Mpx Mrv2 Mean Reversion

MPX-MRV2 — Mean Reversion EA

Gold (XAUUSD) | M30 | MetaTrader 5

## Overview

MPX-MRV2 is a Mean Reversion Expert Advisor for Gold (XAUUSD) on the M30 timeframe. It identifies extreme price deviations using Bollinger Bands (3.1σ), confirmed by RSI exhaustion and an ADX sideways filter — entering counter-moves only when the market is ranging, not trending.

The EA opens a maximum of 1 position per symbol at a time, with built-in Breakeven and Trailing Stop systems to lock in profit as price reverts to the mean.

MPX-MRV2 is part of the MPX Series — a collection of 6 EAs, each built on a distinct trading strategy, designed to be run together as a diversified portfolio.

## Backtest Results

| | |
|---|---|
| Symbol | XAUUSD |
| Timeframe | M30 |
| Period | 2024.01.01 – 2026.04.17 |
| History Quality | 100% |

| Metric | Value |
|---|---|
| Initial Deposit | $500 |
| Total Net Profit | $777.49 |
| Profit Factor | 2.64 |
| Sharpe Ratio | 14.25 |
| Recovery Factor | 2.66 |
| Max Drawdown | 19.18% ($292.42) |
| Total Trades | 62 |
| Win Rate | 72.13% |

> ⚠️ Past performance does not guarantee future results. Results may vary depending on broker, spread, and market conditions. Always backtest before going live.

## How It Works

**Entry Logic**

- Bollinger Bands (20, 3.1σ) — price must close beyond the extreme outer band
- RSI (8) — confirms exhaustion: below 27 for longs, above 90 for shorts
- ADX (16, max 27) — trades only when ADX is below threshold (sideways market)
- Executes on confirmed bar close only — no duplicate entries per candle
- Maximum 1 open position per symbol at any time

**Position Sizing**

- Lot size calculated automatically based on % risk per trade
- SL and TP scale with ATR — adapts to current market volatility

**Trade Management**

- Breakeven: moves SL to open price once price reaches a defined ATR distance
- Trailing Stop: follows price by ATR distance to lock in profit

## Parameters

### Strategy: Extreme Reversion

| Parameter | Description |
|---|---|
| BbPeriod | Bollinger Bands period |
| BbDeviations | BB deviation (extreme filter) |
| RsiPeriod | RSI period |
| RsiUpper | RSI overbought threshold |
| RsiLower | RSI oversold threshold |
| AdxPeriod | ADX period |
| AdxMax | ADX maximum (sideways filter) |

### Action & Risk System

| Parameter | Description |
|---|---|
| StopLoss_ATR_Multiplier | Stop loss distance (× ATR) |
| TakeProfit_ATR_Multiplier | Take profit distance (× ATR) |
| MaxSpread_Points | Maximum allowed spread (points) |
| InitialRisk_Percent | Risk per trade (% of equity) |

### Management System

| Parameter | Default | Description |
|---|---|---|
| Use_TrailingStop | true | Enable trailing stop |
| Breakeven_ATR_Multiplier | 1.1 | Breakeven trigger (× ATR) |
| Breakeven_Offset_Points | 11.0 | Breakeven lock offset (points) |
| TrailingStop_ATR_Distance | 2.0 | Trailing stop distance (× ATR) |
| MagicNumber | 20002 | Unique EA identifier |

## Recommended Usage

- Default parameters are optimized for XAUUSD M30 and can be used as-is
- Re-optimize every 3–6 months as Gold market conditions shift over time
- Reducing Risk_Percent (e.g. to 2%) will lower drawdown proportionally

## Important Notes

- MPX-MRV2 is a Mean Reversion EA — it performs best in ranging markets and may underperform during strong trending conditions
- Requires a Hedging account — does not support Netting accounts
- Always test on a Demo account first before going live
- Results will vary across brokers due to differences in spread and execution

## Requirements

| | |
|---|---|
| Platform | MetaTrader 5 |
| Account Type | Hedging |
| Recommended Symbol | XAUUSD |
| Recommended Timeframe | M30 |
| Minimum Deposit | $500 (at 5% risk) |
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