ABlackBoxRange
- Experts
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Olivier Nomblot
I look at math and computers as ways to eliminate the emotional ups and downs of investing. “I don’t want to have to worry about the market every minute. I want models that will make money “.
WE TRADE THE FUTURE, NOT THE PAST. IMAGINATION TO SOFTWARE . - Versione: 1.41
- Attivazioni: 5
ABlackBoxRsiSar — My Favourite Range Trade
A range/mean-reversion expert advisor built around my own adaptive RSI band system. Instead of fixed 70/30 levels, the overbought/oversold bands are derived from an exponentially-weighted percentile of recent RSI history, so they continuously adapt to each instrument's behaviour and volatility regime — tightening in quiet conditions, widening when the market gets active.
The logic is stop-and-reverse: RSI reaching the adaptive lower band opens a long, the upper band opens a short, and a position riding to the opposite band reverses. Every trade is protected by an ATR-based stop-loss at entry, with break-even and ATR trailing managing the exit. Positions are automatically flattened at the end of the trading day (22:40 CET, with automatic GMT/daylight-saving adjustment) so there is no overnight exposure.
Key features
- Adaptive RSI percentile bands that self-adjust per symbol and per market regime
- Stop-and-reverse engine with ATR stop-loss, break-even, and trailing exits
- Trend filter to trade only with the trend, using any combination of a long moving average, higher-timeframe momentum, or MA slope, with user-selectable strictness
- Session-aware position sizing with automatic EU daylight-saving handling and an automatic daily flat-close
- Built-in graphical dashboard: live RSI gauge, signal-proximity meter, and full P&L statistics (today / month / all-time, profit factor, win rate, expectancy) saved per account and symbol
- Validator-safe order handling throughout
Best suited to short-timeframe range and mean-reversion trading on any symbol.
This EA does not use martingale, grid, or hedging.FIFO compliant for the US,
