UT Master

UT Bot LineReg EA (M5) – Strategy Description

The UT Bot LineReg EA (v9.3.4) is an advanced trend-following and reversal-protected automated trading system developed in MQL5, optimized for M5 timeframe trading.
It combines Linear Regression price tracking, Adaptive ATR volatility control, and a Safe Reverse Engine to deliver controlled, risk-managed entries with strong trend confirmation.

Core Trading Logic

1. Linear Regression Price Channel

The EA calculates a Linear Regression baseline over a configurable lookback period.
Trade signals are generated when price moves outside the dynamic regression deviation zone, indicating momentum strength.

• Upper Band: Linear Regression + ATR deviation

• Lower Band: Linear Regression − ATR deviation

This approach reduces lag and reacts faster than classic moving averages.

2. Adaptive ATR Volatility Engine

The EA uses an Adaptive ATR system that automatically scales Stop Loss and Take Profit multipliers based on current market volatility.

• Low volatility → wider ATR scaling

• High volatility → tighter ATR scaling

• Prevents over-sized stops during news spikes

• Improves consistency across different market conditions

3. Higher Timeframe Trend Filter

Before entering any trade, the EA confirms trend direction using Linear Regression slope on a higher timeframe (default M15).

• Buy trades only allowed when HTF slope is positive

• Sell trades only allowed when HTF slope is negative

• Prevents counter-trend entries and sideways-market losses

4. Confirmed Trend Reversal Detection

A multi-bar slope confirmation filter ensures that trend reversals are genuine:

• Requires multiple consecutive slope confirmations

• Filters weak pullbacks and false breakouts

• Enhances signal quality in choppy markets

Safe Reverse Engine (v9.3.4 – Fixed)

The EA includes a Safe Reverse Engine designed to reverse positions only under strict, high-probability conditions:

✔ New candle confirmation (no intrabar flips)
✔ Strong candle body-to-range ratio
✔ Candle body vs ATR strength validation
✔ Spread filter protection
✔ Higher timeframe trend reversal confirmation

This prevents emotional or premature reversals and avoids spread-based traps.

Risk & Money Management

Risk-Based Lot Sizing

• Automatically calculates lot size based on:

  • Account equity

  • User-defined risk percentage

  • Actual stop-loss distance

• Ensures consistent risk per trade, regardless of symbol or volatility

Safety Controls

• Minimum ATR-based Stop Loss enforcement

• Absolute minimum stop distance protection

• Maximum open positions limit

• Spread filtering to avoid poor execution

Profit Management Features

• Optional No Take-Profit mode (management-only exit)

• Partial profit closing at defined levels

• Break-even with buffer

• Trailing stop activation after profit threshold

• Floating profit drop protection (locks profits during reversals)

Entry Conditions Summary

BUY

• Price closes above Linear Regression upper band

• Higher timeframe slope confirms uptrend

• Optional strict candle-cross logic

• ATR volatility conditions satisfied

SELL

• Price closes below Linear Regression lower band

• Higher timeframe slope confirms downtrend

• Optional strict candle-cross logic

• ATR volatility conditions satisfied

Recommended Settings

• Timeframe: M5

• Trend Timeframe: M15

• Symbols: EURUSD, GBPUSD, XAUUSD

• Risk: 1–2% per trade

• Account Type: Hedging (recommended)

Key Advantages

✔ Fast-reacting Linear Regression logic
✔ Volatility-adaptive ATR protection
✔ Strong trend and reversal filtering
✔ Professional risk-based money management
✔ Designed for VPS and low-latency execution
✔ Avoids over-trading and false reversals