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Universal Breakout Study - MetaTrader 5용 expert

Sergey Ermolov
Sergey Ermolov

Sergey Ermolov

4.3 (342)
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 기고글 2 코드 9 topics 25 comments
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Universal Breakout Study is an Expert Advisor designed for researching and testing breakout trading strategies

Strategy Description

The EA builds a price range (Box) using a specified number of H1 candles and, once the range is completed, places Buy Stop and Sell Stop pending orders outside the box boundaries.

When a breakout occurs, the corresponding order is activated. After the position is opened, it can be managed using Stop Loss, Take Profit, Breakeven, Trailing Stop, and other trade management techniques.

The range can be built for any trading session using GMT-adjusted time. This allows traders to research breakouts during the Asian, London, New York, or any custom trading session without modifying the source code.

The EA supports multiple methods for calculating Stop Loss and Take Profit. Protective orders can be disabled, specified as fixed values, or calculated as a coefficient of the box size. Position size is calculated automatically based on the selected risk level.

Available trade management features:

  • Breakeven — move Stop Loss to breakeven.
  • Trailing Stop — dynamic position management.
  • Time Exit — close positions after a specified amount of time.
  • Expiration — pending order lifetime control.
  • Day-of-Week Filter — enable or disable trading on specific weekdays.

Trading can be enabled or disabled separately for each weekday, making the EA suitable not only for breakout research but also for studying calendar-based market effects.

The source code is fully open and can be used to develop custom breakout strategies, add new filters, and test trading hypotheses.

Parameters

Box Settings

  • GMT — GMT offset used for session calculation and box construction.
  • StartHourBox — Box start hour in GMT time.
  • TotalBarBox — Number of H1 candles used to build the box.

Example:

StartHourBox = 8
TotalBarBox = 24

The EA will build a box using 24 hourly candles starting from 08:00 GMT.

Open Settings

  • Shift — Additional distance from the box boundary before placing pending orders.
  • Expiration_Minute — Pending order expiration time in minutes.
    Value 0 disables order expiration.

Example:

Box High = 1.1000
Shift = 10 points

Buy Stop will be placed at 1.1010.

StopLoss Settings

  • StopLoss_Type — Stop Loss calculation method.

Available modes:

  • Null — Stop Loss disabled.
  • Fixed — Fixed Stop Loss in points.
  • Coefficient from Box — Stop Loss calculated as a fraction of the box size.
  • StopLoss — Fixed Stop Loss value in points.
  • k_StopLoss — Stop Loss coefficient relative to box size.

Example:

Box Size = 100 points
k_StopLoss = 0.62

Stop Loss = 62 points.

TakeProfit Settings

  • TakeProfit_Type — Take Profit calculation method.

Available modes:

  • Null — Take Profit disabled.
  • Fixed — Fixed Take Profit in points.
  • Coefficient from Box — Take Profit calculated as a fraction of the box size.
  • TakeProfit — Fixed Take Profit value in points.
  • k_TakeProfit — Take Profit coefficient relative to box size.

Example:

Box Size = 100 points
k_TakeProfit = 0.30

Take Profit = 30 points.

Breakeven

  • Paritet_Type — Enable or disable Breakeven.
  • Paritet — Profit in points required before moving Stop Loss to breakeven.
  • Pips — Additional profit locked after moving Stop Loss.

Example:

Paritet = 20
Pips = 5

After reaching 20 points of profit, Stop Loss will be moved to entry price +5 points.

Classical Trailing Stop

  • OnTraillingStop — Enable or disable Trailing Stop.
  • TraillingStop — Distance between the current price and Stop Loss.
  • TraillingStep — Minimum Stop Loss adjustment step.
  • TraillingStart — Additional profit required before Trailing Stop activation.

Example:

TraillingStop = 20
TraillingStart = 10

The Trailing Stop will activate only after the position reaches 30 points of profit.

At that moment, Stop Loss will be moved to lock in 10 points of profit. Afterward, the Stop Loss will continue trailing the price at a distance of 20 points.

Time Exit

  • Close_Type — Enable or disable time-based exit.
  • Market_Minute — Maximum position lifetime in minutes.
  • Close_Level — Minimum profit required before closing the position.

Example:

Market_Minute = 70
Close_Level = 10

If a trade remains open for more than 70 minutes and profit exceeds 10 points, the position will be closed.

Trading Days

  • Monday — Enable trading on Monday.
  • Tuesday — Enable trading on Tuesday.
  • Wednesday — Enable trading on Wednesday.
  • Thursday — Enable trading on Thursday.
  • Friday — Enable trading on Friday.

This filter allows breakout behavior to be tested separately for different weekdays.

Trade Settings

  • RiskPercent — Risk per trade as a percentage of account balance.

Important Notes

  1. The EA works exclusively on the H1 timeframe.
  2. The box is built using GMT-adjusted time, independent of the broker's server time.
  3. The box size is defined by the number of H1 candles, allowing any trading session or custom time interval to be researched.
  4. Buy Stop and Sell Stop orders are placed automatically once the box is completed.
  5. Pending orders can expire automatically using the Expiration_Minute parameter.
  6. Stop Loss and Take Profit can be disabled, specified as fixed values, or calculated as a coefficient of the box size.
  7. Breakeven, Trailing Stop, and Time Exit can be used independently or simultaneously.
  8. Trailing Stop activates only after profit reaches TraillingStop + TraillingStart. The first stop movement locks in at least TraillingStart points of profit.
  9. Time Exit only closes positions that have reached the specified profit level.
  10. Trading can be enabled or disabled individually for each weekday.
  11. Position size is calculated automatically based on the selected risk level.
  12. When risk-based position sizing is used, risk is calculated from the account balance at the moment the EA starts, not from the current balance or equity.
  13. The EA was created for researching breakout strategies and should not be considered a ready-to-trade system without additional validation and out-of-sample testing.

Research Example

As an example of how the Expert Advisor can be used, a complete range breakout strategy research study was conducted.

The following components were analyzed sequentially:

  • range formation parameters;
  • Stop Loss and Take Profit settings;
  • break-even management;
  • trailing stop parameters;
  • time-based exit filter;
  • weekday filter.

After selecting the most promising configurations, a final model was obtained and subsequently validated on a forward-testing period.

The figures below show the optimization results and forward-test performance of one of the selected configurations.

Optimization Results

Universal Breakout Study - Backtest EURUSD


Forward-Test Results

Universal Breakout Study - Forvard EURUSD

This example is provided for demonstration purposes only. It should not be interpreted as a recommendation to use any specific parameter set or as a guarantee of future performance.

The goal is simply to illustrate how Universal Breakout Study can be used as a research tool for developing, testing, and validating trading ideas.

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