QuantTradingSystem

Welcome to the QuantTradingSystem - a sophisticated quantitative trading solution available for MetaTrader 5. This expert advisor combines quantitative strategies with risk management to deliver consistent trading results.

Key Features:

  • 5 Proven Quantitative Strategies including Mean Reversion, Momentum, Pairs Trading, Volatility Trading, and Machine Learning
  • Multi-Strategy Portfolio Approach for diversified risk
  • Advanced Statistical Analysis with real-time calculations
  • Institutional-Grade Risk Management including VaR, Sharpe Ratio, and Dynamic Position Sizing
  • Whole Lot Sizing Option for prop firm compatibility
  • Portfolio Rebalancing and dynamic hedging capabilities

     QuantTradingSystem - Complete Input Parameter Guide

🎯 Strategy Selection
QuantStrategy (Enum: STRATEGY_MEAN_REVERSION)
Purpose: Selects the primary trading strategy
Options: 
o 0 = STRATEGY_MEAN_REVERSION: Trades when price deviates significantly from mean, expecting reversion
o 1 = STRATEGY_MOMENTUM: Follows price momentum and trends
o 2 = STRATEGY_PAIRS_TRADING: Statistical arbitrage (your optimized choice)
o 3 = STRATEGY_VOLATILITY: Trades volatility breakouts
o 4 = STRATEGY_ML_PREDICTION: Machine learning-based predictions
Impact: Determines the core trading logic used
Recommended: Test each strategy type to find best fit for your market
EnableMultiStrategy (Bool: true)
Purpose: Combines signals from all 5 strategies using weighted approach
How it works: Calculates weighted average of all strategy signals
Benefits: Diversification and signal confirmation
Risk: May reduce signal frequency and clarity
Note: Your optimization set this to false for focused approach
________________________________________
📊 Trading Instrument
TradingSymbol (String: "")
Purpose: Specifies which symbol to trade
Default: Empty = uses current chart symbol
Usage: Enter specific symbol like "EURUSD" or "NAS100"
Important: Symbol must be available in Market Watch
TradingTimeframe (Enum: PERIOD_CURRENT)
Purpose: Sets the timeframe for analysis
Default: Uses current chart timeframe
Options: M1, M5, M15, M30, H1, H4, D1, etc.
Impact: Affects signal frequency and trade duration
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💼 Portfolio Management
MaxRiskPerTrade (Double: 1.0%)
Purpose: Maximum percentage of equity to risk per individual trade
Range: 0.5% (conservative) to 5.0% (aggressive)
Calculation: Used in position sizing formula
Warning: Higher values = higher potential profits but greater risk
MaxPortfolioRisk (Double: 5.0%)
Purpose: Maximum total risk across all open positions
Protection: Prevents over-leveraging
Trigger: Stops new trades when limit exceeded
TargetVolatility (Double: 0.15)
Purpose: Target annualized portfolio volatility (15%)
Usage: Adjusts position sizes based on market volatility
Formula: Lower market vol = larger positions, higher market vol = smaller positions
MaxPositions (Int: 5)
Purpose: Maximum number of concurrent open positions
Benefits: Risk spreading across multiple trades
Requirement: Needs sufficient capital for all positions
EnablePortfolioRebalancing (Bool: true)
Purpose: Automatically rebalances portfolio daily
Function: Closes oversized positions that exceed risk limits
Frequency: Checks every 24 hours
Benefit: Maintains risk discipline
________________________________________
📏 Position Sizing
UseWholeLotSizing (Bool: true)
Purpose: Forces all trades to use whole number lot sizes only
Effect: 1.0, 2.0, 3.0 lots (no 1.3 or 2.7)
Benefit: Simpler trade management
Drawback: Less precise position sizing
MinLotSize (Double: 1.0)
Purpose: Minimum trade size allowed
Interaction: With UseWholeLotSizing, minimum becomes 1.0 automatically
Override: System may increase if symbol requires higher minimum
MaxLotSize (Double: 10.0)
Purpose: Maximum trade size allowed per position
Protection: Prevents accidentally large positions
Override: System uses smaller of this value and symbol maximum
RoundToNearestWhole (Bool: true)
Purpose: Rounds fractional lots to nearest whole number
Only Active: When UseWholeLotSizing = false
Example: 2.3 lots becomes 2.0, 2.7 becomes 3.0
________________________________________
📈 Statistical Parameters
StatisticalWindow (Int: 252)
Purpose: Number of bars used for statistical calculations
Standard: 252 = ~1 trading year
Impact: Larger window = more stable stats, longer initialization
Critical: EA won't trade until this many bars are collected
ZScoreEntry (Double: 2.0)
Purpose: Z-score threshold for trade entry signals
Your Setting: 4.4 (extremely high - very selective)
Meaning: Price must be 4.4 standard deviations from mean
Effect: Higher values = fewer but higher-quality trades
Standard: 2.0 = ~2.5% probability, 4.4 = ~0.001% probability
ZScoreExit (Double: 0.5)
Purpose: Z-score threshold for closing mean reversion trades
Logic: Close when price moves back toward mean
Conservative: Higher values hold trades longer
ConfidenceLevel (Double: 0.95)
Purpose: Statistical confidence level (95%)
Usage: Used in VaR and statistical calculations
Standard: 0.95 = 95% confidence
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🔄 Mean Reversion Strategy
MR_Period (Int: 20)
Purpose: Period for calculating moving average baseline
Usage: Bollinger Bands middle line calculation
Effect: Longer periods = smoother, less sensitive signals
MR_Threshold (Double: 2.0)
Purpose: Standard deviation multiplier for Bollinger Bands
Calculation: Bands = MA ± (Threshold × Standard Deviation)
Impact: Higher values = wider bands, fewer signals
MR_UseBollinger (Bool: true)
Purpose: Enable/disable Bollinger Bands calculation
Alternative: Uses simple price deviation without bands
Performance: Your optimization found better results without Bollinger
________________________________________
⚡ Momentum Strategy
MOM_FastPeriod (Int: 12)
Purpose: Fast period for momentum calculation
Standard: Usually 12-21 for fast momentum
MOM_SlowPeriod (Int: 26)
Purpose: Slow period for momentum calculation
Unusual: Your fast > slow suggests contrarian approach
MOM_Threshold (Double: 0.02)
Purpose: Minimum momentum percentage for signal (2%)
Effect: Only trades on strong momentum moves
________________________________________
📊 Volatility Strategy
VOL_Period (Int: 20)
Purpose: Period for volatility calculation
Method: Uses Average True Range (ATR)
VOL_Threshold (Double: 1.5)
Purpose: Volatility multiplier for breakout signals
Logic: Trade when current volatility > average × threshold
VOL_UseGARCH (Bool: false)
Purpose: Enable advanced GARCH volatility modeling
GARCH: More sophisticated but complex volatility calculation
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🤖 Machine Learning
ML_TrainingPeriod (Int: 1000)
Purpose: Number of bars for ML model training
Effect: More data = potentially better predictions, slower adaptation
ML_Features (Int: 10)
Purpose: Number of input features for ML model
Features: Returns, volatility, RSI, momentum, etc.
ML_ConfidenceThreshold (Double: 0.7)
Purpose: Minimum confidence for ML predictions (70%)
Effect: Lower threshold = more ML-based trades
________________________________________
⚠️ Risk Management
VaR_Confidence (Double: 0.05)
Purpose: Value at Risk confidence level (95% = 0.05)
Usage: Calculates potential losses
VaR_Period (Int: 22)
Purpose: Lookback period for VaR calculation
Standard: 22 = 1 trading month
EnableDynamicHedging (Bool: true)
Purpose: Enable automatic hedging mechanisms
Function: May create offsetting positions for risk management
MaxDrawdown (Double: 0.10)
Purpose: Maximum allowed drawdown (10%)
Action: Closes all positions if exceeded


⚖️ Important Disclaimers

LEGAL DISCLAIMER AND RISK WARNING

IMPORTANT: READ BEFORE PURCHASING OR USING THIS EXPERT ADVISOR

RISK DISCLOSURE

TRADING INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS.

  • Past performance does not guarantee future results
  • You could sustain a loss of some or all of your initial investment
  • Trading with leverage amplifies both potential profits and losses
  • Market conditions can change rapidly and unpredictably
  • Technical analysis and algorithmic trading strategies may fail

DISCLAIMER OF LIABILITY

By purchasing and/or using this Expert Advisor (EA), you acknowledge and agree that:

  1. NO GUARANTEE OF PROFITS: This software does not guarantee profits or freedom from losses. All trading involves risk.

  2. BUYER ASSUMES ALL RESPONSIBILITY: You assume full responsibility for all trading decisions and any resulting profits or losses when using this EA.

  3. LIMITATION OF LIABILITY: The seller, developer, and any affiliated parties shall not be held liable for any direct, indirect, incidental, special, or consequential damages arising from the use of this software, including but not limited to:

    • Trading losses
    • Lost profits
    • Data loss
    • System failures
    • Broker-related issues

  4. NO FINANCIAL ADVICE: This EA is a software tool only and does not constitute financial, investment, or trading advice. You should consult with qualified financial advisors before making trading decisions.

  5. USER RESPONSIBILITY: You are responsible for:

    • Understanding how the EA works
    • Setting appropriate risk parameters
    • Monitoring all trades
    • Ensuring compatibility with your broker
    • Compliance with local regulations

SOFTWARE DISCLAIMER

  • This software is provided "AS IS" without warranty of any kind
  • No guarantee that the software will be error-free or uninterrupted
  • Updates and support are provided at the developer's discretion
  • Results may vary between different brokers, account types, and market conditions

REGULATORY COMPLIANCE

  • You are responsible for ensuring compliance with all applicable laws and regulations in your jurisdiction
  • Some jurisdictions may restrict or prohibit the use of automated trading systems
  • Consult local financial authorities if uncertain about regulatory requirements

INTELLECTUAL PROPERTY

This Expert Advisor is protected by copyright and intellectual property laws. Unauthorized distribution, reverse engineering, or resale is strictly prohibited.

ACCEPTANCE OF TERMS

By purchasing this product, you confirm that you:

  • Have read and understood this disclaimer
  • Accept all risks associated with forex trading
  • Agree to hold harmless the seller and developer
  • Will not pursue legal action for trading losses
  • Understand that trading results may vary significantly

CONTACT AND SUPPORT

Support is provided for technical issues related to EA installation and basic functionality only. Trading performance, strategy optimization, and broker-specific issues are not covered under support.

⚠️ WARNING: Only risk capital that you can afford to lose. Never trade with money you cannot afford to lose.

By using this Expert Advisor, you acknowledge that you have read, understood, and agree to be bound by this disclaimer.

This disclaimer is effective as of the date of purchase and supersedes all previous versions.


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Divyesh Pandey
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Vlatko Nikolov
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Maryna Shulzhenko
Description of   Simo : an innovative robot with a unique trading system Simo is a revolutionary trading robot that changes the rules of the game with its unique trading system. Using sentiment analysis and machine learning, Simo takes trading to a new level. This robot can work on any time frame, with any currency pair, and on the server of any broker. Simo uses its own algorithm to make trading decisions. Various approaches to analyzing input data allow the robot to make more informed decis
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Netanel Kahan Abuluf
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Cesar Juan Flores Navarro
Asesor Experto (EA) totalmente automático, opera sin ayuda del usuario, se llama Titan T-REX Robot (TTREX_EA),actualizado a la versión 2, diseñado a base de cálculos matemáticos y experiencia del diseñador plasmado en operaciones complejas que tratan de usar todas las herramientas propias posibles. Funciona con todas las criptomonedas y/o divisas del mercado Forex. No caduca, ni pasa de moda ya que se puede configurar el PERIODO desde M1..15, M30, H1.... Utiliza Scalping de forma moderada busca
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Kunal Ramanbhai Vaghela
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Aliaksandr Salauyou
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Neurolite EA eurusd
Aliaksandr Salauyou
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Thurau Baerbel
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EA Rx Five MT5
Ruslan Pishun
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Ugochukwu Mobi
3.38 (21)
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CAPITARC`s RSAS Expert Advisor for MT5   RSAS MT5   -is a professional expert advisor used by our investment firm it is based on price action and Relative Strength Index (RSI) indicator.  This product is with dynamic overbought and oversold levels that automatically adapts to the ever changing markets, while the standard MT5 RSI maintains levels static levels and do not change. This allows the expert to adapt to the ever-changing market without the need to constantly optimize, just make sure yo
Expert. Automatic and manual trading. Ready-made trading system based on Elliott waves and Fibonacci retracement levels . It is simple and affordable. Display of the marking of Elliott waves (main or alternative option) on the chart. Construction of horizontal levels, support and resistance lines, a channel. Superposition of Fibonacci levels on waves 1, 3, 5, A Alert system (on-screen, E-Mail, Push notifications).    visual panel for opening orders in manual trading. visual panel for setting up
Shadow Legends MT5
Zarui Ogannisian
Shadow Legends MT5 EA.-it's a fully automated expert Advisor designed to trade EURUSD. It is based on machine learning analysis and genetic algorithms.  The Expert Advisor contains a self-adaptive market algorithm that uses price action patterns. The expert Advisor showed stable results for EURUSD in the period 2000-2021.  No dangerous money management techniques, no Martingale, no netting, scalping or hedging.  Suitable for any brokerage conditions.Test only on real accounts.Recommended broker
Golden Lucks
Godbless C Nygu
介绍我们专为在外汇市场上交易 XAUUSD 而设计的 EA。该专家顾问结合了五个指标,主要来自支撑和阻力策略,达到了超过 60% 的令人称赞的准确率。通过500美元启动资金的5年回测的严格测试,结果产生了超过20万美元的利润,展示了其巨大收益的潜力。 主要特征: 包含五个不同的指标,主要基于支撑和阻力策略。 准确率达到60%以上。 严格的风险管理以及有效的止损和止盈机制。 有效的新闻过滤器以优化交易决策。 账户保护功能允许设置最大每日损失和净值参数。 详细的统计数据可供分析,包括入场、交易、点差和保证金。 使用提供的设置灵活地交易其他货币和金属对。 可定制的手数大小、止损和止盈参数。 购买时提供安装手册和设置说明。 根据个别经纪商详细信息、初始存款、账户货币和杠杆进行定制设置。 为了优化您的交易体验,请提供以下详细信息: 经纪商名称 初始保证金 账户币种 杠杆作用 重要提示:-联系开发商,确保您在购买后获得重要的设置文件。 我们致力于提供卓越的支持,并欢迎任何反馈,以提高我们 EA 的准确性和性能。祝您交易成功。
Reactor MT5是用于日内交易的全自动EA交易。它基于许多指标。专家顾问能够获得很高的获胜率。 专家在EURUSD,GBPUSD,USDCAD,AUDUSD和USDJPY M15货币对的整个可用历史时期内进行了测试,并获得了出色的结果。您可以下载演示并自己进行测试。我的测试使用的是实际报价日期,准确度为99.90%,实际价差和附加滑点。 基于EA分析,基本策略始于逆序趋势和跟随趋势的市场订单 最大跌幅将为%0,1-%15%。您可以检查图片上6年的回测结果。 反应堆是如此低风险的专家。系统正在使用不同类型的算法打开订单。 坦率地说,输入太多,但请放心,我会为您提供帮助。 Ea在星期一和星期五不开放任何订单。如果您愿意,可以自己打开它。 了解了输入之后,您可以找到最适合自己的设置。 请不要将ea与假回测ea进行比较。所有结果都是真实的。 在电报上关注我们: https://t.me/joinchat/RXjxgdlM1aRZA3A4 推荐建议 推荐的时间范围是M15- M30-H1-H4。 专家可以继续使用EURUSD,GBPUSD,USDCAD,AUDUSD和USDJPY。 从20
QuantXProTrader EA
Netlux Digital Kft.
QXS PRO TRADER Expert Advisor QuantXProTrader is an Expert Advisor based on Profitable Price Action strategy. It is compatible with our QXS Trend indicator and work automatically by Trend detection on Multiple assets. Each and Everything in this EA is perfect Just you need to set input parameters. Take Profit, Stop loss, Trailing Stop, Trailing Step, Lot Size Adjust it as per your account capital and equity. Recommended TIMEFRAMES are: M15, M30 and H1  Before Installing Expert Advisor on chart
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Price Action Breakout Maven
Lucrative Adventura, LLC
Unlock the Power of Systematic Trend Following The Price Action Breakout Maven EA is a sophisticated automated trading system that captures powerful market trends through proven breakout methodology. Based on Richard Donchian's legendary trend-following strategy, this EA has been optimized for modern markets with advanced risk management and multi-timeframe analysis. Why Choose Our Donchian Channel EA? Proven Strategy: Based on the turtle trading system that made millions Advanced Featur
Level to Level Trading System
Lucrative Adventura, LLC
Welcome to the Level-to-Level Trading System an advanced Expert Advisor that automatically identifies and trades key support and resistance levels. Using sophisticated level detection algorithms and multiple confirmation filters, the EA executes high-probability trades based on level bounces and breakouts. KEY FEATURES Intelligent Level Detection Scans historical price data to identify significant support/resistance levels Confirms level validity through multiple price touches Calculates le
Moving Average Trading System
Lucrative Adventura, LLC
The Moving Average Trading System EA is a sophisticated automated trading solution specifically designed for futures and commodities markets. This Expert Advisor combines proven moving average crossover strategies with advanced risk management and margin control systems to deliver consistent, professional-grade trading performance. Key Features Triple Moving Average System : Fast MA, Slow MA, and Trend Filter for enhanced signal accuracy Advanced Risk Management : Dynamic position sizing with
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