Aurum Surge
- エキスパート
- バージョン: 1.2
"Aurum Surge" is a fully automated trend-following breakout scalper for XAUUSD (gold) on the M15 timeframe. The strategy combines a Donchian channel breakout entry with a strict impulse and volatility filter at entry, and a fast break-even lock with a tight trailing step at exit. The goal of the exit engine is smooth, progressive equity growth instead of a few large occasional trades.
HOW THE TACTIC WORKS
The EA evaluates the market once per closed M15 bar. First it determines the trend direction: the close of the last closed bar relative to the EMA(50). In the default hard alignment mode, long entries are only allowed when EMA(50) is above EMA(200), and short entries only when EMA(50) is below EMA(200). This keeps the EA on one side of the market per setup.
Second, it tracks a Donchian channel built from the last 50 closed M15 bars. When all entry conditions pass, the EA places a stop-order beyond the channel extreme - a buy stop above the channel high in an uptrend, or a sell stop below the channel low in a downtrend. The order waits for the market to actually break the level; if the breakout never comes, the pending order expires after 40 hours and the level is re-armed only when a new extreme forms. The EA holds at most one pending order and one position at a time, and takes at most one trade per day by default.
ENTRY FILTERS
Each potential breakout must pass several independent filters before an order is placed:
1. Impulse strength. The distance from the current price to the channel extreme must be at least a defined multiple of ATR(14) (default 1.5 x ATR). This selects structural breakouts with real momentum behind them and skips weak, noise-level pokes of the channel.
2. Momentum body. The bar that arms the level must have a body of at least 0.8 x ATR, so the entry follows a decisive move rather than an indecisive drift.
3. Volatility compression. The EA can skip entries when current ATR is elevated relative to its own 100-bar average (default: skip if ATR is more than 1.2 x the average), targeting the calm-volatility regime in which channel breakouts on gold tend to follow through. A stricter option requires falling ATR.
4. Extension guard. Entries are skipped when price is already stretched too far from the EMA(50) (more than 3 x ATR), avoiding late chase-entries into an exhausted move.
5. Level latch. Each channel extreme is armed only once. A level is re-armed only when a new extreme forms, which prevents repeated entries at the same stale level.
All filters are independent inputs and can be enabled, disabled or re-tuned individually.
RISK AND POSITION MANAGEMENT
Lot size is calculated from risk as a percentage of the current balance (default 3 percent) and the distance to the stop-loss, so the dollar risk per trade stays constant while the balance compounds. When the pending stop-order fills, the stop-loss is recalculated from the actual fill price, so the real dollar risk per position remains exactly as configured even with slippage.
A drawdown-protection option can reduce the lot by a configurable multiplier after a defined number of consecutive losses.
Before every order, the EA verifies free margin with OrderCalcMargin and reduces the lot step by step if required; if even the minimum lot does not fit, the entry is skipped instead of failing with an order error.
No averaging, no grid, no martingale, no hedging. Every position carries a fixed stop-loss from the moment it opens, and the EA never opens a second position to compensate a losing one.
EXIT MANAGEMENT
The exit engine is the core of the strategy and is fully active on every tick:
1. Fixed initial stop-loss (default 8.50 USD per ounce for gold) defines the maximum loss of a single trade.
2. A far take-profit (default 31.64 USD) sits well beyond the normal move, so most trades do not end at the take-profit.
3. Break-even lock. As soon as a position reaches the break-even trigger (default 0.30 USD), the stop-loss is moved to the entry price plus that trigger. From this moment the trade can no longer turn into a full loss - the worst case becomes a small locked gain.
4. Tight trailing. After the break-even lock, the stop-loss trails the price with a small step (default 2.00 USD). Every new favorable tick raises (for a buy) or lowers (for a sell) the stop, so open profit is continuously protected.
The result of this exit model is a high share of small, locked-in gains and a small share of full-stop losses: in testing, roughly 99 percent of winning trades were closed by the trailing stop and only about 1 percent reached the far take-profit, while losses were cut at the fixed stop. An optional delay parameter can postpone the trailing phase after entry so that early winners are given room to run before the trail starts pulling the stop.
For symbols other than gold, an alternative ATR-relative exit mode scales the stop-loss, take-profit, break-even trigger and trailing step as multiples of the entry ATR, with a spread-floor module that keeps all stop distances outside the current spread.
SECOND ENTRY MODE: FALSE-BREAKOUT FADE
In addition to the breakout mode, the EA includes a complete second tactic: Turtle Soup, a false-breakout fade. It arms a significant swing high or low, waits for the market to poke through the level by at least a defined ATR depth, and then enters against the poke at market price, with the stop-loss placed beyond the poke extreme and the take-profit targeting the EMA(50), the middle of the range, or a fixed risk multiple. An ADX gate can restrict this mode to ranging conditions. This mode is disabled by default and can be enabled without recompiling.
ON-CHART PANEL
On a live chart the EA displays an info panel with balance and equity, the current position with its distance to the break-even lock, the daily trade count against the limit, ATR and its ratio to the 100-bar average, EMA(50) and EMA(200) levels, the Donchian channel boundaries, and the live breakout distance with the minimum required distance for the next order.
RECOMMENDED USE
The default parameters are calibrated for XAUUSD on the M15 timeframe. The EA works on both hedging and netting accounts, uses only standard indicator and trading functions, requires no external files or DLLs, and applies the same logic to any symbol you attach it to.
Backtest results are historical and do not guarantee future performance. Please test on a demo account before live use.
