VectorTrailFX
- Uzmanlar
- Sürüm: 1.0
- Etkinleştirmeler: 5
VectorTrail FX | Mean Reversion Grid EA | EURGBP M15 | FIFO Compliant
VectorTrail FX is a precision mean reversion Expert Advisor built for EURGBP on the M15 timeframe. It uses statistical Z-score analysis to identify when price has stretched too far from its mean, then enters a directional basket and exits when floating profit peaks — keeping drawdown tight while compounding consistently.
Fully FIFO-compliant and tested with US brokers.
How It Works
VectorTrail FX measures how far price has deviated from its 20-period statistical mean using a Z-score engine built on Bollinger Bands. When price reaches an extreme reading (±2.0 standard deviations), the EA opens an initial position expecting price to revert.
If price continues moving against the position, the grid matrix adds size at measured intervals — but only while the Z-score confirms the extreme condition is still valid. This prevents the EA from averaging into trades that have already reversed, which is the key distinction between a disciplined grid and a reckless one.
Once the basket's floating profit reaches a target threshold, a trailing mechanism arms and locks in gains as profit peaks. The basket closes automatically when the trail triggers — no manual intervention needed.
Key Features
- Z-Score Entry Engine — Entries trigger only at statistically significant price extremes (±2.0 std dev), not arbitrary levels
- Disciplined Grid Averaging — Grid additions require Z-score confirmation, preventing averaging into recovering trades
- Basket Trailing Profit Exit — Arms at a configurable profit threshold, trails the peak, closes on pullback
- Proportional Lot Sizing — Initial lot scales automatically with account balance, keeping risk consistent as the account grows
- Hard Grid Stop — Emergency close if price moves 800 points from the initial entry, protecting against black swan moves
- Margin Safety Check — Verifies projected free margin before every trade; skips if margin would drop below minimum
- Time-of-Day Filter — Restrict trading to specific hours (default: nearly 24 hours, easily customized)
- Day-of-Week Filter — Optionally restrict trading days
- Spread Filter — Optional maximum spread gate on entries
- FIFO Compliant — Closes positions oldest-first, fully compatible with US broker FIFO rules
- Clean Chart Theme — Applies a professional dark slate palette on attach
Backtest Performance (EURGBP M15 | May 2025 – June 2026)
| Metric | Result |
|---|---|
| Total Net Profit | +33.8% |
| Profit Factor | 2.60 |
| Sharpe Ratio | 2.11 |
| Win Rate | 75.1% |
| Max Balance Drawdown | 3.23% |
| Max Equity Drawdown | 4.20% |
| Recovery Factor | 6.89 |
| LR Correlation | 0.99 |
| History Quality | 100% ticks |
Input Parameters
Grid Matrix Settings
- Lot Multiplier — Lot size multiplier per grid level (default 1.2)
- Grid Step Points — Distance between grid levels in points (default 125)
- Max Levels — Maximum grid levels per basket (default 4)
- Grid Cooldown Bars — Minimum candles between grid additions (default 4)
Strategy Thresholds
- Z-Score Upper Trigger — Z-score level to initiate SELL baskets (default 2.0)
- Z-Score Lower Trigger — Z-score level to initiate BUY baskets (default -2.0)
- Z-Score Exit Threshold — Optional: close basket when Z-score returns near mean (default 0 = disabled)
Basket Trail Settings
- Trail Start USD — Floating profit required to arm the trailing exit (default $2.00)
- Trail Drop USD — Profit pullback from peak to trigger close (default $0.50)
Emergency Protections
- Max Basket Loss USD — Optional hard loss stop per basket (default 0 = disabled)
- Max Spread Points — Optional spread filter (default 0 = disabled)
- Min Free Margin After Trade — Minimum margin buffer required to open any trade (default $50)
- Magic Number, Trade Comment
Filters
- Time-of-day trading window
- Day-of-week filter
Recommended Setup
- Symbol: EURGBP
- Timeframe: M15
- Minimum Deposit: $500 (tested on $1,000)
- Broker Type: Any MT5 broker; fully FIFO-compliant for US accounts
- VPS: Recommended for uninterrupted operation
Important Notes
VectorTrail FX is a grid-based mean reversion system. Like all grid strategies, it performs best in ranging and mean-reverting market conditions. Sustained trending markets can cause the grid to extend to its maximum levels before the hard stop triggers. The built-in protections (hard stop, margin check, cooldown bars, Z-score gate on grid adds) are designed to minimize this risk, but no EA eliminates it entirely.
Past backtest performance is not a guarantee of future results. Always test on a demo account before going live.
VectorTrail FX — Precision. Discipline. Mean Reversion.
