Collection · MT5

QRT Quantitative Seminar Collection

by QRT-Solutions

This MetaTrader 5 repository provides a collection of seventeen quantitative trading strategies designed for educational and research purposes.

GitHub stars1
Forks0
Last update8 weeks ago11 Sep 2026
LicenceMIT

Overview

The primary expert advisor implements a US opening gap momentum strategy, utilizing ATR-based gap thresholds and Z-Score volatility regime detection to identify entry points. Risk management features include a triple-barrier exit method comprising price-based targets, stop losses, and time-based holding limits. The system also includes advanced protections such as breakeven triggers, early invalidation rules, and a monthly circuit breaker to limit consecutive losses.

Details

Input Parameters

Read from STRAT-20260902-USGAP_MOM-M15-v1.1.mq5. Defaults are the author's; change them in the EA's Inputs tab.

NameTypeDefaultDescription
InpGapThresholdATRdouble1.0Umbral de Gap (k_gap * ATR_D14)
InpMaxRetracePctdouble0.5Retroceso Maximo Permitido (0.0 a 1.0) en vela confirmacion
InpSessionStartHourint16Hora Servidor Apertura US (16 en GMT+3 / 15 en GMT+2 para 09:30 ET)
InpSessionStartMinint30Minuto Servidor Apertura US (30 para 09:30 ET)
InpFastAtrPeriodint5Periodo ATR Rapido (D1)
InpSlowAtrPeriodint14Periodo ATR Lento (D1)
InpZScoreWindowint20Ventana Z-Score (Dias)
InpZScoreThresholddouble0.67Umbral Z-Score Alta Volatilidad (Expansion)
InpProfitMultiplierdouble1.25B1: Take Profit (* ATR D14 cerrado, calibrado a 1.25x)
InpStopMultiplierdouble1.0B2: Stop Loss (* ATR M15 intradia)
InpMaxHoldingBarsint26B3: Limite Temporal (26 barras M15 = 6.5h RTH)
InpUseEarlyInvalidbooltrueActivar Salida por Invalidacion Temprana (Primeros 30 min)
Show all 20 inputs
NameTypeDefaultDescription
InpUseBreakevenbooltrueActivar Proteccion Breakeven
InpBreakevenTriggerdouble0.75Ganancia Latente para Disparo (* ATR M15)
InpBreakevenLockPtsint10Puntos asegurados sobre precio de entrada
InpUseCircuitBreakerbooltrueActivar Circuit Breaker Mensual
InpMaxConsecLossesint3Maximas perdidas consecutivas permitidas en el mes
InpLotSizedouble0.10Tamano de Lote Fijo
InpMagicNumberulong20260903Magic Number Unico v1.1
InpStrategyIDstringSTRAT-20260902-USGAP_MOM-M15-v1.1Strategy ID

How to Install It

  1. 1Download the sourceUse "Download source (.zip)" above, or clone QRT-Solutions/seminario_2-public 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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