Indexium EA
- Experts
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Kaan Caliskan
All the products in my profile are for sale, complete with source code and all sales rights. If you are interested, please contact me via private message or at fxkaanc@gmail.com
Algorithmic Trading Engineer, Economist & Fund Manager | 13+ Years in the Markets - Version: 1.42
- Updated: 16 February 2026
- Activations: 10
Indexium EA
Indexium EA is an automated trading system for global stock indices built on Smart Money Concepts (SMC) and a Q-Learning Reinforcement Learning engine. It runs entirely in pure MQL5 with no DLL dependencies. The EA trades NAS100, US30, SPX500, DAX40, and UK100 simultaneously from a single chart. Every component is calibrated for index market behavior including session-native trading, VWAP confluence filtering, Gap Fill pattern detection, Opening Range Breakout entries, and index correlation management.
No grid, no martingale, no averaging. Every trade uses a fixed stop loss with ATR-based calculation.
Backtest results are not representative for this EA. Indexium EA uses a real-time adaptive RL engine that learns from live index market conditions including session opens, gap behavior, and cross-index correlation. The Strategy Tester cannot simulate these variables. Please test on a demo account with live market data for proper evaluation.
Core Logic
The EA performs continuous top-down analysis on each configured index: H4 macro trend direction, H1 market structure detection (BOS/CHoCH), M15 institutional POI zones (Order Blocks, Fair Value Gaps, Breaker Blocks, Liquidity Pools), M5 momentum confirmation, and entry pattern matching. Index-specific adjustments include faster swing lookback (40 bars), medium OB validity (60 bars), higher volume thresholds (1.5x), and a higher minimum R:R ratio (1.5:1) to account for index spread costs and gap risk. Automatic broker symbol mapping resolves naming differences (NAS100, USTEC, US100, etc.) across brokers.
Q-Learning Reinforcement Learning Engine
The RL engine extracts 14 features from every signal and maintains a persistent Q-Table tracking win/loss outcomes for each unique market state. Over time the engine adjusts score modifiers from -4 to +4 and adapts position sizing between 0.5x and 2.0x. The Q-Table is saved to CSV and survives restarts and VPS migrations.
VWAP Confluence Filter
The EA calculates a session-anchored VWAP (Volume Weighted Average Price) and uses price position relative to VWAP as a confluence factor. Trades aligned with VWAP direction receive a configurable score bonus (default +2), while counter-VWAP signals receive a penalty. This helps filter entries against the dominant institutional flow.
Gap Fill Pattern Detection
Index markets frequently gap at the open. The EA detects opening gaps relative to the previous close and identifies Gap Fill trade opportunities when price moves to close the gap. A minimum gap size filter (ATR ratio) prevents triggering on insignificant gaps.
Opening Range Breakout
The EA tracks the first N minutes of the cash session (configurable, default 30 minutes) and identifies breakout entries when price moves beyond the opening range. This pattern captures the directional momentum that often follows the initial price discovery period at the cash open.
Index Correlation Guard
US indices (NAS100, US30, SPX500) are highly correlated, as are European indices (DAX40, UK100). The correlation guard limits the number of same-direction open trades within each correlation group (default max 3 per group) to prevent excessive exposure to a single market move. An SPX500 sentiment filter optionally uses SPX direction as a broad market sentiment indicator for all US index trades.
Session-Native Trading
Index markets have distinct trading sessions with different liquidity profiles. The EA includes a session filter with configurable cash open cooldown (default 30 minutes to skip initial volatility) and cash close buffer (default 30 minutes to avoid end-of-day slippage). Broker GMT offset is auto-detected. Optional Do-Not-Trade hours allow blocking overnight or low-liquidity periods.
7 Trading Modes
Indexium EA includes 7 pre-configured modes. Institutional uses M15 entries with the strictest filters. Standard uses M5 entries and is the recommended starting point. Momentum uses M1 for higher-frequency entries. IntraSwing uses M30 for intraday swing trading. SwingMaster uses H1 for daily-level trades. MacroTrend uses H4 for position trading. Custom mode allows full manual control.
Trade Management
The EA uses a multi-target take-profit system with TP1, TP2, and TP3 partial close levels. After TP1 is hit, the stop loss moves to break-even and an optional trailing stop activates. Higher slippage tolerance (30 points default) accounts for index spread variability. A loss cooldown system pauses trading after consecutive losses.
Newsium EA Integration
Indexium EA can receive real-time economic data from Newsium EA, the news analysis engine in the ium Trading Series. Newsium provides per-index bias models combining GDP, employment, retail, and sentiment data with interest rate expectations. It adjusts signal scoring, blocks trades before high-impact events, and provides directional bias for each index. If Newsium is not running, Indexium EA continues trading normally.
Paper Trading and Auto-Promotion
Each index can start in paper trading mode where trades are tracked but not executed. When an index demonstrates a configurable minimum win rate, it is automatically promoted to live trading. The RL engine learns from both paper and live trades.
Part of the ium Trading Series
Indexium EA is the indices member of the ium Trading Series. Four specialized EAs share the same SMC and RL architecture, each designed for a different asset class:
Stratum EA - Multi-symbol forex with OCM Currency Strength Filter across 20 pairs. Goldium EA - XAUUSD with DXY USD strength filter, Kill Zone trading, and Asian Range liquidity detection. Indexium EA (Indices) - You are here. Satoshium EA - BTCUSD with 24/7 session management, Weekend Protection, and BTC volatility calibration. Newsium EA - Economic calendar analysis engine providing real-time news scores to all ium EAs via Global Variables.
Configuration
Indexium EA provides input parameters organized in logical groups: index symbol selection and mapping, trading mode and confluence threshold, multi-timeframe chain (H4/H1/M15/M5/Entry), trend indicators (EMA, ADX), structure detection (swing lookback, OB validity, FVG size), momentum (RSI, Stochastic, volume), entry patterns (Pin Bar, Engulfing, Break and Retest), risk management (risk percent, R:R ratio, lot mode), trade execution (TP levels, break-even, trailing), index session filter (cash open/close cooldown), VWAP confluence settings, Gap Fill parameters, Opening Range Breakout settings, index correlation guard, SPX sentiment filter, RL engine parameters, WR Boosters (loss cooldown, anti-correlation, multi-TF RSI), Newsium integration toggles, alert settings, and dashboard visual options.
For complete parameter documentation, please refer to the detailed guide.
Support
Join the MQL5 community group for updates, tips, and discussions. For technical assistance, contact via MQL5 messaging. Visit the seller page to explore other products in the ium Trading Series.
