ATS Breakout Portfolio
- Experts
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Andrea Michelon
Andrea (Andy), Italy. Self-taught programmer since the 1990s, now building MetaTrader 5 tools under the name Andy Trading Solutions (ATS). - Version: 1.0
- Activations: 5
ATS Breakout Portfolio is an Expert Advisor that combines four intraday breakout strategies with one account loss limit.
Two strategies trade USDJPY, one XAUUSD and one the Nasdaq 100 index, each with its own magic number. The three range strategies have their own risk per trade and daily loss limit. The Nasdaq strategy uses an exposure scale and stops new entries when the account has lost its daily limit. An account protection mode watches the daily and the total loss of the whole account.
Every order is sent with a stop loss. No grid, no martingale, no averaging.
The four strategies
Times are in Coordinated Universal Time (UTC) or in broker time (Greenwich Mean Time plus 2 hours in winter, plus 3 hours in summer).
1. Tokyo Range (USDJPY): marks the range from 00:00 to 03:00 UTC and places stop orders at both sides, with the stop loss at the other side. One reverse trade is allowed after a stop. New entries until 16:00 UTC, all positions closed at 17:00 UTC.
2. Yen Session (USDJPY): measures the range from 00:00 to 07:00 broker time and trades the first breakout until 12:00. All positions closed at 22:00.
3. Gold Regime (XAUUSD): range from 00:00 to 09:00 broker time, breakout traded until 14:00. It trades only when the daily trend filter agrees: the 100-day simple moving average gives the direction and the Average Directional Index (14 days) must be 20 or higher. You choose: up-trend days, down-trend days or both. All positions closed at 22:00.
4. Noise Area (Nasdaq 100): enters only when the price leaves its usual intraday range after the New York market open. Position size follows recent volatility, with an emergency stop loss sent with the order. All positions are closed at the end of the New York cash session. United States holidays in the input list are skipped (the list runs to the end of 2027 and can be edited).
Why four strategies together
In the backtest, the daily results of Gold Regime and Noise Area had a correlation of 0.00 to 0.08 with every other strategy. Tokyo Range and Yen Session trade the same pair (correlation 0.69), so their default risk is split: 0.125% and 0.375% per trade.
Backtest results
These are results of the MetaTrader 5 Strategy Tester, simulated on historical data. They are not real trading results.
Setup: USDJPY 5-minute chart, January 2018 to September 2026, real ticks (history quality 85%), 10,000 dollars deposit, default risk, spread, commission and swap of the test server. Risk is a percentage of equity, so results compound.
- 7,654 trades, profit factor 1.26, maximum equity drawdown 9.4%
- In the backtest every calendar year ended positive; 2019 was almost flat (+1.2%)
- Profit factor by strategy: Yen Session 1.29 (1,810 trades), Tokyo Range 1.27 (3,095), Noise Area 1.24 (1,719), Gold Regime 1.22 (1,030)
Account protection mode
Made for accounts with loss rules, such as the evaluation accounts of proprietary trading firms.
- Daily loss limit as % of the balance at the start of the day (default 4%; set the reset hour your firm uses)
- Total loss limit as % of the initial balance (default 9%)
- Limits are rebuilt from the account history after a restart
- No new trade if the loss budget left cannot carry it
- At a limit it closes the trades of this Expert Advisor (optionally all positions) and stops for the day, or for good after the total limit
It limits losses; it does not guarantee that the rules of any firm are met. Read your firm's rules.
Control panel
One section per strategy with its status and the buttons PAUSE and CLOSE (two clicks to confirm). RISK x0.5 halves the risk of all strategies. GUARD shows the daily loss budget left. A countdown shows the time to the candle close. The panel can be collapsed and moved.
Setup
- Attach the Expert Advisor to any one chart (the backtest used a USDJPY 5-minute chart). The symbols are searched automatically, including broker suffixes, or typed in the inputs
- Broker clock: set the winter offset and the summer time rule (New York or European); an hour-shift input covers other clocks
- A hedging account is recommended. On a netting account (one position per symbol), use one strategy per symbol
Questions
- Small account? Lot sizes follow your risk setting. In live trading, if a trade would need less than the minimum lot of your broker, that trade is skipped, never rounded up.
- No Nasdaq 100 symbol at your broker? The Noise Area strategy switches off and the other three keep working.
Limits
- Profit factors of 1.22 to 1.29 are modest. Losing weeks and months are normal.
- A long decline in the backtest ran from December 2025 to March 2026, mostly on USDJPY, and was recovered in July 2026.
- Breakout entries are sensitive to slippage: real fills can be worse than in the tester.
- Past results do not guarantee future results.
Trading involves risk. Test the Expert Advisor on a demo account first.
Andy Trading Solutions
