic Numbers, separate Q-Tables, and separate statistics files — there is no cross-interference.

20. Recommended Settings by Account Size

Account Size	Mode	Risk%	Lot Mode	RL Agent	Newsium
$500 - $1,000	Conservative	0.5%	Risk-based	Enable (collecting data phase)	Recommended
$1,000 - $5,000	Balanced	1.0%	Risk-based	Enable	Recommended
$5,000 - $25,000	Balanced or Custom	0.5-1.0%	Risk-based + Adaptive	Enable with adaptive risk	Highly recommended
$25,000+	Custom	0.25-0.5%	Adaptive	Full RL suite active	Essential

Conclusion

The ium Trading Series represents a fundamentally different approach to algorithmic trading on MetaTrader 5. Instead of one generic EA trying to trade everything, we built five specialized engines — each understanding its market at a native level — unified by a shared SMC framework, a self-improving RL agent, and an economic intelligence backbone.

Every trade the system takes makes it smarter. Every market condition it encounters is recorded and learned from. And every economic event is analyzed and integrated into the decision process in real-time.

This is not set-and-forget software. This is a professional trading system that evolves with the markets.

Resources:

Product Pages: Stratum | Goldium | Indexium | Satoshium | Newsium
Live Signals: Stratum | Goldium | Indexium | Satoshium
Technical Blogs: Stratum | Goldium | Indexium | Satoshium
Developer: kaancaliskan.com

#price action, metatrader 5, expert advisor, Algorithmic Trading, MQL5, SMC, SMART MONEY CONCEPTS

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