TSM Breakout
- Эксперты
- Версия: 1.11
- Активации: 5
TSM Breakout is a fully automated Expert Advisor implementing time-series momentum - the most extensively documented market anomaly in the academic literature (Moskowitz, Ooi & Pedersen; the classic Turtle rules) - combined with a daily trend filter.
HOW IT TRADES
- Buys when the close breaks above the highest high of the last 55 bars; sells on a break of the lowest low
- Initial stop loss proportional to volatility (2 x ATR) on every single trade - no exceptions
- Exit on a break of the opposite 20-bar channel. No take profit: winners are left to run
- A daily trend filter (D1 EMA200) only allows breakouts aligned with the higher-timeframe trend
- Position size computed from your risk percentage (built-in money management)
WHAT THIS EA NEVER DOES
- No martingale
- No grid
- No averaging down
- Never an order without a stop loss
RECOMMENDED USE
- Symbol: XAUUSD (Gold)
- Timeframe: M30
- Frequency: about 2 trades per week (irregular - bursts during trends, quiet spells otherwise)
- Expected win rate: around 30%. This is intended: winners are 4-5x larger than losers. If you need a high win rate to sleep at night, this EA is not for you.
- Minimum recommended deposit: 3,000 USD
TWO PROFILES (preset files provided)
- Standard (default): RiskPercent 0.5 - backtest 2021-2026 on XAUUSD M30: profit factor 1.28, max drawdown 26%
- Aggressive: RiskPercent 1.0 - profit factor 1.32, max drawdown 49%. More aggressive and riskier: recommended capital at least 20,000 USD, and only if you can withstand such a drawdown without switching the system off
SETTINGS (all documented in the manual)
- Money management: fixed lots or % risk per trade
- Signal: EntryPeriod 55, ExitPeriod 20, ATR 14, initial stop 2 x ATR
- Filters: D1 EMA200 trend filter (enabled), optional session filter (disabled)
- Equity-stop circuit breaker
VISUAL PANEL
Blinking activity dot, position status with P/L, both trigger levels with their distance in points, probable next signal with progress %, filter-blocked states shown explicitly, countdown to the next bar evaluation, and channel levels drawn on the chart. The EA decides only at bar close - a wick through a level triggers nothing.
HONEST EXPECTATIONS
Results are based on 2021-2026 backtests (551 trades, 100% history quality, 50 ms execution delay). Order of magnitude with the Standard profile on one symbol: roughly 3-6% per year on average, in bursts, with drawdowns that can last months. This is a slow, disciplined system - not a get-rich-quick tool. Past performance does not predict future results. Never trade money you cannot afford to lose.
