Intraday Mean Reverting RSI PRO
- Uzmanlar
- Marina Dangerio
- Sürüm: 1.1
- Etkinleştirmeler: 5
Intraday Mean Reverting RSI Pro
Experts · AuroraQuantSystems · Version: 1.01 · Activations: 5
AQS-Intraday Mean Reverting RSI Pro
RSI cross-out / momentum-confirmation Expert Advisor for MetaTrader 5
Engineered around RSI reversal timing, ADX strength confirmation, ATR-defined exits, and percentage-of-target trailing protection.
Overview
AQS-Intraday Mean Reverting RSI Pro is a rule-based MetaTrader 5 EA built to capture directional entries after an RSI recovery from oversold or an RSI rejection from overbought, while requiring ADX-based trend strength confirmation before a trade is opened. The strategy combines:
RSI cross-out entry timing (oversold cross-up for buys, overbought cross-down for sells)
Lookback-based signal validation (the RSI cross can remain valid for the last N closed bars)
Internal ADX filter (minimum ADX threshold plus optional +DI/-DI directional confirmation)
ATR-based SL and TP (volatility-scaled structural exits)
Trailing stop based on original TP distance (starts only after price has travelled a defined percentage of the initial target)
Defensive execution controls (spread guard, max position cap, one-position mode, and cooldown between trade cycles)
The EA is designed as a disciplined, single-entry directional component with a focus on clear signal logic, volatility-aware exits, and limited exposure rather than high trade frequency or recovery behaviour.
Strategy Classification
Primary type: Momentum-reversal with strength confirmation
Trading style: RSI threshold re-entry + ADX directional filter + ATR risk model + trailing stop management
Time horizon: Intraday to short swing (depends on symbol, timeframe, and preset)
This EA:
✔ seeks to enter after RSI exits an extreme condition rather than chasing already-mature moves
✔ requires ADX strength, and can also require DI direction alignment, before opening a trade
✔ sizes risk exits from current volatility via ATR rather than fixed pip distances
✔ can trail profits only after a defined share of the original target has been achieved
❌ does NOT use martingale, grid, pyramiding, averaging-down, hedging, or recovery logic
❌ does NOT stack multiple same-direction entries when a same-side position already exists
❌ is NOT designed as a high-frequency or tick-scalping system
Core Concept: RSI Exit From Extremes + ADX Confirmation
Instead of entering simply because RSI is overbought or oversold, the EA waits for RSI to cross back out of the extreme zone on closed bars. This means the strategy is reacting to a confirmed threshold exit rather than an intrabar touch.
1) RSI = Timing Trigger
The EA computes RSI internally on the chart timeframe using the selected applied price.
Buy setup: RSI crosses up from below the oversold level.
Sell setup: RSI crosses down from above the overbought level.
The signal can remain valid for the last RSICrossLookbackBars closed bars, allowing a small amount of confirmation delay while keeping the logic deterministic.
2) ADX = Strength and Direction Filter
A trade is only allowed if ADX on the previous closed bar is above the configured minimum.
When the optional direction filter is enabled, buys require +DI > -DI and sells require -DI > +DI.
This structure is intended to avoid taking every RSI threshold exit blindly. The RSI event supplies timing; ADX confirms that the market still has directional energy behind the trade.
Trading Logic (High-Level)
1) Signal computation (on-chart timeframe)
On each evaluation cycle, the EA computes internal RSI, ADX, and ATR values on the chart timeframe.
All entry decisions are based on closed-bar data for signal confirmation.
2) Entry logic (new bar only)
The EA evaluates new entries only when a fresh bar is detected.
A new trade can be opened only when the RSI setup is valid, ADX filters pass, spread and max-position checks pass, and any active cooldown has expired.
3) Directional discipline
If OnePositionOnly is enabled, the EA will not open a new position while any EA-managed position on the same symbol is already open.
The EA also blocks duplicate same-side entries, so a buy is not opened if an EA-managed buy already exists, and the same applies for sells.
4) ATR-defined SL/TP
For each new trade, stop-loss and take-profit distances are calculated from ATR on the previous closed bar.
Buys place SL below ask and TP above ask; sells place SL above bid and TP below bid.
5) Trailing stop
If trailing is enabled, the EA monitors open positions tick-by-tick.
Trailing activates only after price has moved a configured percentage of the original TP distance from the entry price.
Once active, the stop is advanced by a fixed percentage of that original TP distance, subject to broker stop-level constraints.
6) Cooldown handling
After all EA-managed positions are flat, the strategy can enforce a bar-based cooldown before another entry cycle begins.
This is intended to reduce immediate re-entry after a completed trade sequence.
Risk Management & Execution Controls
ATR Risk Model
ATR-based stop-loss and take-profit using configurable SL_ATR_Mult and TP_ATR_Mult values.
Volatility scaling means exits automatically widen or tighten with recent market conditions.
Position & Exposure Controls
BaseLot is normalized against broker volume step and bounded by MinLot and MaxLot.
OnePositionOnly can restrict the strategy to a single EA-managed position on the symbol.
MaxTotalPositions can cap total EA positions even when one-position mode is disabled.
Execution Guards
MaxSpreadPips can block new trades during unfavourable spread conditions.
Slippage tolerance is controlled through MaxSlippage.
Stops are normalized to instrument digits and checked against broker stop-level rules during trailing modifications.
Operational Safeguards
CooldownBars can pause fresh entries after a flat-to-flat trade cycle.
The EA does not average into losses and does not add exposure to rescue losing positions.
Inputs Summary
| Input Group | Key Parameters and Function |
| General Inputs | EAMagic, MaxSlippage, OnePositionOnly - EA identity, slippage tolerance, and single-position mode. |
| RSI Inputs | RSIPeriod, RSIAppliedPrice, OSLevel, OBLevel, RSICrossLookbackBars - control RSI calculation and threshold-cross validity. |
| ADX Inputs | ADXPeriod, ADXMin, UseADXDirectionFilter - define strength filter and optional directional confirmation. |
| ATR Inputs | ATRPeriod, SL_ATR_Mult, TP_ATR_Mult - calculate volatility-based stop-loss and target distances. |
| Risk Inputs | BaseLot, MinLot, MaxLot, CooldownBars - set normalized lot sizing and post-trade cooldown behaviour. |
| Execution Filters | MaxTotalPositions, MaxSpreadPips - block entries when exposure or spread conditions are not acceptable. |
| Trailing Inputs | UseTrailing, TrailStartPctOfTP, TrailByPctOfTP - determine when trailing starts and how far behind price the stop is moved. |
Timeframe & Environment Testing
The EA runs on the chart timeframe and should be validated using symbol/timeframe-specific presets or test settings.
Because broker conditions vary - including spread profile, contract size, stop level, freeze level, and execution quality - users should verify behaviour under their own broker environment before live deployment.
As entries are evaluated on new bars while trailing runs on live ticks, backtesting and forward testing should both be reviewed to confirm expected operational behaviour.
Configurations Included (preset .set files)
This product can be delivered with preset configurations prepared for specific instruments and timeframes, exactly as with other AuroraQuantSystems EAs.
Each preset should be used only on the matching symbol and timeframe for which it was tested.
If broker symbols include suffixes or alternate naming conventions, the preset should be mapped to the equivalent broker symbol and re-validated for spread, stop-level, and execution compatibility.
Recommended Usage
Use the EA as a rules-based directional component within a broader portfolio rather than as a stand-alone promise of returns.
Run one preset per intended symbol/timeframe combination.
Demo test before live deployment and apply lot sizing appropriate to account size and instrument volatility.
If parameters are changed, re-test both the signal behaviour and the execution constraints.
Important Notes (Transparency & Risk)
No martingale, grid, pyramiding, averaging, hedging, or recovery logic.
No performance guarantees.
Results depend on market regime, spread conditions, slippage, and broker execution.
Past performance is not indicative of future results.
Always demo-test and apply appropriate risk limits before trading live.
Q3) How are trades triggered?
A buy requires RSI to cross up out of oversold; a sell requires RSI to cross down out of overbought. The cross can remain valid for the configured number of recent closed bars.
Q4) What role does ADX play?
ADX must be above the minimum threshold, and optionally the DI lines must confirm the intended direction before the trade is allowed.
Q5) How does trailing work?
Trailing starts only after price reaches a specified percentage of the original take-profit distance, then moves the stop by a specified percentage of that same original TP distance.
Q6) How do I load the .set files?
Strategy Tester (or attach EA to chart) -> Inputs -> Load -> select the relevant .set file -> confirm symbol/timeframe match.
Screenshots provided
Screenshot 1 - Entry example showing RSI threshold exit with ADX confirmation
Screenshot 2 - Trade management example with ATR SL/TP and trailing activation
Screenshot 3 - Multi-asset or multi-timeframe examples
Screenshot 4 - Equity curve over the tested window
Screenshot 5 - Strategy Tester report and full input configuration
