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.
Read from Gold_HMM_Portfolio_EA.mq5. Defaults are the author's; change them in the EA's Inputs tab.
Name
Type
Default
Description
InpFixedLot
double
0.01
InpMaxSLDollars
double
30.0
InpMinATR
double
0.50
InpRegimeCooldown
int
48
Bars to wait after regime change
InpCloseOnFlip
bool
true
Close positions on bull↔bear flip
InpROCPeriod
int
20
Rate of change period
InpATRAvgPeriod
int
50
ATR average period for vol regime
InpVolExpandMult
double
1.3
Volatility expanding if ATR > avg * this
InpB_GaussPeriod
int
80
InpB_GaussPoles
int
4
InpB_FastEMA
int
21
InpB_SlowEMA
int
50
Show all 34 inputs
Name
Type
Default
Description
InpB_SLMult
double
1.5
InpB_TPMult
double
5.0
InpB_RSIOB
double
80.0
InpB_RSIOS
double
20.0
InpB_Magic
int
889970
InpMF_GaussPeriod
int
80
InpMF_GaussPoles
int
4
InpMF_SLMult
double
2.0
InpMF_TPMult
double
4.0
InpMF_RSIOB
double
80.0
InpMF_RSIOS
double
28.0
InpMF_ADXMin
double
20.0
InpMF_MinBodyATR
double
0.4
InpMF_EMATrend
int
200
InpMF_Magic
int
889971
InpGM_GaussPeriod
int
80
InpGM_GaussPoles
int
4
InpGM_SLMult
double
2.5
InpGM_TPMult
double
5.0
InpGM_RSIOB
double
80.0
InpGM_RSIOS
double
28.0
InpGM_Magic
int
889972
How to install it
1Download the sourceUse "Download source (.zip)" above, or clone Vinu-Kevin-Diesel/AI-Quant-Strategy-Lab from GitHub, and unzip it.
2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
3Copy the filesCopy the .mq5 file into Experts.
4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
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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