AlphaStack
- Experts
- Versione: 1.3
- Attivazioni: 5
AlphaStack EA
Professional Multi-System Portfolio Management for MetaTrader 5
The Multi-Core Quantitative Portfolio EA is an advanced, fully automated trading system engineered according to state-of-the-art institutional standards. Instead of relying on a single, vulnerable strategy, this Expert Advisor combines 8 independent quantitative subsystems (Alpha to Theta) into a single, highly efficient engine.
Important: No over-optimization was performed. The optimization was carried out using walk-forward analysis (WFA).
- no martingale
- no grid
By diversifying across various mathematical models and market phases, the system significantly reduces overall risk (drawdown) and delivers a smooth, stable yield curve.
🛡️ Key Features & Risk Management
- Institutional Multi-Strategy Core: 8 autonomous trading models work seamlessly together. Each subsystem operates with its own identification (Magic Number) and execution logic.
- Dynamic Volatility Shield: An integrated risk filter automatically detects market phases of extreme volatility, proactively throttling position sizes or closing all positions if necessary.
- MQL5 Market Validated: Fully compliant with the strict standards of the MQL5 testing framework. Includes advanced margin checks, intelligent lot-size scaling, and uncompromising error handling.
- No Grid, No Martingale, No Arithmetic Multiplier: Every position is calculated strictly based on risk and margin parameters. The system relies on pure mathematical edges rather than high-risk averaging techniques.
- Maximum Control: Comprehensive setting options to constrain daily trading windows and cap the total number of concurrent open positions.
📊 The 8 Quantitative Subsystems at a Glance
- System Alpha: Tactical trend-filter model designed to exploit local market extremes.
- System Beta: Momentum and intra-bar range analysis system.
- System Gamma: Dynamic breakout and channel scanning system.
- System Delta: Price-band correction model.
- System Epsilon: Multi-layered filtering system designed to identify high-probability mean-reversion opportunities.
- System Zeta: Volatility-based pullback algorithm.
- System Eta: Structural trend-following and range-tracking module.
- System Theta: Multi-cycle aggregation model for filtering out false signals.
⚙️ Recommended Trading Settings
- Recommended Symbols: SPY, QQQ, US500, US100, etc.
- Recommended Timeframe: D1 (Daily Chart) for maximum stability and minimal broker dependency (resilience against slippage and spreads).
- Account Type: Any (Hedging or Netting).
🔧 Key Input Parameters
- InpMaxOrders: Maximum total number of concurrently open positions across all subsystems.
- InpRiskFactor: Global risk factor for scaling position sizes relative to account balance.
- InpVolatilityMax: Threshold value for the automatic volatility protection system.
- InpStartHour / InpEndHour: Precise definition of the daily trading window (Server Time).
- Inp[System]_Enabled: Allows each of the 8 subsystems to be toggled on or off individually.
