Adaptive Quant DCA
- 专家
- 版本: 1.12
- 激活: 5
Adaptive Quant DCA is an adaptive grid/DCA (Dollar-Cost Averaging) Expert Advisor designed for MetaTrader 5. It executes mean-reversion trades on the M5 timeframe while utilizing higher-timeframe trend filtering, dynamic ATR spacing, and multi-layered emergency risk controls to mitigate common grid drawdown risks. Recommended for the EURUSD M5 Timeframe.
Core Entry & Trend Filtering
- RSI Triggers: Initial positions are triggered when the 7-period M5 RSI reaches oversold (below 30 for Long) or overbought (above 70 for Short) levels.
- Macro Trend Alignment: Trades must align with a configurable higher-timeframe EMA (such as H1, H4, or D1). Longs are only permitted when price sits above the macro EMA, and Shorts when price is below.
- ADX Trend Guard: If the M5 ADX exceeds a predefined threshold (default 25), initial entries are paused to avoid opening counter-trend grids during strong trend breakouts.
Grid Mechanics & Sizing
- Sub-Martingale Progression: Position sizes scale with a mild lot multiplier (default 1.2x) up to a strict maximum leg count (default 5 legs).
- Adaptive ATR Spacing: Grid leg distances expand dynamically based on current market volatility (M5 ATR) multiplied by a expansion factor, preventing tight order clustering during sharp moves.
- Capital Allocation: Supports fixed lot sizing or dynamic balance-proportional auto-lots (e.g., 0.01 lots per $100 balance).
Risk Controls & Safeguards
- Basket Take Profit: Automatically closes all open positions once aggregate floating profit reaches a balance percentage target (default 0.4%).
- Hard Equity Stop Loss: Liquidates the entire basket if total floating drawdown reaches a specified limit (default 5.0%).
- Auto-Reset Timer: After a hard stop-loss event, trading halts for a set cool-down period (default 60 minutes) to prevent immediate re-entry during unfavorable market conditions.
- Volatility Surge Override: Detects real-time ATR spikes against a 20-period average. When a surge occurs, the system dynamically tightens the hard stop-loss percentage (e.g., reducing it to 2.0%) for higher risk protection.
- Tier-1 Calendar Filter: Connects to MT5's native economic calendar API to pause initial entries during high-impact news windows (default 30 minutes before and after USD/EUR high-impact releases).
All inputs can be changed to match the user preference.
Real-Time Telemetry
An on-screen HUD displays system status, active macro filter settings, indicator values, current drawdown, basket progress, and active safeguard triggers.
Backtest results for the first 7 months of 2026 provided in the screenshots
