Collection · MT5

AI Quant Strategy Lab

by Vinu-Kevin-Diesel

This MetaTrader 5 framework provides a suite of expert advisors optimized for Gold trading using advanced signal processing.

GitHub stars1
Forks0
Last update5 months ago9 Apr 2026
LicenceMIT

Overview

AI Quant Strategy Lab employs a Hidden Markov Model to classify the market into five regimes, filtering entries based on current volatility and trend strength. The logic utilizes Gaussian IIR filters for lag-reduced signal generation. The system manages a portfolio of sub-strategies including trend-following and pullback entries, protected by fixed dollar stop losses, ATR-based volatility filters, and automated kill switches for loss streaks. It exits trades on regime shifts or hit targets, using fixed lot sizing for risk management.

Details

Author

Vinu-Kevin-Diesel on GitHub

Type

Collection

Platform

MetaTrader 5 (MQL5)

Strategy

Trend following, Mean reversion, AI / machine learning, Multi-strategy

Markets

Gold

Timeframes

M15-H1, H4 and above

Risk profile

No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.

Input parameters

Read from Gold_HMM_Portfolio_EA.mq5. Defaults are the author's; change them in the EA's Inputs tab.

NameTypeDefaultDescription
InpFixedLotdouble0.01
InpMaxSLDollarsdouble30.0
InpMinATRdouble0.50
InpRegimeCooldownint48Bars to wait after regime change
InpCloseOnFlipbooltrueClose positions on bull↔bear flip
InpROCPeriodint20Rate of change period
InpATRAvgPeriodint50ATR average period for vol regime
InpVolExpandMultdouble1.3Volatility expanding if ATR > avg * this
InpB_GaussPeriodint80
InpB_GaussPolesint4
InpB_FastEMAint21
InpB_SlowEMAint50
Show all 34 inputs
NameTypeDefaultDescription
InpB_SLMultdouble1.5
InpB_TPMultdouble5.0
InpB_RSIOBdouble80.0
InpB_RSIOSdouble20.0
InpB_Magicint889970
InpMF_GaussPeriodint80
InpMF_GaussPolesint4
InpMF_SLMultdouble2.0
InpMF_TPMultdouble4.0
InpMF_RSIOBdouble80.0
InpMF_RSIOSdouble28.0
InpMF_ADXMindouble20.0
InpMF_MinBodyATRdouble0.4
InpMF_EMATrendint200
InpMF_Magicint889971
InpGM_GaussPeriodint80
InpGM_GaussPolesint4
InpGM_SLMultdouble2.5
InpGM_TPMultdouble5.0
InpGM_RSIOBdouble80.0
InpGM_RSIOSdouble28.0
InpGM_Magicint889972

How to install it

  1. 1Download the sourceUse "Download source (.zip)" above, or clone Vinu-Kevin-Diesel/AI-Quant-Strategy-Lab from GitHub, and unzip it.
  2. 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
  3. 3Copy the filesCopy the .mq5 file into Experts.
  4. 4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
  5. 5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.
Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.

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