SessionEdge Range Breakout Expert Advisor
- Experts
- Versione: 1.0
- Attivazioni: 5
SessionEdgeMT5 - Session Range Breakout Expert Advisor
A rule-based US-session range breakout. One position per session,
fixed fractional risk, no martingale, and a session-end close that removes
overnight risk.
Overview
--------
SessionEdgeMT5 is an intraday Expert Advisor for U.S. index CFDs such as US30
and USTEC / NAS100 on low-spread major-broker feeds. It trades a
pre-session range breakout on the M15 timeframe. The Expert Advisor is designed
for, and has been validated on, the US30 (Dow Jones 30) and NAS100 / US100 /
USTEC (Nasdaq-100) index symbols. The session logic is based on the GMT clock,
so the Expert Advisor works with any broker account timezone.
How it works
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1. Before the session opens, the Expert Advisor measures the price range of the
last M15 bars (default 4 bars, i.e. the hour preceding the session).
2. When the session begins (default 13:00-21:00 GMT), price must close beyond
the pre-session high or low to trigger a trade. A break in the direction of
the session trend is preferred: a bullish candle closing above the range
high opens a buy, a bearish candle closing below the range low opens a sell.
3. A volatility filter based on ATR(14) confirms the breakout: the current ATR
must not collapse relative to its short average. This avoids entering during
dead, trendless markets.
4. The initial stop-loss is placed beyond the opposite side of the pre-session
range plus a buffer. A minimum stop distance floor (ATR multiple and an
absolute point distance) prevents degenerately tight stops and keeps
position sizing under control on quiet days.
5. The take-profit is set as a multiple of the stop distance (default 2:1).
6. Once in profit, the stop can be moved to breakeven and then trailed. All
positions are force-closed at the session end to avoid overnight risk.
Only one trade is taken per session by default. The Expert Advisor is not a
martingale or a hedge: it holds at most one position at a time on its chart.
Risk management
---------------
- Fixed fractional risk: the lot size is calculated so that the stop-loss
distance on the trade equals the chosen percent of account equity (default
1.0 percent).
- Minimal stop distance floor protects the account from oversized positions on
unusually tight pre-session ranges.
- Session-end close eliminates overnight and weekend exposure.
- Breakeven and trailing stop protect accumulated profit.
Input parameters
----------------
Session Settings (GMT)
SessionStartHour ...... session start hour, GMT (default 13)
SessionEndHour ........ session end hour, GMT (default 21)
RangeBars ............. M15 bars used to build the pre-session range (default 4)
NoEntryBeforeEnd ...... stop entering N hours before session end (default 2)
MaxTradesPerSession ... max entries per session, 0 = unlimited (default 1)
ATR Filter
ATR_Period ............ ATR period (default 14)
ATR_MinMultiplier ..... min breakout ATR ratio (default 1.0)
Risk Management
RiskPercent ........... risk per trade, percent of equity (default 1.0)
RiskReward ............ take-profit = stop distance x value (default 2.0)
SLBuffer_pts .......... buffer beyond range extreme, points (default 10)
MinSL_ATR ............. min stop distance, ATR multiples, 0 = off (default 2.0)
MinSL_pts ............. absolute min stop distance, points, 0 = off (default 4000)
Trailing Stop
BreakevenAt_pts ....... move to breakeven at this profit, points (default 200)
BreakevenProfit_pts ... locked profit at breakeven, points (default 0)
TrailingActivate_pts .. activate trailing at this profit, points (default 250)
TrailingStop_pts ...... trailing distance, points (default 150)
StopTrailing_pts ...... max trail lock, points, 0 = unlimited (default 0)
Misc
MagicNumber ........... unique trade identifier (default 20250828)
Setup and requirements
----------------------
- Symbol: US30, NAS100 / US100 / USTEC (index CFD).
- Timeframe: M15 (required).
- Broker: any MetaTrader 5 broker; the trading clock is converted to GMT
automatically, and stops are snapped to the symbol tick size.
- Accounts: works on both hedging and netting accounts. The Expert Advisor
holds at most one position per symbol at a time; a reversed signal closes
the open position before opening the opposite one.
- Run the Strategy Tester first on real ticks to check the strategy on the
symbol and session of your choice before use on a live account.
Important: the Expert Advisor is designed for symbols whose quotes track the
underlying index closely and have a tight spread (as on US30 / USTEC on
MetaQuotes-Demo). On synthetic or wide-spread feeds (e.g., some '#DJI'-style
CFDs), the ATR-based stop sizing responds to the feed's own volatility, and
results can differ substantially from the published backtests. Backtest on
your broker's exact symbol with real ticks before going live.
Backtest overview (Strategy Tester, real ticks, MetaQuotes-Demo)
---------------------------------------------------------------
The figures below are backtest results. They are provided for information and
do not guarantee future performance.
Nine-year track record, US30, M15, 2017.09.07 - 2026.09.07
(real ticks, history quality 97%):
2,254 trades, win rate ~88%, profit factor ~1.5,
max drawdown ~4.4% on balance / ~4.8% on equity (max relative ~6%),
net profit ~+7,241 USD on a 10,000 USD account at 1% risk.
The strategy was net profitable in 7 of the last 9 years, including the
2020, 2022 and 2023 regimes, and held its maximum drawdown below ~6%
through the whole period.
Recent windows (real ticks):
US30, M15, 2026 YTD (history quality 99%):
174 trades, win rate ~92%, profit factor ~4.5, max drawdown ~1.9%.
NAS100 / USTEC, M15, 2026 YTD (history quality 99%):
175 trades, win rate ~93%, profit factor ~3.0, max drawdown ~1.5%.
NAS100 / USTEC, M15, 2024-2025 (real ticks, history quality 91%):
458 trades, win rate ~85%, profit factor ~2.3, max drawdown ~3.2%.
Performance varies by market regime and symbol; recent windows can
significantly outperform or lag the long-term average. Backtest results are
indicative only. Past performance does not guarantee future results. Trade at
your own risk.
