Profitable Expert Advisor Repository

A comprehensive collection of algorithmic trading strategies for MetaTrader 5, including production-ready Expert Advisors, machine learning models, and backtesting frameworks.

Table of Contents

• Repository Structure
• Frontline Strategies - Production-ready EAs
• AI & Machine Learning - ONNX models for price prediction
• Back-Pedal Strategies - Alternative implementations
• Backtesting - Python backtesting framework
• Strategy Performance
• Quick Start
• Disclaimer

Repository Structure

profitable-expert-advisor/
├── frontline/           # Production-ready trading strategies
│   ├── MQL5/           # MetaTrader 5 Expert Advisors
│   └── tradingview/    # TradingView Pine Script strategies
├── ai/                 # ONNX machine learning models
├── back-pedal/         # Alternative/experimental strategies
├── backtesting/        # Python backtesting framework
│   ├── MT5/           # MT5 Python backtesting
│   └── own/           # Custom backtesting tools
└── paper/              # Research papers and simulations

Frontline Strategies

Location: frontline/

Production-ready Expert Advisors with comprehensive backtesting and performance reports.

Available Strategies

1. RSI Scalping Strategies

   • RSIScalpingXAUUSD (Gold)
   • RSIScalpingBTCUSD (Bitcoin)
   • RSIScalpingMSFT (Microsoft Stock)
   • RSIScalpingTSLA (Tesla Stock)

2. Advanced Gold Strategies

   • RSICrossOverReversalXAUUSD
   • RSIMidPointHijackXAUUSD (Multi-strategy system)
   • EMASlopeDistanceCocktailXAUUSD
   • DarvasBoxXAUUSD

3. TradingView Strategies

   • SSEEMARSICocktail (Pine Script)

Performance Reports: All strategies include detailed HTML reports and PNG charts showing P&L, drawdown, and trade statistics.

📖 View Full Frontline Documentation

AI & Machine Learning

Location: ai/

Complete framework for training and deploying ONNX machine learning models in MetaTrader 5.

Features

• 🧠 LSTM neural networks for price prediction
• 📊 Technical indicators as features (RSI, EMA, ATR, etc.)
• 🔄 ONNX export for MQL5 integration
• 📈 Real-time prediction in Expert Advisors

Quick Start

cd ai
pip install -r requirements.txt
python train_onnx_model.py --symbol XAUUSD --timeframe H1

📖 View Full AI Documentation

Back-Pedal Strategies

Location: back-pedal/

Alternative implementations and experimental strategies for comparison and testing.

Available Strategies

• RSIScalpingEURUSD
• RSIScalpingXAGUSD (Silver)
• RSIScalpingAPPL (Apple Stock)
• RSIReversalAsianAUDUSD
• RSIReversalAsianEURUSD
• RSIFollowReverseEMACrossOverBTCUSD

📖 View Back-Pedal Documentation

Backtesting

Location: backtesting/

MT5 Python Backtesting

Complete Python framework for backtesting strategies using MetaTrader 5 historical data.

• Base strategy class for easy implementation
• Multiple indicator support (RSI, EMA, SMA, ATR, MACD)
• Performance analysis and visualization
• Example strategies included

📖 View Backtesting Documentation

Strategy Performance

All strategies include comprehensive performance reports with:

• Equity Curves: Account balance over time
• Drawdown Analysis: Maximum drawdown periods
• Trade Statistics: Win rate, profit factor, average win/loss
• Monthly Performance: Month-by-month returns
• P&L Charts: Visual profit and loss distribution

Performance Reports Location

• Frontline Strategies: frontline/MQL5/[StrategyName]/report.png and report.html
• Back-Pedal Strategies: back-pedal/[StrategyName]/test-balance.png

Quick Start

1. Choose Your Strategy

• For Production: Use strategies from frontline/MQL5/
• For Experimentation: Try back-pedal/ strategies
• For ML Trading: Explore ai/ ONNX models

2. Install and Deploy

1. Copy EA file to MT5 MQL5/Experts/ directory
2. Compile in MetaEditor (F7)
3. Review backtest reports (report.html and report.png)
4. Test on demo account
5. Deploy with appropriate risk management

3. Monitor Performance

• Review HTML reports for detailed statistics
• Check PNG charts for visual performance
• Monitor live trading metrics
• Adjust parameters as needed

Legacy EA Documentation

The following sections document individual EAs from the original collection:

1. RSI Reversal Asian AUD/USD

• Strategy: RSI-based reversal trading during Asian session
• Key Features:
  • Uses RSI (Relative Strength Index) for entry and exit signals
  • Specifically optimized for AUD/USD pair during Asian session (00:00-08:00 UTC)
  • Implements strict risk management with configurable stop loss and take profit
  • Includes spread monitoring to avoid trading during high spread conditions
  • Features a visual panel showing real-time trading metrics

Core Parameters:

// RSI Settings
RSIPeriod = 28;          // RSI period
OverboughtLevel = 64;    // Overbought level
OversoldLevel = 13;      // Oversold level

// Risk Management
TakeProfitPips = 175;    // Take profit in pips
StopLossPips = 5;        // Stop loss in pips
MaxLotSize = 0.1;        // Maximum lot size
MaxSpread = 1000;        // Maximum allowed spread in pips
MaxDuration = 140;       // Maximum trade duration in hours

Performance Report:

2. RSI MidPoint Hijack XAU/USD

• Strategy: Multi-strategy approach combining RSI and EMA crossovers
• Key Features:
  • Implements three distinct strategies:
    1. RSI Follow Strategy
    2. RSI Reverse Strategy
    3. EMA Cross Strategy
  • Optimized for Gold (XAU/USD) trading
  • Includes strategy locking mechanism to protect profits
  • Features cooldown periods after losses
  • Time-based trading windows for each strategy

Core Parameters:

// RSI Follow Strategy
InpRSIPeriod = 87;              // RSI Period
InpRSIOverbought = 72;          // RSI Overbought Level
InpRSIOversold = 50;            // RSI Oversold Level

// RSI Reverse Strategy
InpRSIReversePeriod = 59;       // RSI Period
InpRSIReverseOverbought = 51;   // RSI Overbought Level
InpRSIReverseOversold = 49;     // RSI Oversold Level

// Strategy Management
InpEnableStrategyLock = false;   // Enable Strategy Lock
InpLockProfitThreshold = 0.0;   // Lock Profit Threshold (pips)

Performance Report:

3. RSI Reversal Asian EUR/USD

• Strategy: Similar to AUD/USD version but optimized for EUR/USD
• Key Features:
  • RSI-based reversal strategy during Asian session
  • Customized parameters for EUR/USD pair
  • Risk management features
  • Session-based trading

Core Parameters:

// RSI Settings
RSIPeriod = 14;          // RSI period
OverboughtLevel = 78;    // Overbought level
OversoldLevel = 20;      // Oversold level

// Risk Management
TakeProfitPips = 635;    // Take profit in pips
StopLossPips = 290;      // Stop loss in pips
MaxLotSize = 0.1;        // Maximum lot size
MaxDuration = 22;        // Maximum trade duration in hours
RSIExitLevel = 57;       // RSI level to exit

Performance Report:

4. RSI CrossOver Reversal XAU/USD

• Strategy: RSI crossover strategy for Gold trading
• Key Features:
  • Uses RSI crossovers for entry and exit signals
  • Optimized for Gold market conditions
  • Includes multiple timeframe analysis
  • Risk management features

Core Parameters:

// RSI Settings
rsiPeriod = 19;           // RSI period
overboughtLevel = 93;     // Overbought level
oversoldLevel = 22;       // Oversold level

// EMA Settings
emaPeriod = 140;          // EMA period
emaSlopeThreshold = 105;  // EMA slope threshold
emaDistanceThreshold = 165; // EMA distance threshold

// Risk Management
TrailingStop = 295;       // Trailing stop in pips

Performance Report:

5. RSI Follow Reverse EMA CrossOver BTC/USD

• Strategy: Multi-strategy approach combining RSI Follow, RSI Reverse, and EMA crossovers
• Key Features:
  • Implements three distinct strategies:
    1. RSI Follow Strategy
    2. RSI Reverse Strategy
    3. EMA Cross Strategy
  • Optimized for Bitcoin (BTC/USD) trading
  • Includes strategy locking mechanism to protect profits
  • Features cooldown periods after losses
  • Time-based trading windows for each strategy
  • Adaptive position sizing based on volatility

Core Parameters:

// RSI Follow Strategy
InpRSIPeriod = 14;              // RSI Period
InpRSIOverbought = 70;          // RSI Overbought Level
InpRSIOversold = 30;            // RSI Oversold Level

// RSI Reverse Strategy
InpRSIReversePeriod = 14;       // RSI Period
InpRSIReverseOverbought = 80;   // RSI Overbought Level
InpRSIReverseOversold = 20;     // RSI Oversold Level

// EMA Settings
InpEMAPeriod = 200;             // EMA Period
InpEMASlopeThreshold = 0.1;     // EMA Slope Threshold
InpEMADistanceThreshold = 100;  // EMA Distance Threshold

// Strategy Management
InpEnableStrategyLock = true;    // Enable Strategy Lock
InpLockProfitThreshold = 1000;  // Lock Profit Threshold (pips)
InpCooldownPeriod = 24;         // Cooldown Period in hours

Performance Report:

6. DarvasBoxXAUUSD

• Strategy: Darvas Box breakout strategy for Gold trading
• Key Features:
  • Implements the classic Darvas Box theory for trend identification
  • Specifically optimized for Gold (XAU/USD) trading
  • Features dynamic box size adjustment based on volatility
  • Includes multiple timeframe analysis
  • Implements strict risk management with configurable stop loss and take profit
  • Features a visual panel showing real-time box levels and trading metrics

Core Parameters:

// Box Settings
BoxPeriod = 20;          // Box formation period
MinBoxSize = 50;         // Minimum box size in pips
MaxBoxSize = 200;        // Maximum box size in pips
VolatilityFactor = 1.5;  // Volatility adjustment factor

// Risk Management
TakeProfitPips = 300;    // Take profit in pips
StopLossPips = 150;      // Stop loss in pips
MaxLotSize = 0.1;        // Maximum lot size
MaxSpread = 1000;        // Maximum allowed spread in pips
MaxDuration = 48;        // Maximum trade duration in hours

// Timeframe Settings
PrimaryTF = PERIOD_H1;   // Primary timeframe
SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation

Performance Report:

7. EMASlopeDistanceCocktailXAUUSD

• Strategy: Advanced EMA-based strategy combining slope and distance analysis
• Key Features:
  • Uses EMA slope and price distance for entry signals
  • Implements a sophisticated scoring system
  • Dynamic stop loss and take profit based on ATR
  • Trailing stop functionality
  • Cooldown periods to prevent over-trading
  • Maximum drawdown protection
  • Time-based position management

Core Parameters:

// EMA Settings
emaPeriod = 64;              // EMA period
emaTimeFrame = PERIOD_H1;    // EMA Timeframe
slopeThreshold = 82;         // EMA slope threshold
distanceThreshold = 17.5;    // Distance threshold

// Risk Management
atrMultiplier = 7.6;        // ATR multiplier for SL/TP
TrailingStop = 335;         // Trailing stop in points
max_drawdown = 0.1;         // Maximum drawdown percentage
minimumLotSize = 0.03;      // Minimum lot size
maxTimeInPosition = 2;      // Maximum time in position (hours)

// Strategy Control
scoreThreshold = 5200;      // Score threshold for trade entry
maxScore = 7900;            // Maximum score value
cooldownMinutes = 18;       // Cooldown period
tradeCooldownMinutes = 19;  // Trade debounce period

Performance Metrics:

• Yearly return: 28%
• Profit Factor: 1.222
• Recovery Factor: 7.17
• Expected Payoff: 1.3
• Sharpe Ratio: 4.11
• Maximum Drawdown: 14.00%
• Win Rate: 64.65%
• Total Trades: 2863

Performance Report:

Strategy Rationale

RSI Reversal Strategy

The RSI Reversal strategy is based on the principle that markets tend to revert to their mean after reaching extreme conditions. The strategy:

• Enters trades when RSI reaches overbought/oversold levels
• Uses Asian session timing to capitalize on specific market conditions
• Implements strict risk management to protect capital
• Takes advantage of mean reversion tendencies in currency pairs

RSI MidPoint Hijack Strategy

This advanced strategy combines multiple approaches:

• RSI Follow: Capitalizes on strong trends
• RSI Reverse: Takes advantage of market reversals
• EMA Cross: Provides additional confirmation signals
• Strategy locking: Protects profits during favorable conditions
• Cooldown periods: Prevents over-trading after losses

RSI CrossOver Reversal Strategy

This strategy focuses on RSI crossover signals:

• Uses RSI crossovers as primary entry signals
• Combines with EMA for trend confirmation
• Implements multiple timeframe analysis
• Optimized for Gold market volatility
• Features dynamic stop loss and take profit levels

Darvas Box Strategy

The Darvas Box strategy is based on Nicolas Darvas' box theory:

• Identifies consolidation periods as "boxes"
• Trades breakouts from these boxes
• Uses dynamic box sizing based on volatility
• Implements multiple timeframe confirmation
• Features strict risk management rules

EMA Slope Distance Cocktail Strategy

This sophisticated strategy combines multiple technical elements:

• EMA Slope Analysis:
  • Monitors the rate of change in EMA
  • Uses slope thresholds for trend confirmation
  • Implements slope-based scoring system
• Distance Analysis:
  • Measures price distance from EMA
  • Uses distance thresholds for entry signals
  • Implements mean reversion principles
• Advanced Risk Management:
  • Dynamic ATR-based stop losses
  • Trailing stop functionality
  • Maximum drawdown protection
  • Time-based position management
• Scoring System:
  • Combines multiple factors into a single score
  • Uses thresholds for trade entry/exit
  • Implements cooldown periods
  • Features maximum score clamping

Profitability Factors

These EAs are designed to be profitable in the long run due to:

1. Risk Management

   • Strict stop loss implementation
   • Take profit targets
   • Spread monitoring
   • Position sizing control

2. Market Timing

   • Session-based trading
   • Time-specific entry and exit rules
   • Avoidance of high volatility periods

3. Strategy Diversification

   • Multiple entry and exit conditions
   • Different timeframes
   • Various technical indicators

4. Adaptive Features

   • Strategy locking during profitable periods
   • Cooldown periods after losses
   • Spread-based trade filtering

Usage

For Production Trading

1. Review Performance Reports: Check report.html and report.png in each strategy folder
2. Test on Demo: Always test on demo account first
3. Configure Parameters: Adjust based on your risk tolerance
4. Deploy: Copy EA to MT5 and attach to chart
5. Monitor: Regularly review performance and adjust as needed

Parameter Configuration

Each EA comes with configurable parameters that can be adjusted based on:

• Market conditions
• Risk tolerance
• Trading style
• Account size

Please refer to:

• Individual EA files for parameter descriptions
• frontline/README.md for production strategies
• back-pedal/README.md for alternative implementations
• ai/README.md for machine learning models

Disclaimer

Trading involves substantial risk of loss. These EAs are provided for educational purposes only. Always test thoroughly on a demo account before using with real money. Past performance does not guarantee future results.