RavenQuant Daybreak EA for SP500
- Experts
- Versione: 4.0
- Aggiornato: 28 luglio 2026
- Attivazioni: 5
Automated intraday volatility-breakout expert advisor for the US500 (S&P 500) on MetaTrader 5. Production version 4.
Documentation (manual) — full setup, preset file, VIX data, broker time examples, and parameter reference are in the manual. This page is a short product overview only.
Overview
RavenQuant Daybreak is a rules-based trading system for the US500. It trades opening-range breakouts in both directions, with a hard stop loss on every position and risk-based position sizing with optional compounding.
Version 4 keeps the Opening-Range Breakout core and adds:
- Clearer end-of-day closure and an optional end-of-day reversal module.
- VIX filter — after a prior-day VIX spike, long-only for that day.
- M15 Supertrend filter — only the breakout side aligned with the trend.
- Updated defaults for hard take-profit, pyramid distance, and risk ceiling.
The logic is fully mechanical: no martingale, no grid, no averaging down. Risk is set before each entry. Position size follows selectable risk profiles (including Extreme), with a broker-independent exposure ceiling. Order splitting helps when the broker max lot would otherwise block larger accounts. The session is defined in New York time and converted to the broker server clock, including daylight saving.
Performance
Historical backtest on US500 with the version 4 engine, June 2017 – June 2026 (about 9 years, 98% modelling quality), starting deposit $10,000, Medium risk profile (shipped default) with risk-based compounding:
| Metric | v4 Medium |
|---|---|
| Total net profit* | ~$984,561 |
| Profit factor* | 1.46 |
| Equity max drawdown* | ~29% |
| Daily Sharpe* (custom) | ~1.40 |
| Daily Sortino* (custom) | ~3.68 |
Custom Daily Sharpe / Sortino are calculated from the daily equity path (OnTester / sortino-recovery-sharpe.xml ). MetaTrader’s built-in Sharpe is not a good match for this equity path; prefer the custom figures when comparing.
The expert advisor ships with the Medium risk profile. The ready-made preset file name and load steps are in the manual. Extreme is optional (about $3.55M net and about 37% equity drawdown in the risk-profile sweep). These figures are historical backtests, not a promise of future results (see disclaimer).
All risk profiles (v4)
| Risk profile | Net profit* | Profit factor* | Equity drawdown %* | Daily Sharpe* | Daily Sortino* |
|---|---|---|---|---|---|
| Very low | $404,729 | 1.46 | 26.2% | 1.39 | 3.60 |
| Low | $642,321 | 1.46 | 27.5% | 1.40 | 3.70 |
| Medium (shipped) | $984,561 | 1.46 | 29.4% | 1.40 | 3.68 |
| High | $1,530,334 | 1.45 | 32.2% | 1.36 | 3.52 |
| Very high | $2,415,105 | 1.46 | 34.2% | 1.36 | 3.51 |
| Extreme | $3,545,204 | 1.46 | 37.2% | 1.35 | 3.42 |
How to start
- Load the Medium preset file (file name and download location are in the manual) via Strategy Tester / Expert Advisor inputs → Load.
- Attach RavenQuant Daybreak US500 to a US500 chart (timeframe M15 or finer).
- If the VIX filter is used live: allow the required WebRequest URLs (listed in the manual) before migration to MetaTrader VPS.
- If backtesting with VIX on: place the daily VIX CSV in MQL5/Files as described in the manual.
- Set broker time (see Setup) and confirm the session window on the on-chart panel.
- Choose a risk profile (Medium is the default) and run on a VPS near the broker server if possible.
Session note: the preset targets a typical Eastern European Time broker (winter GMT+2). Brokers differ on server time and daylight saving, so you may need to adjust the winter GMT offset or use Server time mode, then confirm the window on the panel. Per-broker examples are in the manual.
VIX filter
Live and demo: with the filter on, the expert advisor downloads daily VIX via WebRequest (primary and fallback sources). Exact URLs to allow under Tools → Options → Expert Advisors are in the manual. If VIX is off, WebRequest is not required.
Strategy Tester: WebRequest is not available. With VIX on in a backtest, use a local daily VIX CSV in MQL5/Files. File name, source, and placement steps are in the manual. If VIX is off, no CSV is needed.
Setup
| Item | Recommendation |
|---|---|
| Symbol | US500 (S&P 500 index contract for difference) |
| Chart timeframe | M15 or finer (the expert advisor uses its own internal timeframes) |
| Broker | Commission-free account preferred; low spread helps. Eastern European Time brokers are a common match for the preset. |
| Account type | Hedging (required for order splitting and pyramiding; netting merges them into one position) |
| VPS | Recommended, preferably close to the broker server |
| Minimum balance | Usable from a few hundred dollars on low-risk profiles or fixed lot; larger balances compound faster. |
| Leverage | 1:100 or higher (1:200–1:500 for higher / Extreme profiles) |
Broker time: enter session times in New York (Eastern Time) and set the broker winter GMT offset — or, if the broker clock is already on New York time, use Server time mode and type the hours directly. Full examples are in the manual.
Sample time config (by broker server clock)
The session is defined in New York (Eastern Time). The expert advisor converts it to the broker server clock — the time in MetaTrader Market Watch, not the country you live in. You always enter the Eastern Time hours (09:00 / 10:00 / 15:30); the conversion is automatic.
| Broker server clock | Time reference | Winter GMT offset | EU daylight saving |
|---|---|---|---|
| Eastern European Time — GMT+2 winter (many brokers) | New York time | 2 | true |
| New York (Eastern Time, e.g. US brokers) | Server time | - (ignored) | - (ignored) |
| London (UK, GMT+0 winter) | New York time | 0 | true |
| Central Europe (CET, GMT+1 winter) | New York time | 1 | true |
Only the broker server clock matters for the offset. Example: if you live in Spain but the broker server is Eastern European Time / GMT+2, use offset 2, not the Central Europe row. To find the offset, open Market Watch, compare server time to UTC, round to the whole hour; if measured in summer, subtract 1 for the winter offset. Then confirm the window on the on-chart panel.
Recommended settings (US500 v4)
Default Medium profile (also available as a preset file — see the manual):
| Setting | Value |
|---|---|
| Time reference | New York time (set your broker winter GMT offset) |
| Range build start / end | 09:00 / 10:00 |
| Close-all time | 15:30 |
| Position sizing | Lot per balance |
| Risk % per trade | 5.0 |
| Risk profile | Medium (Extreme optional) |
| Exit mode | Breakeven + trailing |
| Breakeven / Trailing / Step / Hard take-profit | 2.0 / 1.0 / 1.5 / 2.4 |
| VIX long-only after spike | On (+2.5%) |
| M15 Supertrend filter | On (ATR 9, multiplier 3.5) |
Main points
Hard stop loss and take-profit logic on every trade. No grid and no martingale. Optional VIX and M15 Supertrend filters. Automatic order splitting when the broker max lot would block size. Selectable risk profiles control exposure and drawdown. Usable on smaller balances with low-risk profiles or fixed lot, and scales with account size.
Risk disclaimer. *Performance figures are hypothetical results from historical backtests (US500, June 2017 – June 2026, 98% modelling quality, $10,000 starting deposit, risk-based compounding). They do not represent real trading and were obtained with the benefit of hindsight. Past and simulated performance is not indicative of future results. Higher risk profiles increase both growth and drawdown. Trading leveraged products such as contracts for difference and indices carries a high level of risk. RavenQuant Daybreak is a trading tool, not financial advice or a guarantee of profit. Only trade with money you can afford to lose.
RavenQuant Daybreak US500 v4 — Intraday Volatility Breakout — MetaTrader 5 — (c) 2026 RavenQuant
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