CodeBaseSezioni
Guarda come scaricare robot di trading gratuitamente
Ci trovi su Telegram!
Unisciti alla nostra fan page
Script interessante?
Pubblica il link!
lasciare che altri lo valutino
Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5
Al pocket
Sistemi Esperti

001 - Turnaround Tuesday - sistema esperto per MetaTrader 5

Sergey Ermolov
Sergey Ermolov

Sergey Ermolov

4.3 (341)
Ciao,
sono Sergey Yermolov — sviluppo sistemi e algoritmi di trading da oltre 15 anni.
Il mio approccio al trading non consiste nel cercare il “Sacro Graal” né nel promettere guadagni rapidi.
Non vendo “robot che fanno soldi”.
29 prodotti 1 segnale 1 articolo 1 codice 9 argomenti 25 commenti
Visualizzazioni:
144
Valutazioni:
(1)
Pubblicato:
Scarica come ZIP Come scaricare il codice da MetaEditor
Freelance MQL5 Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

Expert Advisor for testing the Turnaround Tuesday hypothesis.

Strategy logic: if Monday closes below its open, a Buy position is opened at the start of Tuesday. If Monday closes above its open, a Sell position is opened. The trade is always taken against Monday's direction.

An optional ATR filter can be applied, and Stop Loss / Take Profit levels can be calculated based on current market volatility.

This EA was built as a research tool for testing calendar-based market effects and trading hypotheses.


Parameters

  • LotType - Position sizing method.
    Fixed Lot — fixed trade volume.
    % Risk from Start Balance — position size calculated from a predefined risk percentage.
  • Lots - Fixed lot size used when Fixed Lot mode is selected.
  • Risk - Risk per trade in percent. (Used only when risk-based position sizing is enabled.)

ATR Filter

  • FilterATR - Enables or disables the volatility filter.
  • DailyATRPeriod - ATR period calculated on the daily timeframe.
  • MinCheckDayATR - Minimum Monday range expressed as a multiple of ATR.

Example:

ATR = 100 points
MinCheckDayATR = 1.5

A trade will only be opened if Monday's range exceeds 150 points.

Position Settings

  • kDailyATR - Stop Loss distance expressed as a multiple of the daily ATR (0 disables Stop Loss).

Example:

ATR = 100 points
kDailyATR = 0.5

The Stop Loss will be placed 50 points away from the entry price.

  • rrTP - Risk/Reward ratio used to calculate Take Profit (0 disables Take Profit).

Example:

Stop Loss = 50 points
rrTP = 2.0

The Take Profit will be placed 100 points away from the entry price.

Close Position

  • CloseHour - Hour when all open positions are force-closed.
    If neither Stop Loss nor Take Profit has been reached, the position will be closed at market price.


  • MagicNumber - Unique identifier used for the EA's positions.


Important Notes

  1. The EA analyzes daily candles regardless of the chart timeframe.
  2. Entry conditions are checked only when a new daily bar appears.
  3. ATR values are taken from the daily timeframe (PERIOD_D1).
  4. Only one position per symbol can be open at a time.
  5. All positions are force-closed at the hour specified in CloseHour.
  6. If Stop Loss is disabled (kDailyATR = 0), risk-based position sizing cannot be calculated. In this case, the minimum allowed lot size is used.


Risk Calculation

When using % Risk from Start Balance, position size is calculated from the account balance captured when the EA starts, not from the current account balance.

This behavior is intentional and was designed to make strategy testing more consistent. Risk remains constant throughout the test and does not change as the balance grows or declines.

If you prefer the traditional approach based on current balance or equity, the position sizing logic can be modified in the CalcLot() function.


Backtest Results

The strategy was tested on EURUSD, XAUUSD and SP500 over the 2016–2026 period.

The baseline version did not show a persistent edge:

  • EURUSD: -1.3%
  • XAUUSD: -2.3%
  • SP500: +0.03%


After adding the ATR filter and position management rules, the results changed:

  • XAUUSD: +38%
  • SP500: +40%
    Maximum drawdown on SP500: 11%




Full research report, equity curves and test results: https://www.mql5.com/en/blogs/post/770953


Source code is open — feel free to modify it, test it on other instruments and build upon it.
This EA was created to test trading hypotheses, not to trade real money without additional research and validation.

Long-Only Trend Breakout with Dynamic Risk Management Long-Only Trend Breakout with Dynamic Risk Management

Breakout is a clean, automated MetaTrader 5 expert advisor designed to capture algorithmic breakout momentum in structural bull markets.

Quantum XAUUSD Silver Trader Quantum XAUUSD Silver Trader

Multi-indicator EA for Gold (XAUUSD) and Silver (XAGUSD): RSI, ADX and MA signals, adaptive ATR trailing stop and built-in capital protection.

MSNR v5.31Plus AEU EA MSNR v5.31Plus AEU EA

MSNR v5.31Plus AEU EA is an Expert Advisor for MetaTrader 5 based on Malaysian SNR body levels, Smart Money reaction logic, liquidity sweep, MISS, engulfing confirmation, trendline confluence, QML, CRT and DOL target projection. The EA is designed for XAUUSD and works best on the M5 timeframe. It scans higher timeframes such as W1, D1, H4 and H1 to build important support and resistance zones, then waits for price action confirmation on the execution timeframe. Main features: - Malaysian SNR body-level detection. - Higher-timeframe support and resistance scan. - Liquidity sweep, MISS and engulfing confirmation. - Trendline, QML, breakout-retest and CRT logic. - Confluence cluster system. - Session filter for Asia, Europe and US trading hours. - Risk management by account percentage. - Partial close at selected R multiple. - Break-even and safety guard options. Recommended settings: Symbol: XAUUSD Timeframe: M5.

MACD Signals MACD Signals

Indicator edition for new platform.