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New EA MathQuant 1.6

ManOneBillion

ManOneBillion

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Saya sedang mengembangkan EA Quant untuk MT5, khususnya XAUUSD. EA ini menggabungkan beberapa perhitungan matematika untuk menentukan kondisi pasar, arah transaksi, entry, SL, TP, dan ukuran lot.

Komponen utama:

Momentum
Mengukur kekuatan dan arah pergerakan harga.

Z-Score
Mendeteksi pullback atau penyimpangan harga dari nilai rata-ratanya.

Linear Regression
Menentukan arah dan kekuatan tren secara objektif.

ATR
Menyesuaikan jarak SL dengan volatilitas pasar.

Risk-Based Lot
Menghitung lot berdasarkan persentase risiko terhadap equity.

Expectancy
Mengevaluasi peluang strategi berdasarkan win rate dan risk-reward. Expectancy sementara tidak dijadikan filter wajib karena dapat menyebabkan entry terlalu jarang jika probabilitasnya belum dikalibrasi dengan sampel yang cukup.

Kondisi pasar:

  • Trend: mencari entry mengikuti tren setelah pullback.
  • Range: mencari mean-reversion dari Z-Score ekstrem.
  • Neutral: tidak melakukan entry sampai kondisi pasar lebih jelas.
Struktur timeframe:

  • H4: mendeteksi regime, momentum, dan arah tren.
  • M15: mendeteksi pullback menggunakan Z-Score.
  • M15: candle recovery sebagai trigger entry.
Syarat BUY:

  • Regime pasar sedang trend.
  • Momentum dan regression H4 mengarah naik.
  • Terjadi Z-Score negatif atau pullback dalam beberapa candle M15 terakhir.
  • Muncul candle bullish sebagai tanda recovery.
  • Spread dan volatilitas masih dalam batas aman.
Syarat SELL:

  • Regime pasar sedang trend.
  • Momentum dan regression H4 mengarah turun.
  • Terjadi Z-Score positif atau pullback dalam beberapa candle M15 terakhir.
  • Muncul candle bearish sebagai tanda recovery.
  • Spread dan volatilitas masih dalam batas aman.
Manajemen risiko:

  • Risiko normal: 0,5% per transaksi.
  • Risiko saat volatilitas tinggi: 0,25%.
  • SL normal: sekitar 1,5 ATR.
  • SL saat volatilitas tinggi: sekitar 1,8 ATR.
  • Target trend: sekitar RR 1:2.
  • Target range: sekitar RR 1:1,3.
  • Maksimum dua transaksi loss per hari.
  • Satu posisi aktif per simbol.
Channel Indicator + EA gratis : t.me/forexbotlab
 

Attachments

Last edited:
ManOneBillion said:
I'm developing EA Quant for MT5, especially XAUUSD. This EA combines several mathematical calculations to determine market conditions, transaction direction, entry, SL, TP, and lot size.

Main components:

Momentum
Measuring the strength and direction of price movements.

Z-Score
Detect pullbacks or price deviations from the average value.

Linear Regression
Determine the direction and strength of trends objectively.

ATR
Adjusting the distance SL to market volatility.

Risk-Based Lot
Calculate lots based on the percentage of risk to equity.

Expectancy
Evaluate strategy opportunities based on win rate and risk-reward. Temporary expectancy is not made a mandatory filter because it can cause entry too rarely if the probability has not been calibrated with enough samples.

Market conditions:

  • Trends: looking for entries following trends after pullbacks.
  • Range: looking for mean-reversion of extreme Z-Score.
  • Neutral: do not enter until market conditions are clearer.
Timeframe structure:

  • H4: detects regime, momentum and trend direction.
  • M15: detect pullbacks using Z-Score.
  • M15: candle recovery as trigger entry.
Buy TERMS:

  • The market regime is trending.
  • Momentum and regression H4 leads up.
  • There has been a negative Z-Score or pullback in the last few M15 candles.
  • A bullish candle appears as a sign of recovery.
  • Spreads and volatility are still within safe limits.
Sell TERMS:

  • The market regime is trending.
  • Momentum and regression H4 leads down.
  • There has been a positive Z-Score or pullback in the last few M15 candles.
  • A bearish candle appears as a sign of recovery.
  • Spreads and volatility are still within safe limits.
Risk management:

  • Normal risk: 0.5% per transaction.
  • Risk when volatility is high: 0.25%.
  • Normal SL: about 1.5 ATR.
  • SL when volatility is high: about 1.8 ATR.
  • Target trend: around RR 1:2.
  • Target range: around RR 1:1.3.
  • Maximum two transaction losses per day.
  • One active position per symbol.
Channel Indicator + EA free: t.me/forexbotlab
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