Vantage Breakout
- Experts
- Version: 1.31
- Updated: 24 October 2026
Vantage Breakout is a volatility band breakout Expert Advisor. It builds a band around a moving average with an ATR distance and enters when a bar closes outside it. Exits are managed in money terms: profit is taken in three steps measured in percent of the account balance, and a soft stop closes the trade at bar close if the loss reaches a set percentage of the balance.
OVERVIEW
- Breakout band: SMA plus or minus InpAtrMultiplier x ATR
- Entry on a close above the upper band (buy) or below the lower band (sell)
- Hard stop loss in percent of price, optional percent trailing stop
- Three-step profit taking based on percent of balance: one third, one third, then the rest
- Soft close: the trade is closed at bar close if the floating loss reaches InpSoftClose_PctBalance percent of the balance
- Risk-based position size with compounding or fixed initial balance
- One position at a time, entries and tiers evaluated on closed bars
- Built-in optimizer scoring system for robust parameter selection
- On-chart dashboard with account drawdown and EA drawdown tracked separately
HOW IT WORKS
Band: at each new bar the EA computes an SMA of InpSmaPeriod bars and adds or subtracts InpAtrMultiplier x ATR(InpAtrPeriod). A close above the upper band signals a strong upside move and opens a buy; a close below the lower band opens a sell.
Stop and size: the hard stop loss is placed InpSL_Pct percent of price away from the entry. The lot size is calculated so that this stop costs InpRiskPercent percent of the current balance (InpCompounding = true) or of the initial balance. With InpUseTrailing enabled, the stop follows price at the same percentage distance on every tick and only moves in the profit direction.
Profit tiers (checked at each bar close):
- When the floating profit reaches InpTP1_PctBalance percent of the balance, about one third of the initial volume is closed
- At InpTP2_PctBalance percent, another third is closed
- At InpTP3_PctBalance percent, the remaining volume is closed
- Several tiers can trigger on the same bar. If the position is too small to split, a tier is skipped and the full volume is closed at InpTP3_PctBalance
Soft close: at each bar close, if the floating loss of the position has reached InpSoftClose_PctBalance percent of the balance, the position is closed, usually well before the hard stop.
Safety: margin check before every order, full lot normalization including the broker's aggregate volume limit, stop and freeze level checks on entries and trailing modifications, automatic filling mode detection. A startup self-test reports whether trading is actually allowed on the chart.
INPUTS
Strategy: InpAtrPeriod, InpSmaPeriod, InpAtrMultiplier
Money Management: InpRiskPercent, InpCompounding
Risk Placement: InpSL_Pct, InpUseTrailing
Active Position Management: InpTP1_PctBalance, InpTP2_PctBalance, InpTP3_PctBalance, InpSoftClose_PctBalance
Identification: Magic_Number, Order_Comment
Optimizer Score: Score_* inputs, see below
OPTIMIZER SCORING SYSTEM
Standard MT5 criteria such as maximum balance or profit factor tend to select parameter sets that fit the past by chance. Vantage Breakout includes a custom scoring function that ranks each optimization pass on the quality of its equity curve:
- Smoothness of the equity curve (R2 of a linear fit)
- Profit speed (normalized slope)
- Temporal stability (divergence between the first and second half of the test)
- Profit concentration (penalty when a few trades make most of the profit)
- Drawdown depth and duration (Ulcer Index)
- Capital efficiency (MAR ratio)
- Trade count reliability
A pass scores 0 if net profit is negative, or if profit factor, drawdown or number of trades are outside the limits you set. In the MT5 optimizer, set Optimizer Criterion to Custom max.
RECOMMENDED SETUP
- Instruments that tend to continue after a strong close outside their volatility band
- The default risk is 2 percent at the hard stop, while the soft close usually limits the loss to about 0.5 percent of the balance; keep InpSoftClose_PctBalance below InpRiskPercent
- Optimize in two stages: 1 Minute OHLC or Open Prices for the band and money management parameters, then Every Tick to confirm (and to test the trailing stop)
- VPS for continuous operation
DISCLAIMER
Trading leveraged products involves a high risk of loss. Backtest results do not guarantee future performance. Test on a demo account before trading live.
