Development of an MQL5 Expert Advisor (Reverse Engineering)

Specifications – Development of an MQL5 Expert Advisor (Reverse Engineering)

Project context:
I have access to a real trading history consisting of more than 500 trades executed over a period of approximately 3 years. These trades have been exported into a CSV file containing all available information, including date, time, symbol, order type, entry price, and exit price.

Important:
I do not have access to the original trading strategy that generated these trades.
The goal of this project is therefore to reconstruct a trading logic through reverse engineering, based solely on the existing historical data. This project should be considered a reverse engineering task: all analytical methods, trading indicators, and quantitative approaches are acceptable as long as the required deliverables are met.

Main objective:
To develop an Expert Advisor (EA), preferably in MQL5 or alternatively in Python, capable of:

• Reproducing at least 90% of the trades contained in the CSV file during backtesting

• Being usable in the future, both in live trading conditions and for further backtesting

• Relying exclusively on the provided historical data

Provided data:

• A CSV file containing the full trade history

• Each row represents a single trade and includes, among others:

  • Date

  • Time

  • Instrument (e.g. XAUUSD)

  • Order type (BUY / SELL)

  • Entry price

  • Exit price

The developer will be expected to:

• Analyze the provided data

• Identify recurring patterns, rules, or common conditions

• Derive an exploitable and coherent algorithmic trading logic

Functional scope of the Expert Advisor:
The EA must be able to:

• Identify entry conditions (BUY / SELL)

• Determine exit conditions

• Be primarily specialized for gold (XAUUSD), with the possibility of deployment on other assets

• Manage:

  • Stop Loss

  • Take Profit

  • Trade duration (maximum trade duration of 5 hours)

Backtesting requirements:

• The EA must be fully backtestable on MetaTrader 5

• It must allow a direct comparison between:

  • Trades generated by the EA

  • Trades contained in the CSV file

• Minimum requirement: ≥ 90% match rate (dates, trade direction, and acceptable timing tolerance)

Parameters and configuration:

• Adjustable parameters, including:

  • Trading hours

  • Price and timing tolerances

  • Money management (risk percentage per trade or fixed lot size)

• The strategy should allow future optimization

Technical constraints:

• Programming language: MQL5 or Python

• Platform: MetaTrader 5

• Code must be:

  • Clean

  • Well-commented

  • Well-structured

  • Easy to modify and maintain

• Full compatibility with the MT5 Strategy Tester is required

Expected approach (Reverse Engineering):
The project relies on a strong analytical and quantitative approach, which may include:

• Statistical analysis of trade entries and exits

• Detection of rules based on:

  • Time-based conditions

  • Volatility

  • Price levels

  • Technical indicators (such as market volume profile, Fibonacci retracements, supply and demand zones, order flow)

• Progressive reconstruction of a coherent and robust trading strategy

The final strategy does not need to be identical to the original one, as long as it:

• Reproduces the historical trades

• Is usable for future trading

• Is profitable

Expected deliverables:

• The Expert Advisor source and compiled files (.mq5 + .ex5) or the Python code

• A detailed documentation explaining:

  • The strategy logic

  • Available parameters

  • Known limitations

  • Required libraries (for Python-based solutions)

• A backtesting report demonstrating:

  • The trade matching rate versus the CSV

  • Overall performance over at least 5 years

Project validation criteria:
The project will be considered successfully completed if:

• The EA reproduces at least 90% of the trades from the CSV during backtesting

• The code is functional and usable

• The strategy logic is clear and properly documented

• The strategy is profitable on XAUUSD

Detailed report required, explaining:

• The full project workflow

• The reasoning and analytical process

• The research and analysis tools used

• The technical implementation