Amaryllis Institutional Momentum Trading

Amaryllis is an institutional-grade momentum Expert Advisor designed around a single principle: trend strength dictates everything.

The engine is built entirely on the Average Directional Index (ADX) with DI+/DI− components. It identifies and captures genuine momentum regimes while systematically filtering out choppy, mean-reverting markets. Entry occurs exclusively when ADX crosses above a calibrated threshold, with directional bias determined by the dominant DI component.

Key Features:

• One indicator, fully disciplined momentum engine

• Validated across two independent brokers and every market regime since 2019

• No martingale, no grid, no neural network, no curve-fitting

• Transparent, rules-based, institutional-grade momentum capture

Why One Indicator Outperforms Twenty

Adding indicators increases curve-fitting risk. Amaryllis operates on a single ADX-based engine, minimizing parameters and transferring reliably across market regimes, brokers, and timeframes.

• Clean, fully documented MQL5 source code

• No external DLLs or hidden dependencies

• Deliberate parameter discipline inspired by durable systematic strategies

Walk-Forward Validation

In-Sample (2019.01.01 – 2023.01.01)

• Calibrated across COVID crash, post-pandemic melt-up, and aggressive rate-hiking bear market

Out-of-Sample (2023.01.01 – 2026.02.12)

• Deployed on three full years of unseen data with no adjustments

Multi-Broker Testing:

• RoboForex & EightCap — fundamentally different data feeds, spreads, symbols, and execution environments

• Edge persists on both

Performance Example — RoboForex H1 (US30Cash)

• Net Profit: $13,091.50 (+130.9%)

• Profit Factor: 1.36 | Sharpe: 3.69 | Recovery: 2.12

• Win Rate: 83.33% (325/390 trades)

• Max Consecutive Losses: 3 | Max Drawdown: 32.67%

• Average Win/Loss: $152.27 / -$559.96

M5 Performance:

• Net Profit: $14,171.00 (+141.7%)

• Win Rate: 69.87% | Sharpe: 4.71 | Max Drawdown: 34.23%

Multi-Broker Robustness

• Consistent profitability across brokers and regimes

• ADX momentum engine captures real market structure

Core Features

• ADX Momentum Engine — Entry on ADX threshold cross with DI+/DI− directional bias

• Session Control — Configurable trading windows

• Daily Drawdown Circuit Breaker — Stops new entries and closes positions when daily loss limit is reached

• Risk-Based Position Sizing — Fixed lots or % of balance based on stop-loss distance

• Optional DI Crossover Reversal, Daily Open Bias, Spread Filter, Auto Fill Mode Detection

Broker Compatibility

• Supports any MT5 broker offering US30 or equivalent index CFDs

• Stop Loss / Take Profit adjustments depend on Digits and Contract Size

• RoboForex (.US30Cash) vs EightCap (US30) calibration instructions included

Prop-Firm / FTMO Users

• RoboForex set files tested on FTMO

• Adjust SL/TP, lot size, and Max Daily Drawdown to match rules

• Validate on demo before live or challenge deployment

What You Receive

• Compiled Amaryllis v2.04 EA (.ex5)

• Optimized set files for RoboForex (H1, M5)

• EightCap set files (coming soon)

• Broker configuration guide

• Direct support via MQL5 messages

Backtest Conditions

• Modelling: Every tick based on real ticks

• Deposit: $10,000 | Leverage: 1:100

• History Quality: 99–100%

Disclaimer: Past performance is not indicative of future results. Live trading introduces slippage, spread widening, and execution delays. Always validate on a demo account before committing capital.

Amaryllis v2.04 — One Indicator. Every Regime. Proven.
Designed and Developed by Rafael Vasili © 2025–2026