Noise Breakout Index Trader
- Эксперты
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William Michel Christophe Debezis
Software developer with 10+ years of experience, specialized in automated trading systems for Gold (XAUUSD).
I design, build, and validate Expert Advisors on MetaTrader 5 with a focus on transparency, risk management, and real-world performance.
My Products - Версия: 1.0
- Активации: 10
The EA is based on an intraday momentum strategy published by Swiss Finance Institute researchers in 2024. Every day, it measures the index’s “noise area”: the usual move from the open at each half hour over the last 14 days. Every 30 minutes, if price breaks out of this area, it trades in the direction of the move.
Risk management
- Trailing stop on the noise boundary or the daily VWAP.
- All positions are closed before the US close. No overnight positions.
- US holidays are skipped, and the exit is moved earlier on half-day sessions.
- Position size adapts to index volatility, with a capped notional leverage (4x by default).
- No grid, no martingale, no averaging.
Backtest (NAS100, 2021–2026, M1 bars, $10,000, default settings)
- About +19% per year on average, Sharpe 1.38, maximum drawdown 16.5%
- All 6 years positive: +29%, +17%, +35%, +18%, +8%, +11%
- Confirmed on US500: +17% per year, Sharpe 1.23
Please note
- Performance has been weaker since 2025.
- Only 41% of trades are winners: profits come from a few strong trend days.
- Timezone is auto-detected in live trading. For backtests, set your broker’s GMT offset.
- US500 contracts are large at many brokers: an account of about $100,000 is recommended.
- Past performance does not guarantee future results. Test on a demo account first.
