Gold VWAP Drift
- エキスパート
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Ubaldo Barranco Jimenez
I’m a trader and developer focused on building practical tools for MetaTrader 5.
I create Expert Advisors, indicators, trading systems, and custom tools designed to make trading more systematic, efficient, and easier to manage. - バージョン: 1.0
- アクティベーション: 5
Gold VWAP Drift is a complete, self-contained trading system for XAUUSD, engineered around one of the most reliable structural relationships in intraday gold: the interaction between price, the session Volume-Weighted Average Price, and a dynamic trend filter. It does not chase breakouts and it does not guess tops or bottoms. It waits for the market to show its hand, then acts with precision.
The system establishes a clear directional bias using a long-term trend filter, then engages only when price returns to a key dynamic level and is rejected there, with that level positioned correctly relative to the session's VWAP. This combination filters out the vast majority of low-quality setups and concentrates activity where trend, structure, and volume-based fair value all agree.
Every position is protected from the moment it opens, and every exit is governed by the same dynamic level that generated the entry, adapting automatically to the pace of the market. There is no fixed take-profit capping the upside of a strong move, and no arbitrary trailing distance disconnected from what the market is actually doing.
Built to ride a strong trend, not to fight it. Gold is currently in one of its most sustained directional runs in years, and this system is engineered specifically to capture that kind of move: it commits when the trend, the pullback structure, and the session's trading window all line up, and it lets the position run for as long as the market keeps proving it right.
Main Advantages
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Purpose-Built for a Strong Trending Market. This system is designed to capture sustained directional moves in gold, not to trade every condition equally. In the current environment, that focus shows: a 1.4+ profit factor across every risk level tested.
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A Disciplined Trading Window. The system only engages during the New York afternoon session, the window where this trend-and-pullback structure performs at its best, concentrating activity where the edge is strongest instead of trading around the clock.
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Strong, Consistent Backtested Performance. Profit factor above 1.4 at every risk level, close to 580 trades in the validation window, a statistically meaningful sample rather than a handful of lucky outcomes.
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Disciplined Risk Management. Every trade carries a protective stop from the instant it is placed, a daily loss limit governs the account as a whole, and the exit logic never leaves a position unmanaged.
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Institutional-Grade Order Execution. The EA queries your broker's actual supported execution mode instead of assuming one, and every order is verified and retried on failure, so a single rejected request never silences the strategy.
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Closed, Tamper-Proof Core. Only the operational controls are exposed. The strategy logic itself is compiled into the EA, not left as editable inputs, so the system runs exactly as validated, every time.
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Single Chart, Zero Complexity. Attach it to one XAUUSD chart and it runs. No secondary charts, no external files, no manual intervention required.
How the Strategy Works
Gold VWAP Drift combines four layers that must agree before it ever commits capital:
Timing. The system only looks for setups during the New York afternoon session (13:00-20:00 server time), concentrating every entry in the window where this structure performs at its best.
Regime. A long-term trend filter classifies the market as bullish or bearish. The system only looks for long entries in a confirmed uptrend, and only short entries in a confirmed downtrend, it never fights the prevailing direction.
Structure. Within that regime, the system waits for price to pull back to a key dynamic level and be decisively rejected there, entering in the direction of the established trend at a favorable price rather than chasing strength.
Confirmation. That dynamic level must sit on the correct side of the session's Volume-Weighted Average Price before a signal is valid, an additional filter that keeps the system aligned with where real volume has been transacting, not just where price happens to be.
Results
Backtest: 2024.01.01 to 2026.08.31, XAUUSD M15, control points model, broker spread included. Deposit 10,000 USD, fixed lot 0.1 (the High risk level), 1:500 leverage.
| Period | Lot | Net profit | Profit factor | Trades | Max equity drawdown |
| 2024.01.01 to 2026.08.31 | 0.1 | +12,306.34 USD | 1.49 | 583 | 22.56% |
Every risk level holds the same strong profit factor, independently backtested over the identical window:
| Risk level | Profit factor | Max drawdown | Net profit | Trades |
| Low (0.01 lot) | 1.48 | 3.13% | +1,212.04 USD | 584 |
| Medium (0.05 lot) | 1.49 | 13.34% | +6,083.70 USD | 584 |
| High (0.1 lot) | 1.49 | 22.56% | +12,306.34 USD | 583 |
| Auto (scales with equity) | 1.52 | 16.58% | +8,900.89 USD | 583 |
A profit factor above 1.4 at every position size, in a market that has been strongly favorable to disciplined trend-following, is exactly the environment this system was engineered for. Every number published in this listing comes directly from a Strategy Tester run, exactly as generated, with nothing adjusted or cherry-picked after the fact.
Trade Management
| Feature | Status |
| Stop Loss on every trade | ALWAYS |
| Dynamic trailing exit | ACTIVE |
| Daily loss limit | ACTIVE |
| Position sizing | Fixed, validated in backtesting |
| Order execution mode | Detected automatically per broker |
| Failed-order retry | ACTIVE |
Setup Instructions
| Parameter | Value |
| Platform | MetaTrader 5 |
| Chart symbol | XAUUSD |
| Chart timeframe | M15 |
| Account type | Any (Hedging recommended) |
Attach it to one XAUUSD M15 chart, enable algorithmic trading, and the system takes care of the rest.
Requirements
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Symbol: XAUUSD, M15 chart
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Algo trading enabled
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Minimum deposit to run this system: 894 USD, starting at the Low risk level. As the account grows, the risk level can be increased, see the Inputs section below.
Inputs
Only three settings are exposed. Every parameter that defines the strategy itself is compiled in, not editable, so the system cannot be accidentally detuned from its validated configuration:
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Risk level (Low / Medium / High / Auto)
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Magic number
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Enable trading
Every risk level was independently backtested over the same window, so the trader can see exactly what each one produced rather than guessing from a scaling formula:
| Risk level | Profit factor | Max drawdown | Net profit | Account size this level is built for |
| Low | 1.48 | 3.13% | +1,212.04 USD | 894 USD and up (starting point) |
| Medium | 1.49 | 13.34% | +6,083.70 USD | 3,811 USD and up |
| High | 1.49 | 22.56% | +12,306.34 USD | 6,446 USD and up |
| Auto (scales with equity) | 1.52 | 16.58% | +8,900.89 USD | 4,737 USD and up |
This is a single system with one true starting point: 894 USD, on Low. That figure is not one of four separate minimums to choose between, it is the deposit needed to run the strategy at all, at the broker's smallest possible XAUUSD position size.
Medium and High are not alternative entry points, they are larger, independently backtested position sizes for an account that has already grown past Low's territory, each producing higher net profit alongside higher drawdown at the account size it was built for. The account size column above is the equity level at which stepping up to that setting keeps drawdown within the same 35%-of-account standard used throughout this system's validation.
None of this requires starting on Low. A trader who already has an account at or above 3,811 USD, 6,446 USD, or 4,737 USD is free to select Medium, High, or Auto from day one, since each of those levels stands on its own independently backtested track record, not on having climbed there from Low. Low is the floor for entering the system at all, not a rung every trader has to pass through first.
Auto removes the need to step up manually: it starts at Medium's position size, grows automatically as account equity increases, and is capped at High's position size so it never trades a size larger than what this system has actually backtested. A trader can start on Low and move to Auto once the account has grown past Low's territory, without switching settings again as the balance keeps changing.
