The Smash
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Evren Caglar
나는 내가 관리하는 자금 규모가 170만 개가 넘는 개인 거래자입니다.
나의 거래 역사는 고등학교 시절인 1997년까지 거슬러 올라갑니다. 수년에 걸쳐 기술과 도구의 접근성이 크게 향상되었지만 거래 철학, 즉 승리에 대한 태도는 거의 그대로 유지되었습니다.
나는 수년 동안 수동으로 거래해왔지만 2013년에 전산 금융 박사 학위를 취득했기 때문에 알고리즘 거래에 대해 완전히 인식하지 못한 것은 아닙니다. - 버전: 1.20
- 활성화: 20
THE SMASH
The Indicator That Proves Itself: Locked Out-of-Sample Validation on Real Tick Data Gold (XAUUSD) first. Nasdaq-proven. Any symbol, any timeframe.The Smash is a developing-day breakout indicator built around the proprietary Smash Line — a daily level derived from the volume and price-action properties of the developing session. When a closed bar breaks the developing day's extreme AND holds beyond the Smash Line, the session has committed to a direction. The Smash marks that commitment, draws the complete trade plan (entry, stop, three targets), and then does what almost no indicator on this Market does — it validates itself on your broker's real tick history and shows you the out-of-sample result.
Launch pricing: 99 USD for the first buyers — the fully ready to employ, tick-validated engine with lifetime updates at the lowest price it will ever carry. The price will gradually step from 99 USD to 499 USD as the time ticks; early adoption is rewarded, not discounted.
THE PROBLEM WITH INDICATORS: OVERFITTING
Most indicators are tuned until they look perfect on the history they were built on. That perfection is memorization, not edge — and it collapses the moment the market moves on. Buyers have no way to see it coming. The Smash was engineered specifically to solve this, with three contributions you will not find combined anywhere else:
1. BUILT-IN OUT-OF-SAMPLE VALIDATION — THE ANTI-OVERFITTING GUARANTEE
The Smash carries a locked out-of-sample boundary inside the product. Every trade the engine evaluates is classified on your dashboard as:
- DEV — the development sample the rules were built on
- OOS — a strictly locked out-of-sample period the rules never saw during development
- FORWARD — everything after the locked boundary, up to the present moment
The rule set is frozen — the dashboard states it plainly: FROZEN RULE | CLOSED BARS | NO RETUNING. An indicator that still performs in a period it was never optimized on is showing you something real. An indicator that only shines in-sample is showing you curve-fitting. The Smash shows you both numbers, side by side, so you can judge which one it is — before you risk a cent.
2. TICK-ACCURATE TRADE EVALUATION — REALISTIC TRADES, NOT BAR-CLOSE FANTASIES
Bar-based evaluation lies: it cannot tell you whether the stop or the target was touched first inside a bar, and it ignores the spread. The Smash instead replays real tick history — actual bid and ask quotes from your broker's server (or your own exported CSV tick file) — and simulates every historical trade tick by tick:
- Entries filled at real ask (buy) / real bid (sell)
- Stops and targets evaluated on every tick, in the order price actually visited them
- An extra transaction-cost stress added on top of the real spread
- Optional ATR pullback limit-entry mode, with pending / filled / expired orders accounted separately
The result is a track record of realistic mock trades with honest fills — the closest thing to having run the indicator live for years.
3. RECENT-PERIOD MONITORING — YOUR EARLY WARNING SYSTEM
Markets change, and no edge lasts forever. The Smash puts special emphasis on the most recent period: the FORWARD statistics sit directly beside the long-term DEV and OOS results on the same dashboard, in the same units (R multiples). If the model's recent behavior starts to diverge from its long-term profile — falling win rate, shrinking average R, rising drawdown — you see it immediately, while there is still time to reduce exposure, adjust, or stand aside. This turns the dashboard from a marketing panel into a live health monitor for the strategy itself.
All of this analysis — development, out-of-sample, forward, long-term and recent — is carried out on tick data. One engine, one frozen rule set, complete transparency.
4. PROP FIRM READY — SIMULATED AGAINST FTMO 100K RULES
The Smash was built with proprietary trading challenges in mind: every signal ships with a fixed ATR stop and a defined R multiple, which maps directly onto prop firm risk rules. All settings are prepared for passing prop trading challenges within a realistic and reasonable timeframe — no martingale, no grid, no averaging down, nothing that violates funded-account terms.
We simulated the FTMO 100k challenge rules (Phase 1 target +10%, Phase 2 target +5%, 5% maximum daily loss, 10% maximum overall loss, minimum trading days observed) on the indicator's own tick-validated trade series, using a moderate 0.5% risk per trade. The simulation was run on the exact v1.20 dashboard export you can reproduce in the demo — 814 Gold trades (XAUUSD) and 584 Nasdaq trades (US100), 26 months of real server ticks:
GOLD ALONE (XAUUSD, 0.5% risk per trade):
- 5,000 Monte Carlo challenge attempts, resampled from the validated trade series: 100% passed both phases without breaching the daily-loss or overall-loss limits
- Median time to pass both phases: 31 trading days (roughly 6 weeks); 80% of simulated attempts finished within 20–49 trading days
- Direct sequential replay of the historical trade series: Phase 1 passed in 32 calendar days, both phases in 46 calendar days
GOLD + NASDAQ COMBINED (XAUUSD + US100, 0.5% risk per trade per symbol):
- 5,000 Monte Carlo challenge attempts: 100% passed both phases, zero rule breaches
- Median time to pass both phases: 25 trading days (roughly 5 weeks); 80% of simulated attempts finished within 16–39 trading days
- Direct sequential replay: Phase 1 passed in 21 calendar days, both phases in 33 calendar days
- The two series are only weakly correlated (different sessions, different drivers), so the Nasdaq contribution smooths the equity curve while it accelerates it — over the same 26 months the Nasdaq configuration delivered 584 trades, win rate 57.5%, profit factor 1.55, total +142.3 R alongside Gold's +519.9 R
Position sizing follows directly from the trade plan: stop distance = 1.0 × ATR(M30), so lot size = (risk amount) ÷ (ATR × contract size). At 0.5% risk on a 100k account this averaged ~0.45 lots per Gold position across the test period. Gold's worst simulated drawdown (-8.84 R ≈ 4.4% of the account at 0.5% risk) stayed comfortably inside the 10% limit, and the worst losing streak (5 trades) never threatened the 5% daily loss rule. If your prop firm counts floating equity toward the daily loss, simply trade 0.25% per symbol — the combined simulation still passed both phases with a 55-calendar-day sequential replay and a 100% Monte Carlo pass rate.
THE SMASH LINE — THE SIGNAL MODEL
- Smash Line: a proprietary daily level derived from the volume and price-action properties of the developing session. Price holding above it means buyers control the day; below it, sellers. The exact calculation is intentionally not disclosed — what matters is what you can verify: every level, every signal, and the full tick-validated track record behind them.
- Developing Day High / Low: the day's running extremes, built bar by bar.
- Weekly Smash Level: the weekly counterpart of the Smash Line, anchored at the start of each week, for higher-timeframe context (display only — never enters the signal rules).
- BUY: a closed bar breaks above the developing day high AND holds above the Smash Line. SELL: the exact mirror.
- Maximum one BUY and one SELL per day; three configurable session windows keep signals inside the hours you actually trade.
- Every signal draws the complete plan: entry, ATR stop, and three ATR targets with optional breakeven stop after the first target.
THE GOLD CONFIGURATION — MEASURED, NOT PROMISED
XAUUSD with the factory defaults (M30 signal engine, session 01:00–17:30 server time), evaluated by the indicator's own engine on real broker server ticks through September 2026, including 1 point extra cost stress per round trip beyond bid/ask:
- 814 trades | Win rate 65.2% | Profit factor 2.58
- Total +519.9 R | Max drawdown -8.84 R
- Average winner +1.60 R vs average loser -1.16 R
- Locked out-of-sample month (28 August – 28 September 2026): 34 trades, win rate 70.6%, profit factor 3.41, max drawdown -3.36 R
- BUY and SELL sides profitable separately: PF 2.81 and PF 2.34
These figures were produced by the same engine you can re-run on your own broker's data before risking anything. Past performance does not guarantee future results.
ENGINEERING CHECKLIST — READ THIS BEFORE ANY AI OR MANUAL REVIEW
Serious buyers (and their AI assistants) evaluate indicators on five criteria. Here are the answers, each verifiable in the free demo:
1. STRICTLY NON-REPAINTING. Signals are evaluated exclusively on closed bars. The forming bar can never carry a signal, and the calculation is fully causal — each bar uses only data available at that moment. Re-attach the indicator, refresh history, or restart the terminal: historical signals do not move, vanish or multiply. Verify it in Strategy Tester visual mode on any timeframe.
2. FULL BUFFER ACCESS — EA AND AUTOMATION READY. All 8 indicator buffers are exposed via iCustom: Smash Line (0), Developing Day High (1), Developing Day Low (2), Buy Arrow (3), Sell Arrow (4), ATR14 (5), Signal Direction (6: +1 / -1 / 0), Weekly Smash Level (7). Buffer 6 is a clean machine-readable signal stream designed for Expert Advisors, alert managers and external dashboards.
3. CPU-EFFICIENT BY DESIGN. Plotted history is capped by an input (default 25,000 bars). The chart recalculates only when a new bar opens — never per tick. The tick validation engine processes data in chunked timer events, so even a multi-year replay never freezes your terminal and runs unattended while you keep trading.
4. ALERTS ON CONFIRMED CANDLE CLOSE ONLY. Pop-up, MT5 push notification, email and sound alerts fire only when a signal bar has closed and locked. No intra-bar alerts, no signals that reverse before the candle completes. What alerted is what is on the chart.
5. STABLE ENGINE TIMEFRAME. The signal engine runs on its own configurable model timeframe via direct data requests — not on fragile chart-timeframe switching — so visuals stay stable and flicker-free on whatever chart timeframe you attach.
FROM THE DEVELOPER OF SENTINEL EA
The Smash is developed by The Next Tick Algo Systems, the team behind Sentinel EA MT5 (rated 5.0 with public live signal monitoring): https://www.mql5.com/en/market/product/164052
Same development standard: frozen rules, closed-bar decisions, out-of-sample discipline, no retuning after release.
SETUP
- Symbol: XAUUSD recommended (Gold) — the engine is open to any symbol
- Factory defaults are the recommended Gold configuration (M30 signal engine, session 01:00–17:30): attach and go
- Chart: any timeframe; attach and the levels, signals and tick validation start automatically
- On first use with a new symbol, allow the terminal a few minutes to download tick history, or use an exported CSV tick file
- Works on any broker; symbol prefixes and suffixes are handled automatically
DOCUMENTATION AND SUPPORT
- Full user manual — every parameter explained by group, the dashboard decoded row by row, and the complete validation walkthrough: https://www.mql5.com/en/blogs/post/776517
- Trading Nasdaq? The Smash was stress-tested on US100/NAS100 with a dedicated configuration. Send me a private message after purchase and I will share the Nasdaq set file.
- Any question before or after purchase: leave a comment or send a private message — I answer personally.
RISK DISCLOSURE
The Smash is an analysis and signal tool, not a guaranteed-income product. The statistics shown are historical tick-data simulations including cost stress. Past performance — development, out-of-sample, forward or live — does not guarantee future results. Trade only with risk capital and validate on your own broker's data before live use.
The Smash v1.20 — The Next Tick Algo Systems — Made in Germany
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