Trend Pullback System MT5
- Uzmanlar
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Pol Lazaro Porta
Algorithmic trader with over 10 years of experience trading CFDs. - Sürüm: 1.0
- Etkinleştirmeler: 5
TPS (Trend Pullback System) is an Expert Advisor for MetaTrader 5 that trades a common behavior of trend trading: the resumption of a trend after a pullback.
Its logic is straightforward. It does not chase price or try to anticipate reversals. It waits for an already established trend to offer a quality pullback and enters only when the market confirms that it wants to resume its direction, applying the principle of buying weakness within an uptrend and selling strength within a downtrend.
It comes configured and validated for NASDAQ100 on M15, and it is adaptable to other instruments with clear trends and good continuity.
HOW IT WORKS
Trend confirmation across timeframes
Before evaluating any entry, TPS requires the trend to be aligned. It analyzes the direction and slope of the trend moving average on the working timeframe and, optionally, requires agreement from a higher timeframe. This way it trades only when the underlying structure and the short term point in the same direction, ruling out counter-trend entries.
Pullbacks filtered by quality
Not every pullback is an opportunity. The system measures the depth of each pullback relative to the prior move and compares it with current volatility using ATR. It accepts only corrections within a target band: neither so shallow that they are noise, nor so deep that they signal a trend change. An entry is enabled only when the pullback reaches the value zone and price shows intent to continue.
Two configurable entry modes
- Market entry: when price reclaims the value zone and confirms the resumption of the trend.
- Pending-order entry: triggered only if price breaks in the trend direction beyond the pullback candle, requiring additional confirmation of continuity.
You choose the style that best fits your way of trading.
RISK MANAGEMENT
TPS includes a set of money-management tools to suit different trader profiles:
- Structural Stop Loss using fractals, or volatility-based Stop Loss (ATR).
- Position sizing by fixed lot or by risk percentage (on balance or on a fixed base capital).
- Per-trade risk limit, which blocks any entry whose real risk exceeds your tolerance.
- Automatic Break-Even and adaptive Trailing Stop.
- Gap protection.
- Trading session filter.
- Automatic daily close and close before the weekend.
By default it trades a single position at a time, with a waiting period between entries. This is a conservative approach, designed to keep risk under control and avoid the accumulation of exposure.
ADAPTATION TO VOLATILITY
The whole mechanism —pullback depth, Stop Loss distances, Break-Even activation, Trailing and filters— is calculated on current volatility using ATR. Behavior stays consistent whether the market speeds up or calms down, and this makes it easier to adapt to instruments of different character without changing the system's logic.
TRANSPARENCY
All decisions are calculated exclusively on closed candles. This means the Expert Advisor does not repaint signals and does not use look-ahead bias. Since it works only with closed candles, the signals in testing and in live trading start from the same basis.
VALIDATION PROCESS
The NASDAQ100 (M15) configuration was developed through in-sample selection, out-of-sample confirmation, and a forward test on an unseen period. The goal is robustness, not an overfitted backtest.
REQUIREMENTS AND RECOMMENDATIONS
- Platform: MetaTrader 5.
- Recommended symbol and timeframe: NASDAQ100 (US Tech 100), M15.
- Account type: hedging.
- Broker with tight spread on indices and stable execution.
- A VPS is recommended for continuous operation.
- Always test on a demo account before going live, adjusting the risk to your capital.
RULE-BASED DESIGN
TPS does not try to predict the market. It waits for an established trend to offer a valid pullback and executes the strategy following objective, repeatable, automated rules. Its strength lies in execution discipline and in taking advantage of a known statistical market behavior.
KEY FEATURES
- Trend following with pullback entries.
- Trend confirmation across timeframes.
- Pullback quality filter based on volatility.
- Two configurable entry modes.
- Money management with a per-trade risk limit.
- Structural or volatility-based Stop Loss.
- Adaptive Break-Even and Trailing Stop.
- Gap protection and automatic close before the weekend.
- Fully configurable and adaptable to volatility.
- No repainting.
- No look-ahead bias.
A FAMILY OF THREE STRATEGIES
TPS is part of a family of three Expert Advisors that exploit different market behaviors and can be combined:
- VBS (Volatility Breakout System): Trades the expansion that follows a phase of volatility compression.
- TPS (Trend Pullback System): Waits for a quality pullback within a trend and enters on the resumption.
- ORB (Opening Range Breakout): Takes advantage of the breakout of the session's opening range.
Each strategy works independently and is offered separately. When traded together they tend to complement each other, since when the context does not favor one it often favors another.
DISCLAIMER
Past results do not guarantee future performance. Trading financial products involves risk, and each trader is responsible for their own investment decisions. It is recommended to test the Expert Advisor on a demo account before using it on a live account.
