FillWick Champion EA

FillWick Champion EA — Statistical-Arbitrage Mean Reversion for XAUUSDm (Gold)

FillWick Champion EA is a statistical-arbitrage mean-reversion Expert Advisor engineered exclusively for XAUUSDm (Gold) on the M5 timeframe. Instead of chasing breakouts, it fades stretched price extremes whenever the market is in a range-bound regime — entering one isolated position at a time with strict ATR-based risk control on every single trade. In short: a wick fill EA for automated gold trading — fade the wick, trade the snapback.

Why Mean Reversion on Gold M5?

Gold on M5 spends most of its time oscillating inside a trading range. This gold M5 EA is a gold scalper and XAUUSD scalper in one — an XAUUSD EA whose M5 scalper MT5 logic fades oscillations instead of chasing trends. Breakout EAs get chopped up by fake breakouts; trend EAs sit idle for long stretches. A mean-reversion engine profits from the market's most frequent behavior: price stretched too far from fair value snaps back. FillWick Champion measures that stretch objectively with Bollinger Bands, filters out strong-trend regimes with ADX, and only fades extremes with confirmation from RSI and candle shape. That discipline is what a gold trading robot must have.

How The Strategy Works

• 1 · Extreme Detection — 20-period Bollinger Bands at 3.5 standard deviations identify when price is statistically stretched. The EA buys on the lower band and sells on the upper band. This gold wick scalper reads those band touches as wick rejection at liquidity wick gold extremes.
• 2 · Regime Filter — a 14-period ADX below 25 confirms the market is range-bound. In a strong trend (ADX > 25) the EA stands aside, because fading a trend is how mean-reversion EAs die.
• 3 · Confirmation — RSI (7) at 65 (overbought) / 35 (oversold) and a candle body ratio ≥ 0.50 confirm the extreme before a single tick is committed. The RSI filter EA logic doubles as the RSI scalper trigger: no RSI confirmation, no trade.
• 4 · Risk-First Exit — stop-loss at 2.5 × ATR, take-profit at 3.5 × ATR for a positive reward-to-risk profile, plus a trailing stop that locks in profit while giving price room to breathe.

Key Features

• Bollinger Band Extreme Fade — 20-period / 3.5σ bands detect stretched price; buys on the lower band, sells on the upper band.
• ADX Regime Filter — entries are blocked whenever the 14-period ADX is above 25, keeping the EA out of strong trends where fading is dangerous.
• ATR Dynamic Risk — stop-loss at 2.5 × ATR, take-profit at 3.5 × ATR, with an adaptive trailing stop that protects open profit.
• RSI + Body-Ratio Confirmation — dual confirmation filters out weak wick-only extremes before entry.
• Risk-Based Position Sizing — configurable risk per trade (default 1.0% of equity), with lot clamped to broker min/step/max and a free-margin check before every entry.
• Protection Filters — max daily loss circuit breaker (5.0%), max consecutive losses (3), session window filter (02:00–21:00 server time), spread guard (≤ 500 points), slippage cap (30 points).
• Broker-Safe Trailing — 30-second cooldown between trailing modifications, stops never moved into the broker stop/freeze zone, trailing skipped near the take-profit level.
• One Position At A Time — magic-number isolation (202607) so the EA never interferes with other robots or manual trades.
• MT5 Native — built on the standard CTrade library, no DLLs, no external dependencies. A pure MT5 Expert Advisor.

Walk-Forward Validation — Why You Can Trust These Numbers

The strategy was developed on the in-sample window (2021–2023), then evaluated on a window that was never touched during optimization: the out-of-sample window (2024–2026). This is a true walk-forward test — the single best defense against curve-fitting. A walk-forward verified EA, not a curve-fit demo. Backtests use every tick (Model 0) with 98% history quality on Gold XAUUSDm M5, 2021–2026. A real-tick backtest EA record you can audit in the tester.

• Out-of-Sample Profit Factor 3.56 — the strongest period, confirming the strategy generalizes to data it has never seen.
• Full-window Profit Factor 1.66 across 41 trades, net +$905.34 (+9.05% on a $10,000 account).
• Max equity drawdown 3.46% — well inside the 5.0% gate threshold. A credible prop firm EA and prop firm gold EA profile.
• G1–G7 release gate: ALL PASS — including OOS Profit Factor ≥ 1.20, Net Profit ≥ +5%, Max Drawdown ≤ 5%. Prop firm ready: a low drawdown EA and low drawdown gold EA built to fit prop-firm drawdown rules.

Risk Management & Position Sizing

• Risk per trade: 1.0% of account equity (InpRiskPercent).
• Max positions: 1 — no martingale, no grid, no averaging down.
• Stop-loss: 2.5 × ATR, clamped between 300 and 5000 points, placed beyond real market structure via a 15-bar swing search. An ATR stop loss EA design: a hard stop loss EA where every order carries its stop from entry.
• Take-profit: 3.5 × ATR for a positive reward-to-risk ratio.
• Circuit breakers: 5.0% max daily loss, 3 max consecutive losses — the EA pauses before drawdown can compound.
• Free-margin check: positions are skipped when margin is unavailable.

Full Input Settings

Every parameter is exposed and documented — tune the EA to your own risk appetite.

Requirements

• Symbol: XAUUSDm (Gold) — the XAUUSD robot trades this symbol only.
• Timeframe: M5
• Platform: MetaTrader 5 (MT5), Hedged or Netting account — this MetaTrader 5 gold EA runs on both account types.
• Working hours: 02:00–21:00 server time (configurable)
• No DLLs, no external libraries, no martingale, no grid

Risk Disclaimer: Backtest metrics describe historical validation only and are not a guarantee of future results. Always test this Expert Advisor on your broker's XAUUSDm contract specifications (spread, swap, tick value) before using it on a live account. Review risk settings carefully. Trade responsibly.