Grok ZScore Pair MT5

Product Overview

Grok Z-Score is an automated trading system developed based on the rigorous mathematical and statistical principle of "Mean Reversion." By monitoring two highly correlated trading instruments in high frequency, it utilizes the Standard Deviation (Z-Score) algorithm to precisely calculate price deviations. When the price action of the two instruments exhibits irrational divergence, the EA automatically enters a hedged position; when prices revert to the norm (the mean), the trades are closed for profit.

Core Selling Points

• Pure Math-Driven Logic: Real-time calculation of standard deviation deviations. It does not rely on lagging indicators and captures trading opportunities entirely based on the statistical probability of price distribution.

• Independent Grid Recovery System: The flagship feature of this EA. Both instruments feature independent, non-interfering recovery (averaging) logic, dynamically managed according to their respective PnL status. This significantly enhances drawdown recovery during extreme market conditions while keeping overall risk under control.

• Net Profit Algorithm (Commission Included): The Take-Profit algorithm features built-in, real-time deduction of commissions and swap fees. The "Total Profit" displayed on the dashboard is the net profit after all trading costs, ensuring "What You See Is What You Get."

• Visual Monitoring Panel: Equipped with a professional dark-themed dashboard for real-time monitoring of:

  • Real-time Z-Score vs. Target Threshold (sampling updates on new bar arrival).

  • Locked Entry Z-Score for easier post-trade analysis.

  • Individual grid levels (recorded as Grid X level in comments), lot sizes, PnL, and real-time equity drawdown.

• Compliance & Low-Latency Code: Deeply optimized code that automatically disables UI refreshing during backtesting to maximize efficiency. Supports MT5 high-precision backtesting and fully complies with MQL5 Market validation standards.

Performance & Settings

• Timeframe: M5 (Running on M1 is recommended for highest precision sampling).

• Backtest History: 1-year Real Tick data testing.

• Capital Requirements: Minimum $1,000 / 0.01 lot.

• Historical Performance: Profit: 2,318 | Max Drawdown: 22.5%.

• Configuration: Optimal settings have been published in the Comments section of the Signal page.

Risk Control

• Max Equity Drawdown Protection: Automatically closes all positions when the set percentage is reached to strictly protect your principal.

• Margin Level Monitoring: Built-in atomic-level fund pre-check; the EA stops adding positions if margin is insufficient or if lot size downsizing fails.

• Spread Filter System: Automatically bypasses entries during high volatility or wide spreads to avoid unnecessary trading costs.

Risk & Disclaimer (Condensed)

Forex margin trading carries a high level of risk; leverage can lead to the rapid loss of principal. All backtests and demonstration results of this EA are for reference only, do not represent future performance, and do not constitute investment advice. Users should understand that statistical arbitrage may face risks of correlation breakdown and spread expansion during extreme market conditions. Please test on a Demo Account for at least 4 weeks and ensure you are trading with risk capital you can afford to lose. The developer assumes no legal responsibility for any form of direct or indirect trading losses.