MeanReversionTrendEA - expert pour MetaTrader 5

1. Overview MeanReversionTrendEA combines trend following and mean reversion strategies using Moving Averages and ATR-based volatility measurements, with built-in trade validation to ensure reliable execution across various market conditions.

2. Key Features

• Dual Strategy: Combines trend following (MA crossovers) and mean reversion (price-to-MA deviations).
• Adaptive Signals: Uses fast and slow moving averages for trend identification.
• Volatility Integration: Incorporates ATR to measure market volatility for mean reversion entries.
• Built-in Validator: Comprehensive trade validation system checking volume, margin and stop levels.
• Safety Mechanism: Includes safety trade functionality for backtest validation.
• Defensive Position Management: Fixed or proportional SL/TP with proper validation.
• Multi-Asset Compatible: Works with forex, commodities, indices and stocks with proper lot sizing.

3. How It Works

• Monitors moving average crosses for trend direction changes.
• Measures price deviations from slow MA using ATR-based volatility bands.
• Generates buy signals when fast MA crosses above slow MA or price falls below volatility band.
• Generates sell signals when fast MA crosses below slow MA or price rises above volatility band.
• Validates and executes trades with proper risk management parameters.

4. Inputs

• Fast_MA_Period (20), Slow_MA_Period (50), ATR_Period (14)
• ATR_Multiplier (2.0) for mean reversion band calculation
• LotSize (0.1) for position sizing
• SL_Points (500), TP_Points (1000) for risk management
• Magic_Number (123456) for order identification

5. Usage Notes

• Optimal for all major currency pairs and liquid instruments.
• Works on all timeframes, with H1-H4 recommended for better signal quality.
• Requires sufficient historical data for proper indicator calculation.
• Best for trending markets with occasional reversion opportunities.
• Robust validation system ensures proper execution across brokers.

6. Code Structure

• CTradeValidator: Comprehensive trade validation class.
• Indicator initialization and data processing functions.
• Signal generation combining trend and reversion logic.
• Trade execution with proper validation and risk management.
• Safety mechanisms for backtesting integrity.

7. Disclaimer Provided as-is for educational purposes. Past performance is not indicative of future results. Test extensively on demo accounts before live trading.