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001 - Turnaround Tuesday - MetaTrader 5용 expert

Sergey Ermolov
Sergey Ermolov

Sergey Ermolov

4.3 (341)
안녕하세요,
저는 Sergey Yermolov이며, 15년 이상 트레이딩 시스템과 알고리즘을 개발해 왔습니다.
저의 트레이딩 접근 방식은 “성배”를 찾거나 단기간 수익을 약속하는 것이 아닙니다.
저는 “자동으로 돈을 벌어주는 로봇”을 판매하지 않습니다.
저는 모든 행동에 논리, 제약, 그리고 리스크 관리가 포함된 시스템을 구축합니다.
제가 만든 도구는 “버튼 하나로 수익을 내는” 것이 아니라, 다음을 위한 것입니다:
— 트레이딩에서의 불확실성과 혼란을 줄이고
— 감정의 영향을 최소화하며
29 제품 1 시그널 1 기고글 1 코드 9 topics 25 comments
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Expert Advisor for testing the Turnaround Tuesday hypothesis.

Strategy logic: if Monday closes below its open, a Buy position is opened at the start of Tuesday. If Monday closes above its open, a Sell position is opened. The trade is always taken against Monday's direction.

An optional ATR filter can be applied, and Stop Loss / Take Profit levels can be calculated based on current market volatility.

This EA was built as a research tool for testing calendar-based market effects and trading hypotheses.


Parameters

  • LotType - Position sizing method.
    Fixed Lot — fixed trade volume.
    % Risk from Start Balance — position size calculated from a predefined risk percentage.
  • Lots - Fixed lot size used when Fixed Lot mode is selected.
  • Risk - Risk per trade in percent. (Used only when risk-based position sizing is enabled.)

ATR Filter

  • FilterATR - Enables or disables the volatility filter.
  • DailyATRPeriod - ATR period calculated on the daily timeframe.
  • MinCheckDayATR - Minimum Monday range expressed as a multiple of ATR.

Example:

ATR = 100 points
MinCheckDayATR = 1.5

A trade will only be opened if Monday's range exceeds 150 points.

Position Settings

  • kDailyATR - Stop Loss distance expressed as a multiple of the daily ATR (0 disables Stop Loss).

Example:

ATR = 100 points
kDailyATR = 0.5

The Stop Loss will be placed 50 points away from the entry price.

  • rrTP - Risk/Reward ratio used to calculate Take Profit (0 disables Take Profit).

Example:

Stop Loss = 50 points
rrTP = 2.0

The Take Profit will be placed 100 points away from the entry price.

Close Position

  • CloseHour - Hour when all open positions are force-closed.
    If neither Stop Loss nor Take Profit has been reached, the position will be closed at market price.


  • MagicNumber - Unique identifier used for the EA's positions.


Important Notes

  1. The EA analyzes daily candles regardless of the chart timeframe.
  2. Entry conditions are checked only when a new daily bar appears.
  3. ATR values are taken from the daily timeframe (PERIOD_D1).
  4. Only one position per symbol can be open at a time.
  5. All positions are force-closed at the hour specified in CloseHour.
  6. If Stop Loss is disabled (kDailyATR = 0), risk-based position sizing cannot be calculated. In this case, the minimum allowed lot size is used.


Risk Calculation

When using % Risk from Start Balance, position size is calculated from the account balance captured when the EA starts, not from the current account balance.

This behavior is intentional and was designed to make strategy testing more consistent. Risk remains constant throughout the test and does not change as the balance grows or declines.

If you prefer the traditional approach based on current balance or equity, the position sizing logic can be modified in the CalcLot() function.


Backtest Results

The strategy was tested on EURUSD, XAUUSD and SP500 over the 2016–2026 period.

The baseline version did not show a persistent edge:

  • EURUSD: -1.3%
  • XAUUSD: -2.3%
  • SP500: +0.03%


After adding the ATR filter and position management rules, the results changed:

  • XAUUSD: +38%
  • SP500: +40%
    Maximum drawdown on SP500: 11%




Full research report, equity curves and test results: https://www.mql5.com/en/blogs/post/770953


Source code is open — feel free to modify it, test it on other instruments and build upon it.
This EA was created to test trading hypotheses, not to trade real money without additional research and validation.

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