Sideways Martingale - expert for MetaTrader 5

Backtest EURUSD 01/03/2025 - 20/01/2026 Timeframe M5 (ONNX AI training specifically for M5-M15)

Backtest GBPUSD 01/03/2025 - 20/01/2026 Timeframe M5 (ONNX AI training specifically for M5-M15)

1. General Overview

SidewaysMartingale is an Expert Advisor designed to trade sideways (range-bound) markets using a martingale recovery strategy, enhanced with an AI-based trend detector implemented via an ONNX model.

The EA combines:

• AI trend classification (Sideway / Bullish / Bearish)

• Envelopes indicator for range-based entries

• Controlled martingale position scaling

• Profit-based basket closing

• Margin-based emergency stop

The core idea is:

Trade only when the market is statistically classified as sideways, and avoid adding martingale positions when a strong trend is detected.

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2. AI Trend Detector (ONNX Integration)

ONNX Model Output

The ONNX model returns:

• A predicted label (not directly used)

• A probability vector with three probabilities:

These probabilities are extracted as:

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3. Feature Engineering (AI Inputs)

The EA feeds 9 engineered features into the ONNX model:

These features allow the AI model to detect:

• Market volatility

• Trend strength

• Time-based behavioral patterns

• Price structure behavior

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4. Sideways Market Detection Logic

A market is considered sideways when:

Example:

• If InpAISidewayThreshold = 0.70

• Then at least 70% confidence is required to classify the market as sideways

👉 No new trades are opened unless this condition is met

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5. Entry Logic (Scalping in Range)

The EA uses Envelopes to detect range extremes.

Buy Entry

• Price touches or breaks the lower envelope

• AI confirms a sideways market

• Opens a BUY position

Sell Entry

• Price touches or breaks the upper envelope

• AI confirms a sideways market

• Opens a SELL position

💡 This ensures trades are taken only at range extremes during non-trending conditions.

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6. Martingale Recovery Logic

When positions already exist, the EA applies a distance-based martingale:

• New position is opened only if price moves away by a defined pip distance

• Lot size increases using a multiplier ( LotMultiplier )

• Maximum number of trades is limited ( MaxTradesInSeries )

Distance Check

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7. AI Safety Filter for Martingale

This is a critical risk control mechanism.

Before adding a new martingale position, the EA checks:

If current series is BUY

If current series is SELL

🔒 Meaning:

• If AI detects a strong opposite trend

• And confidence exceeds InpAISafetyThreshold

• Martingale expansion is stopped

This prevents:

• Martingale during strong breakouts

• Deep drawdowns caused by trend continuation

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8. Profit Target & Basket Closing

The EA monitors total floating profit across all positions:

Once reached:

• All positions are closed

• Martingale series is reset

• EA waits for a new sideways setup

This approach treats all positions as one basket trade.

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9. Risk Management

Margin-Based Emergency Stop

If equity drawdown exceeds a defined percentage:

• All positions are immediately closed

• Prevents margin call scenarios

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10. Strategy Summary