StatArb Fader Pro EA
- Experts
-
Phan Van Khoa
Algorithmic trader and MQL5 developer based in Vietnam. I build Expert Advisors, indicators, and trading utilities — available on the MQL5 Market. Focused on automation, risk management, and practical trading solutions. - Version: 1.28
- Activations: 5
StatArb Fader Pro — XAUUSDm M5 Expert Advisor
Fade the extremes. Not the trend.
StatArb Fader Pro is a statistical-arbitrage mean-reversion Expert Advisor built exclusively for XAUUSDm (Gold) on the M5 timeframe. Instead of chasing breakouts, it fades stretched price extremes when the market is in a range-bound regime — one isolated position at a time, with strict ATR-based risk control on every trade.
Key Features
- Bollinger Band Extreme Fade — 20-period / 3.5-deviation 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 1.0 x ATR, take-profit at 2.0 x ATR, with a trailing stop that locks in profit as price moves.
- 4-Bar Cooldown — filters repeated low-quality signals between entries.
- Risk-Based Position Sizing — configurable risk per trade (default 1%), optional maximum lot cap and slippage guard.
- One Position At A Time — magic-number isolation so the EA never interferes with other robots or manual trades.
- MT5 Native — built on the standard Trade library, no DLLs, no external dependencies.
How It Works
- Price touches the lower (BUY) or upper (SELL) Bollinger Band.
- The 14-period ADX confirms the regime is range-bound (at or below 25).
- The EA enters with a stop-loss 1.0 x ATR away and a take-profit 2.0 x ATR away for a positive reward-to-risk profile.
- A trailing stop follows the position and protects open profit.
- After an entry, a 4-bar cooldown pauses the signal engine before the next trade is considered.
Backtest Proof (Walk-Forward Validation, 2021-2026)
- Symbol: XAUUSDm | Timeframe: M5
- Out-of-Sample Profit Factor: 2.03
- Max Drawdown: 2.75%
- Recovery Factor: 23.09
- Trades Analysed: 1,579
- Net Result: +$6,463
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.
