指定
I need you to develop an MT5 Expert Advisor (EA) in MQL5 specifically for BTCUSD, primarily trading on the 1-minute timeframe (M1).
The goal is to build a professional, rule-based automated trading system that trades strong impulsive BTCUSD moves in the direction of the trend, while using strict risk and money management.
1. CORE STRATEGY
The EA should NOT randomly buy or sell.
The basic sequence should be:
Trend → Impulse → Momentum confirmation → Entry → Risk-based position sizing → Trade management
The EA should be capable of trading both:
-
BUY/Bullish moves
-
SELL/Bearish moves
It should work across different market conditions and avoid trading when the market is too choppy or the signal quality is poor.
2. TIMEFRAME
Primary execution timeframe:
M1 / 1-minute
The EA should also be capable of checking higher timeframes for trend confirmation:
-
M5
-
M15
-
Optional H1
All timeframe settings should be configurable.
For example:
UseM5TrendFilter = true/false
UseM15TrendFilter = true/false
UseH1TrendFilter = true/false
3. TREND DETECTION
Use EMA alignment as one of the main trend filters.
Default:
-
EMA 9
-
EMA 21
-
EMA 50
Bullish trend:
EMA 9 > EMA 21 > EMA 50
and price should preferably be above EMA 50.
Bearish trend:
EMA 9 < EMA 21 < EMA 50
and price should preferably be below EMA 50.
The EA should NOT enter solely because of EMA alignment. EMA alignment is a directional filter.
4. IMPULSE DETECTION
The main strategy is based on identifying strong impulsive movements.
Use ATR on M1.
Default:
ATR Period = 14
Calculate:
Candle Body = ABS(Close - Open)
Candle Range = High - Low
An impulse candle should satisfy conditions such as:
Body >= ATR × ImpulseATRMultiplier
Default:
ImpulseATRMultiplier = 1.20
Also require a strong body relative to the total candle range.
Default:
MinimumBodyRatio = 0.65
For bullish impulses:
-
Close > Open
-
Large candle body
-
Body >= ATR × multiplier
-
Close near the upper portion of the candle
-
Preferably increased volume/tick volume
For bearish impulses:
-
Close < Open
-
Large candle body
-
Body >= ATR × multiplier
-
Close near the lower portion of the candle
-
Preferably increased volume/tick volume
All these parameters need to be adjustable.
5. VOLUME CONFIRMATION
Use available BTCUSD tick volume from the broker.
Compare current volume with the average volume over a configurable period.
Default:
VolumePeriod = 20
VolumeMultiplier = 1.30
Example:
Current volume >= Average volume × 1.30
If volume confirmation is enabled and the requirement isn't met, the EA should reject the trade.
Make the volume filter optional.
6. RSI MOMENTUM FILTER
Use RSI as a momentum confirmation rather than a reversal signal.
Default:
RSI Period = 14
BUY:
RSI > 55
SELL:
RSI < 45
Do NOT use the logic:
RSI > 70 = automatically sell
RSI < 30 = automatically buy
The strategy is trying to participate in momentum, not automatically fade it.
All RSI levels should be adjustable.
7. ADX FILTER
Add an optional ADX filter to help avoid extremely weak/choppy markets.
Default:
ADX Period = 14
Minimum ADX = 20
Only allow trades when:
ADX >= MinimumADX
Make this filter optional.
8. ENTRY MODES
I want two configurable entry modes.
MODE 1 — IMPULSE CLOSE
Wait for the impulse candle to close.
If all conditions are satisfied, enter in the direction of the impulse.
MODE 2 — BREAKOUT
For bullish setups:
Wait for price to break above the impulse candle high.
For bearish setups:
Wait for price to break below the impulse candle low.
Make this an input:
EntryMode:
0 = Candle Close
1 = Breakout
9. DON'T CHASE EXTREME MOVES
The EA should avoid entering after BTC has already moved too far away from the original signal.
Create an adjustable:
MaxEntryExtensionATR
Default:
0.50 ATR
If price has already extended beyond the allowed distance before entry, cancel the setup.
This is intended to prevent chasing extremely extended M1 candles.
10. SIGNAL SCORING
I want a configurable scoring system.
Example:
Bullish EMA alignment = +2
Strong bullish impulse = +3
RSI confirmation = +1
Volume confirmation = +1
M5 bullish trend = +2
M15 bullish trend = +1
ADX confirmation = +1
Maximum score = 11.
Default minimum score:
7
The same logic should be reversed for SELL signals.
The minimum score must be adjustable.
This allows me to make the EA more selective or more aggressive during testing.
11. RISK MANAGEMENT
This is extremely important.
The EA must use percentage-based risk, NOT fixed lot sizes.
Default:
RiskPerTrade = 0.50%
The lot size should automatically be calculated using:
-
Account equity
-
Risk percentage
-
Stop-loss distance
-
Tick size
-
Tick value
-
Minimum lot
-
Maximum lot
-
Lot step
-
Broker symbol specifications
Do NOT hard-code BTCUSD contract specifications because different brokers can use different specifications.
12. MAXIMUM LOSS PROTECTION
Add:
MaximumDailyLoss = 2%
MaximumWeeklyLoss = 5%
MaximumDrawdown = 10%
If the daily loss limit is reached:
STOP OPENING NEW TRADES FOR THE REST OF THE DAY.
If weekly loss is reached:
STOP OPENING NEW TRADES UNTIL THE NEXT WEEK.
If maximum account drawdown is reached:
STOP THE EA FROM OPENING NEW TRADES.
These must be configurable.
13. CONSECUTIVE LOSS PROTECTION
Default:
MaxConsecutiveLosses = 3
After 3 consecutive losing trades:
Stop opening new trades.
Optionally use:
CooldownAfterLosses = 60 minutes
Do NOT increase the lot size after a loss.
14. ABSOLUTELY NO MARTINGALE
The EA must NEVER:
-
Double the lot after a loss
-
Increase lot size to recover losses
-
Open progressively larger trades after losing
-
Use a recovery grid
-
Use unlimited averaging down
Every trade should calculate its risk independently.
15. STOP LOSS
Use dynamic ATR-based stop loss.
Default:
ATR Period = 14
SL ATR Multiplier = 1.50
The stop should also consider the structure of the impulse candle.
For BUY:
Stop should be below a logical bullish invalidation point, such as the impulse candle low, with an appropriate ATR-based buffer.
For SELL:
Stop should be above a logical bearish invalidation point, such as the impulse candle high, with an appropriate ATR-based buffer.
The final SL calculation should avoid stops that are unrealistically tight.
16. TAKE PROFIT
Use risk/reward based TP.
Default:
RiskReward = 2.0
Example:
If the trade risks $5:
TP should initially target approximately $10.
The risk/reward ratio must be adjustable.
17. BREAK-EVEN
Add optional break-even management.
Default:
UseBreakEven = true
BreakEvenAtR = 1.0
Once the trade reaches +1R, move the stop toward breakeven.
Allow an adjustable small offset so the trade can potentially cover costs.
Do not move to breakeven too early.
18. TRAILING STOP
Add optional ATR-based trailing stop.
Default:
UseTrailingStop = true
TrailingATRMultiplier = 1.0
The trailing stop should follow the market while allowing reasonable M1 pullbacks.
19. PARTIAL PROFIT
Add optional partial closing.
Example:
UsePartialClose = false by default.
If enabled:
PartialCloseAtR = 1.5
PartialClosePercent = 50%
At +1.5R:
Close 50% of the position.
Allow the remaining position to continue using TP/trailing management.
20. MAXIMUM OPEN POSITIONS
Default:
MaxPositions = 1
I do NOT want the EA opening many positions from the same signal.
Also add:
OneTradePerImpulse = true
Once an impulse has been traded, don't repeatedly enter the same impulse.
21. COOLDOWN
After a position closes:
Default:
CooldownMinutes = 5
Do not immediately open another trade unless the cooldown has expired and a completely new valid setup exists.
Make it adjustable from 0–60 minutes.
22. SPREAD FILTER
Before entering a trade, check the current BTCUSD spread.
If spread is above the configured maximum:
DO NOT ENTER.
The maximum spread should be adjustable.
23. SLIPPAGE / DEVIATION
Add maximum allowed execution deviation.
If the requested execution price is significantly different from the acceptable price:
Reject the trade rather than chasing the market.
24. TRADING SESSION
BTCUSD operates 24/7, so the EA should support 24-hour operation.
However, allow an optional trading-session filter.
Inputs:
UseTradingSession = true/false
StartTime
EndTime
If disabled, the EA can operate continuously.
25. MARKET REGIME FILTER
The EA should distinguish between:
-
Bullish trend
-
Bearish trend
-
Choppy/sideways market
Bullish:
EMA alignment + bullish momentum.
Bearish:
EMA alignment + bearish momentum.
Choppy:
Weak trend, conflicting indicators, low directional movement.
In a choppy environment, preferably NO TRADE.
26. DAILY PROFIT LOCK
Add an optional daily profit target.
Example:
UseDailyProfitLock = false by default.
DailyProfitTarget = 3%
If enabled and the account reaches the daily profit target:
Stop opening new trades for the rest of the day.
This is a capital-protection feature, not a guaranteed profit target.
27. EMERGENCY PROTECTION
Add an emergency equity protection system.
If account drawdown reaches the configured maximum:
-
Stop opening trades
-
Optionally close EA-managed positions
-
Display a clear warning
-
Require a reset/new trading period before trading resumes
28. TRADE IDENTIFICATION
Use a unique Magic Number.
Example:
MagicNumber = 25092501
The EA should only manage positions that belong to its own Magic Number.
It must NOT accidentally modify manual trades or trades belonging to another EA.
29. LOGGING
For every trade, log:
-
Date/time
-
BUY/SELL
-
Entry price
-
Stop loss
-
Take profit
-
Lot size
-
Account equity
-
Risk percentage
-
ATR
-
RSI
-
ADX
-
Volume ratio
-
Signal score
-
Spread
-
Reason for entry
-
Reason for exit
-
Profit/loss
-
R multiple
-
Maximum favorable excursion if possible
-
Maximum adverse excursion if possible
Also log rejected signals and the reason.
Example:
"BUY rejected — score 6/7"
"SELL rejected — spread too high"
"BUY rejected — daily loss limit reached"
This will make debugging and optimization much easier.
30. ON-CHART DASHBOARD
If possible, create an MT5 dashboard showing:
BTCUSD
Current timeframe
Current trend
Current ATR
RSI
ADX
Volume ratio
Signal score
Current spread
Account balance
Account equity
Risk per trade
Today's P/L
Today's number of trades
Consecutive losses
Current position
EA status
Example:
TREND: BULLISH
SIGNAL SCORE: 8/11
ATR: ...
RSI: 61
ADX: 27
VOLUME: 1.45x
SPREAD: ...
RISK: 0.50%
DAILY P/L: +1.2%
STATUS: WAITING FOR ENTRY
31. EA INPUTS
Please make these configurable:
GENERAL
-
Symbol
-
Timeframe
-
Magic Number
-
Enable/Disable EA
TREND
-
Fast EMA
-
Medium EMA
-
Slow EMA
-
M5 filter
-
M15 filter
-
H1 filter
IMPULSE
-
ATR period
-
Impulse ATR multiplier
-
Minimum body ratio
-
Minimum close location
-
Volume period
-
Volume multiplier
MOMENTUM
-
RSI period
-
Bullish RSI level
-
Bearish RSI level
-
ADX period
-
Minimum ADX
ENTRY
-
Entry mode
-
Minimum signal score
-
Maximum entry extension
RISK
-
Risk per trade
-
Maximum daily loss
-
Maximum weekly loss
-
Maximum drawdown
-
Maximum consecutive losses
TRADE MANAGEMENT
-
SL ATR multiplier
-
Risk/reward
-
Break-even
-
Break-even R
-
Trailing stop
-
Trailing ATR multiplier
-
Partial close
-
Partial close percentage
SAFETY
-
Maximum positions
-
One trade per impulse
-
Cooldown
-
Maximum spread
-
Maximum deviation
SESSION
-
Trading session enabled/disabled
-
Start time
-
End time
32. CODE QUALITY
Please write the EA using clean, modular MQL5 code.
Separate functions for:
-
Trend detection
-
Impulse detection
-
Volume analysis
-
RSI analysis
-
ADX analysis
-
Signal scoring
-
Risk calculation
-
Lot calculation
-
Entry
-
SL calculation
-
TP calculation
-
Break-even
-
Trailing stop
-
Partial close
-
Daily loss protection
-
Drawdown protection
-
Trade logging
Use proper error handling.
After every trade operation, verify the trade-server response/retcode rather than assuming the operation succeeded.
33. BACKTESTING
I want the EA designed specifically so it can be tested and optimized in MT5 Strategy Tester.
Test:
-
Bull markets
-
Bear markets
-
Sideways markets
-
High volatility
-
Low volatility
-
Different BTCUSD conditions
-
Different spreads
-
Slippage
-
Different periods
Do NOT optimize only for maximum historical profit.
The goal is:
Robustness + controlled drawdown + realistic execution + consistent behavior.
Use out-of-sample/forward testing after optimization to reduce overfitting.
34. IMPORTANT — NO GUARANTEED PROFIT
I understand that no EA can guarantee a specific weekly/monthly return.
I do NOT want the code artificially optimized to produce a certain percentage such as 30% every week.
I want the strategy to have:
-
Controlled risk
-
Strict money management
-
Clear entry rules
-
Clear exit rules
-
Limited drawdown
-
No martingale
-
No revenge trading
-
No unlimited positions
-
Robust testing
-
Adjustable parameters
35. FINAL STRATEGY LOGIC
The EA should essentially operate like this:
NEW M1 CANDLE
↓
Check EA enabled
↓
Check daily/weekly loss limits
↓
Check maximum drawdown
↓
Check consecutive losses
↓
Check cooldown
↓
Check existing positions
↓
Check spread
↓
Determine M5/M15/H1 trend
↓
Determine M1 trend
↓
Calculate ATR
↓
Detect bullish/bearish impulse
↓
Check RSI
↓
Check volume
↓
Check ADX
↓
Calculate signal score
↓
If score is below minimum → NO TRADE
↓
Check price isn't overextended
↓
Determine entry
↓
Calculate structural/ATR stop
↓
Calculate TP
↓
Calculate position size based on account risk
↓
Check maximum exposure
↓
Execute trade
↓
Monitor trade
↓
Break-even / trailing / partial close
↓
Close at SL/TP/management rule
↓
Record result
↓
Cooldown
↓
Wait for NEW setup
The most important requirement is that the EA should trade high-quality impulsive BTCUSD moves rather than continuously trading every M1 candle.