Range Brain Ai
- Experts
- Bosco Antonio Vega
- 버전: 4.0
- 업데이트됨: 14 12월 2025
- 활성화: 10
Range Brain AI - Neural Network Range Trading Expert Advisor
AI-powered range breakout Expert Advisor using volume-based neural networks to identify and trade pre-market consolidation ranges on US30.
Trading Strategy
Range Brain AI is a volume-based neural network Expert Advisor designed specifically for trading the Dow Jones 30 (US30) during optimal market conditions. The EA identifies consolidation ranges during specified time windows and executes breakout trades when price breaches these levels with neural network volume confirmation.
Volume-Based Neural Network Architecture: The EA employs a 5-node neural network analyzing volume patterns with adaptive learning (configurable learning rate). The network processes five critical volume features:
- Volume Movement: Current vs previous bar volume momentum
- Volume Strength: Current volume vs 5-bar moving average
- Price & Volume Uptrend: Bullish price action with volume confirmation
- Price & Volume Downtrend: Bearish price action with volume confirmation
- Volume Momentum: Recent 3-bar volume vs older 3-bar volume
The network self-adjusts by training on actual breakout outcomes, learning to distinguish high-probability setups (strong volume breakouts) from low-probability signals (weak volume breakouts). The system uses coefficient-based thresholds with configurable buy/sell target outputs for precise entry filtering.
Risk Management: Multiple money management modes including fixed lot sizing and percentage-based risk calculation with automatic decrease factor. Configurable stop loss (90 points) and take profit (160 points) with optional dynamic adjustments based on range characteristics.
Optimized Parameters
- Symbol: US30_TIK (Dow Jones 30)
- Timeframe: M15
- Range Detection: 13:00-16:00 (configurable)
- Max Positions: 2
- Risk/Reward Ratio: 2:1
- Stop Loss: 90 points
- Take Profit: 160 points
Backtest Results (January 2022 - January 2024)
Performance Metrics:
- Initial Deposit: $50,000
- Net Profit: $10,903.50 (+21.8%)
- Profit Factor: 1.22
- Sharpe Ratio: 3.04
- Recovery Factor: 1.77
- Expected Payoff: $72.69
Risk Metrics:
- Maximum Drawdown: 8.84% ($5,372.71)
- Absolute Drawdown: $2,702.32
Trade Statistics:
- Total Trades: 150
- Win Rate: 42%
- Profit Trades: 63 (42%)
- Loss Trades: 87 (58%)
- Average Win: $952.73
- Average Loss: -$564.58
- Largest Win: $1,440.63
- Largest Loss: -$730.98
Statistical Analysis:
- Z-Score: 0.91 (63.72% confidence)
- LR Correlation: 0.92
- AHPR: 1.0014 (0.14% per trade)
- Max Consecutive Wins: 4 ($4,038.78)
- Max Consecutive Losses: 7 (-$4,278.92)
Forward Test Results - Out of Sample (January 2024 - January 2025)
Performance Metrics:
- Initial Deposit: $50,000
- Net Profit: $11,664.90 (+23.3%)
- Profit Factor: 1.80
- Sharpe Ratio: 7.84
- Recovery Factor: 3.84
- Expected Payoff: $220.09
Risk Metrics:
- Maximum Drawdown: 3.94% ($2,493.26)
- Absolute Drawdown: $77.39
Trade Statistics:
- Total Trades: 53
- Win Rate: 50.94%
- Profit Trades: 27 (50.94%)
- Loss Trades: 26 (49.06%)
- Average Win: $974.14
- Average Loss: -$562.96
- Max Consecutive Wins: 6 ($6,301.45)
- Max Consecutive Losses: 4 (-$2,493.26)
Monte Carlo Analysis (5,000 Iterations) - COMPETITIVE ADVANTAGE
Comprehensive Monte Carlo simulations with 5,000 iterations performed using professional quantitative finance techniques validate exceptional strategy robustness. Unlike typical backtests that show single-path results, Monte Carlo analysis reveals true risk/reward characteristics across all possible trade sequence variations.
Backtest Monte Carlo Results (150 Trades)
Profitability Confidence:
- Probability of Profit: 88.8% - Strategy profitable in 4,440 of 5,000 simulations
- Median Return: +21.8% ($60,904 final balance)
- Best Case Scenario (95th percentile): $76,808 (+53.6%)
- Worst Case Scenario (5th percentile): $45,922 (-8.2%)
- 90% Confidence Band: $45,922 to $76,808
Drawdown Risk Analysis:
- Median Maximum Drawdown: 11.4%
- 95th Percentile DD: 23.4% (only 5% chance of exceeding)
- 99th Percentile DD: 30.6% (only 1% chance of exceeding)
- Actual backtest DD of 8.84% falls well within median expectations
Statistical Validation:
- 90% confidence interval shows consistent positive returns
- Account balance paths demonstrate stable upward trajectory
- Drawdown distribution confirms controlled risk profile
- No evidence of curve-fitting or over-optimization
Forward Test Monte Carlo Results (53 Trades) - OUT OF SAMPLE
Profitability Confidence:
- Probability of Profit: 98.5% - Strategy profitable in 4,925 of 5,000 simulations
- Median Return: +23.5% ($61,759 final balance)
- Best Case Scenario (95th percentile): $70,954 (+41.9%)
- Worst Case Scenario (5th percentile): $52,540 (+5.1%)
- Zero losing scenarios below breakeven in 5,000 simulations
Drawdown Risk Analysis:
- Median Maximum Drawdown: 5.1% (HALF of backtest)
- 95th Percentile DD: 10.1%
- 99th Percentile DD: 13.9%
- Actual forward test DD of 3.94% outperforms median projection
Key Forward Test Findings:
- 98.5% probability of profit demonstrates exceptional robustness
- Forward test drawdowns LOWER than backtest (confirms no overfitting)
- Even worst-case scenario (5th percentile) remains profitable
- Risk characteristics improve in out-of-sample period
Monte Carlo Competitive Advantages
What Sets This Analysis Apart:
- Professional Methodology: Uses institutional-grade quantitative finance techniques, not basic Monte Carlo shuffling
- 5,000 Iterations: Far exceeds typical 500-1,000 iteration standards
- Dual Validation: Both in-sample and out-of-sample Monte Carlo performed
- Complete Transparency: All distribution curves, percentiles, and confidence bands provided
- Improved Forward Performance: Out-of-sample results BETTER than backtest (rare achievement)
Risk Management Insights:
- Traders can expect median drawdowns around 5-11% under normal conditions
- 95% confidence that drawdowns will not exceed 23% even in adverse scenarios
- 98.5% probability of profitable outcomes in forward testing
- Strategy demonstrates positive expectancy across virtually all trade sequences
Integrated Monte Carlo Logger: The EA includes professional logging functionality that records all trade data to CSV format during backtesting, enabling traders to perform their own Monte Carlo validation and statistical analysis using Python, R, or Excel.
This level of statistical validation is typically only seen in institutional trading systems and represents a significant competitive advantage over typical marketplace products that rely solely on single-path backtest results.
Key Features
Visual Dashboard: On-chart dashboard displaying real-time performance metrics, range levels, and system status. Fully themed interface with adjustable position and color schemes.
Range Visualization: Automatic drawing of consolidation ranges with pulsing animation effects. Clear visual identification of potential breakout zones with customizable colors.
Entry Arrows: Optional buy/sell entry arrows displayed on chart for visual trade confirmation and backtesting review.
Flexible Money Management:
- Fixed lot sizing
- Percentage-based risk calculation
- Automatic lot decrease after losses
- Configurable risk/reward ratios
Advanced Exit Options:
- Breakeven management with trigger points
- Partial position closing
- Time-based exit option
- Dynamic stop loss calculation
Session-Based Trading: Precise control over trading hours for each major session (Tokyo, London, NY) with broker time zone compatibility.
Important Notes
- All testing conducted on 100% real tick data using sourced data from Strategy Quants - Quant Data Manger
- Leverage: 1:50
- Account type: Any (hedging or netting)
- No martingale or grid strategies
- Default parameters optimized for US30 M15
- Past performance does not guarantee future results
Installation
After purchase, the EA will be automatically available in your MetaTrader 5 platform under Experts\Market. Simply drag it onto a US30 chart set to M15 timeframe and configure your preferred risk settings.
Support
Product support is provided through the MQL5 product comments section and direct messaging system. For detailed setup guides and parameter explanations, please refer to the comments section.
