Техническое задание
🧠 Project Overview
We require an automated trading system that performs statistical arbitrage between:
XAGUSD (MT5 account)
MCX Silver (separate broker / API / account)
The bot will calculate custom percentage movement from a daily anchor time and trade based on spread convergence, not broker-provided percentage values.
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🧩 Core Concept
The system must:
1. Capture daily anchor prices at 11:30 PM IST
2. Compute true percentage movement from anchor for both instruments
3. Compute SPREAD = XAG% − MCX%
4. Execute paired trades using a multi-leg ladder strategy
5. Close trades on mean reversion
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🕦 Daily Initialization
At 11:30 PM IST (configurable):
Store:
XAG_anchor_price
MCX_anchor_price
Reset all strategy state
---
🔢 Live Calculations (Continuous Loop)
Every tick / configurable interval:
XAG_pct = (XAG_now − XAG_anchor) / XAG_anchor × 100
MCX_pct = (MCX_now − MCX_anchor) / MCX_anchor × 100
SPREAD = XAG_pct − MCX_pct
Ignore broker % values completely.
---
🪜 Entry Strategy (Multi-Leg Ladder)
Configurable Spread Levels & Capital Allocation
Leg Spread Trigger Capital
1 0.40% ₹10,00,000
2 0.60% ₹12,00,000
3 0.80% ₹17,00,000
4 1.00% ₹21,00,000
Execution Rules
When abs(SPREAD) reaches a trigger and that leg is not active:
If SPREAD > 0
→ Sell XAGUSD and Buy MCX Silver
If SPREAD < 0
→ Buy XAGUSD and Sell MCX Silver
Stop opening new legs if abs(SPREAD) ≥ 1.25%.
---
🎯 Exit & Profit Logic
Full Exit Condition
Close all positions when:
abs(SPREAD) ≤ 0.10%
Optional Scalping Overlay
Partial profit booking when spread moves:
0.40 → 0.30
0.60 → 0.50
0.80 → 0.70
1.00 → 0.90
---
🧯 Risk & Safety Controls
No new entries when abs(SPREAD) ≥ 1.25
Resume entries only when abs(SPREAD) < 1.00
Block trading if free margin < 2× required margin
Must support separate accounts for XAGUSD and MCX execution
---
🧩 System Requirements
MT5 EA for XAGUSD
External bridge/API support for MCX execution
All parameters configurable
Detailed logs & on-chart dashboard:
XAG%
MCX%
Spread
Active legs
Margin status
---
🧪 Expected Behavior
Market neutral
Direction-independent
Fully automated
No broker % usage
Robust to session resets
---
📦 Deliverables
Compiled EA + source
Setup instructions
Parameter documentation
Test logs / demo verification
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