Gold scalper Quant trader
- Experts
- Versione: 3.40
- Attivazioni: 5
GoldScalper GEX is an institutional-grade quantitative Expert Advisor for XAUUSD (Gold) designed around COMEX options market maker positioning and Gamma Exposure (GEX) dynamics.
Instead of relying on lagging retail indicators, GoldScalper GEX identifies where institutional options dealers are forced to hedge their positions, plotting major Call Walls, Put Walls, the Gamma Flip line, and Max Pain targets directly on your MetaTrader 5 chart. When price interacts with these critical liquidity anchors, the EA executes precise, rules-based trades with tight ATR-calibrated stop losses and multi-stage exits.
Strategy Overview
In the options market, dealers (market makers) maintain delta-neutral portfolios. When spot gold moves:
1. In Positive Gamma environments (above the Gamma Flip level), dealers must buy into dips and sell into rallies, creating natural mean-reversion zones near major Put and Call Walls.
2. In Negative Gamma environments (below the Gamma Flip level), dealer hedging accelerates directional momentum, turning key support breaches into high-velocity waterfall moves.
GoldScalper GEX tracks these institutional dynamics in real-time through five distinct trading setups:
- Setup 1: Put Wall Bounce (Long) — Captures high-probability mean-reversion bounces off dealer Put Wall concentrations.
- Setup 2: Pivot Point Rejection (Short) — Executes quick intraday scalps on failed retests of daily pivot resistance.
- Setup 3: Gamma Flip Rejection (Short) — Fades failed reclaims of the zero-gamma regime threshold.
- Setup 4: Gamma Cascade Breakdown (Short) — Capitalizes on aggressive dealer liquidation when the Put Wall structurally fails.
- Setup 5: Pivot S1 Support Scalp (Long) — Fast mean-reversion scalp targeting gravitational pull back toward Max Pain.
Key Features
- Real-Time Level Visualization: Automatically draws Call Walls, Put Walls, Gamma Flip, Max Pain, Sigma Bands, and Daily Pivots directly on the chart with clean labels.
- Precision Entry Engine: Filters entries using candlestick price action patterns (pin bars and engulfing candles), RSI momentum filters, and volume confirmation to eliminate premature triggers.
- Dynamic Risk Management: Calculates stop loss distances dynamically using ATR (0.5x ATR for scalps, 0.75x ATR for swing setups), keeping risk tightly controlled.
- Multi-Stage Exit System: Automatically closes 50% of the position at Take Profit 1, moves the Stop Loss to Breakeven, and trails the remaining volume toward Take Profit 2.
- Automatic Level Expiration & Invalidation: Tracks weekly options expiry dates and session rollovers, automatically locking out stale levels and notifying the trader when a fresh quant update is required.
- Interactive HUD Dashboard: On-chart real-time monitor displaying live spread, current ATR, regime classification, distances to nearest walls, active setup state, and daily trade counters.
Recommendations & Requirements
- Symbol: XAUUSD, GOLD
- Timeframe: M5 or M15 (EA reads multi-timeframe price structure internally)
- Account Type: ECN, Raw Spread, or Low Spread recommended
- Leverage: 1:100 or higher recommended
- Minimum Deposit: $100 for 0.01 lot micro trading ($500+ recommended for standard percentage risk)
- Execution: VPS recommended with low latency (<20ms) to your broker server
Input Parameters
=== Institutional GEX Levels ===
- Call Wall: Major resistance level derived from call open interest concentration.
- Secondary Call Wall: Intermediate resistance level.
- Gamma Flip: Price threshold separating positive and negative gamma regimes.
- Max Pain Target: Theoretical pinning target where total option buyer value is minimized.
- Secondary Put Wall: Intermediate support level.
- Put Wall: Major support floor derived from put open interest concentration.
=== Level Expiration & Invalidation Settings ===
- Weekly Options Expiry Date: Calendar cutoff timestamp (Friday weekly options settlement).
- Expire Daily Pivots: Automatically invalidates intraday pivot levels at daily rollover.
- Dynamic Invalidation: Automatically deactivates support/resistance levels if breached by a decisive momentum break.
- Notify On Expiry: Enables popup alerts when levels expire.
- Push On Expiry: Sends push notifications to your mobile MetaTrader 5 terminal.
- Sound On Expiry: Plays an audio alert on level invalidation.
=== Sigma & Vanna Bands ===
- +1 / -1 Sigma Bands: 1-standard-deviation daily expected move boundaries.
- +2 / -2 Sigma Bands: 2-standard-deviation tail risk volatility bands.
- Vanna Upper / Lower: Extreme volatility exhaustion bands.
=== Daily Pivot Levels ===
- Pivot Point (PP): Central daily pivot level.
- R1, R2, R3: Daily resistance pivot levels.
- S1, S2, S3: Daily support pivot levels.
=== Trade Setup Parameters ===
- ATR(14) Daily: Reference 14-period daily Average True Range.
- Scalp SL Multiplier: Stop loss distance for scalp setups (default 0.5x ATR).
- Swing SL Multiplier: Stop loss distance for swing setups (default 0.75x ATR).
- TP1 Multiplier: First take profit target as a multiple of risk.
- TP2 Multiplier: Second take profit target as a multiple of risk.
- Entry Proximity: Zone thickness around key levels (default 0.15x ATR).
=== Entry Filters ===
- RSI Period: Period length for relative strength index calculation.
- RSI Oversold / Overbought: Boundary filters for long/short entries.
- Fast / Slow EMA Period: Exponential moving average periods for trend alignment.
- Volume Multiplier: Minimum volume threshold relative to 20-period SMA.
- Require Pattern: Requires candle formation confirmation before opening trades.
=== Risk Management ===
- Risk Percent: Percentage of account balance risked per trade.
- Max Spread: Maximum allowable spread in points for trade execution.
- Max Slippage: Maximum allowable slippage in points.
- Move To Breakeven: Automatically moves stop loss to entry price upon reaching TP1.
- Partial Close: Closes 50% of volume at TP1.
- Max Trades Per Day: Daily execution limit to prevent overtrading.
- Magic Number: Unique trade identifier for multi-EA setups.
Support & Updates
For questions, setup assistance, or to report issues, please contact us directly via MQL5 Private Messages or post in the Product Comments section.
