Quant Systems Trader
- 专家
- 版本: 1.50
- 激活: 5
Quant Systems Trader — Precision TDI Scalper
Fully automated TDI-based scalping engine with smart basket management, built-in risk control and a live on-chart dashboard.
📈 Overview
Quant Systems Trader is a fully automated Expert Advisor for MetaTrader 5, built around the Traders Dynamic Index (TDI) —
one of the most popular momentum oscillators among discretionary scalpers — and turns its signals into a disciplined, fully mechanical intraday strategy
Instead of chasing breakouts, it does what scalpers actually do: it waits for short-term momentum to stretch into an extreme zone, then trades the snap-back with a fast signal engine. Every position belongs to a managed basket that is closed together once the basket profit target is reached — so one trade never makes or breaks the account.
🧠 How It Works
- Signal engine — the EA continuously calculates the TDI (default: RSI period 13, fast "green" line 2, slow "red" line 7).
- Zone detection — buy interest is generated when momentum drops into the oversold zone (Buy Level 32 by default); sell interest when it rises into the overbought zone (Sell Level 68).
- Entry timing — entries are timed with the green/red market-line cross so the EA trades the turn, not the spike.
- Basket management — open positions are tracked as one basket (TargetBasketProfit) and closed together when the combined target is hit.
- Risk control — position size is driven by RiskPercentOfAccount (or a fixed LotSize), and every trade is tagged with its own MagicNumber and comment so the EA never touches foreign orders.
- Spread protection — the dashboard monitors live spread and alerts when it exceeds Dash_SpreadAlertPoints.
The TDI is computed internally — no external indicators or template files needed. Drop it on one EURUSD M5 chart or any other Major Currency Pair and it runs.
✨ Key Features
- ✅ 100% automated — trades, manages and closes positions without intervention
- 📊 Live on-chart dashboard — account, basket and spread status at a glance (animations optional)
- 🧺 Smart basket take-profit — positions close as a basket at the configured target
- 🛡️ Percent-of-account risk sizing — or fixed lots, your choice
- 📡 Spread alert system — warns you when execution conditions deteriorate
- 🏷️ Magic number + trade comment — safe alongside other EAs and manual trading
- ⚡ Lightweight — one chart, minimal CPU, VPS-friendly
- 🔧 Every key parameter exposed — tune the TDI, levels, risk and targets to your taste
⚙️ Input Parameters
| Parameter | Default | Description |
|---|---|---|
| MagicNumber | 123456 | Unique order identifier — isolate this EA from other trades |
| TradeComment | TDI Scalper | Comment attached to every order |
| TDI_RSI_Period | 13 | RSI period of the TDI core |
| TDI_RSI_Price | 1 | Applied price for the RSI calculation |
| TDI_Green_Period | 2 | Fast (green) signal line period |
| TDI_Red_Period | 7 | Slow (red) market line period |
| TDI_Buy_Level | 32.0 | Oversold zone boundary for buy signals |
| TDI_Sell_Level | 68.0 | Overbought zone boundary for sell signals |
| RiskPercentOfAccount | 50.0 | Risk per basket in % of account (set 0 to use fixed lots) |
| TargetBasketProfit | 2.0 | Basket profit target — all basket positions close when reached |
| LotSize | 0.1 | Fixed lot size (used when percentage risk is disabled) |
| Dash_EnableAnimations | true | Dashboard visual animations on/off |
| Dash_SpreadAlertPoints | 20 | Spread threshold (points) that triggers a dashboard alert |
📊 Developer Backtest Summary
| Metric | Result |
|---|---|
| Symbol / Timeframe | EURUSD · M5 |
| Test period | 2026.01.01 – 2026.09.19 |
| History quality | 100% (real ticks — 9,814,214 ticks, 52,778 bars) |
| Total trades | 494 |
| Win rate | 84.21% (416 wins / 78 losses) |
| Profit factor | 2.67 |
| Expected payoff | 1.68 pips/trade |
| Sharpe ratio | 8.48 |
| Recovery factor | 3.27 |
| Max equity drawdown | 2.52% (253.60) |
| Max balance drawdown | 0.66% (70.60) |
| Long / Short win rate | 82.69% / 85.90% |
| Max consecutive losses | 3 |
Tested on 1:500 leverage, initial deposit 10 000, profit measured in pips.
Backtest results are hypothetical and do not guarantee future performance.
🚀 Recommended Setup
| Setting | Recommendation |
|---|---|
| Symbols | All major pairs (primary; EUR?USD test other majors on demo first) |
| Timeframe | M5 and above |
| Broker | Low-spread ECN/Raw account, fast execution |
| Leverage | 1:500 tested; 1:100+ acceptable and others |
| Minimum deposit | $10 to $10 000 in backtest with 0.1 lots — scale lots/risk to your balance |
| VPS | Strongly recommended for 24/5 low-latency execution |
| Charts | The magic number keeps instances independent |
