This repository provides a diverse collection of MetaTrader 5 expert advisors and utility scripts for automated trading. The primary logic focuses on managing pending orders through dynamic distance adjustments, time-scheduled trade execution, and sophisticated trailing stops that operate via price ticks or millisecond
Collection · MT5
QRT Quantitative Strategy Collection
This repository contains a collection of MetaTrader 5 expert advisors designed for a quantitative trading seminar by QRT Solutions.
GitHub stars1
Forks0
Last update11 days ago11 Sep 2026
LicenceMIT
Overview
QRT Quantitative Strategy Collection includes multiple models such as US opening gap momentum, opening range breakouts, and SMA-based gold strategies. Each robot features professional risk management components including the Triple Barrier Method with take profit, stop loss, and time-based exits. The system utilizes Z-score volatility regime filters and a monthly circuit breaker to halt trading after consecutive losses. The code supports fixed lot sizing and automated breakeven adjustments.
- Triple Barrier Method exit logic
- Z-score volatility regime filtering
- Monthly circuit breaker protection
- Multiple institutional strategy models
- Automated breakeven and time exits
Details
Author
felipemillar on GitHub
Type
Collection
Platform
MetaTrader 5 (MQL5)
Strategy
Trend following, Breakout, Indicator crossover, Multi-strategy
Markets
Forex, Gold, Indices
Timeframes
M1-M5, 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.
EA files
- MT5/estrategias/STRAT-20260902-USGAP_MOM-M15-v1.1.mq5
- quant_agentic_swarm/strategies/STRAT-20260902-USGAP_MOM-M15-v1.1.mq5
- MT5/estrategias/STRAT-20260903-GOLD_SMA_SIMPLE-M30-v1.1.mq5
- quant_agentic_swarm/strategies/STRAT-20260903-GOLD_SMA_SIMPLE-M30-v1.1.mq5
- MT5/estrategias/STRAT-20260902-ORB_MOM-M5-v1.1.mq5
- quant_agentic_swarm/strategies/STRAT-20260902-ORB_MOM-M5-v1.1.mq5
- MT5/estrategias/STRAT-20260902-USGAP_MOM-M15-v1.0.mq5
- quant_agentic_swarm/strategies/STRAT-20260902-USGAP_MOM-M15-v1.0.mq5
- MT5/estrategias/STRAT-20260902-ORB_MOM-M5-v1.0.mq5
- quant_agentic_swarm/strategies/STRAT-20260902-ORB_MOM-M5-v1.0.mq5
About 36 expert advisors in this repository. See them all on GitHub.
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.
| Name | Type | Default | Description |
|---|---|---|---|
InpGapThresholdATR | double | 1.0 | Umbral de Gap (k_gap * ATR_D14) |
InpMaxRetracePct | double | 0.5 | Retroceso Maximo Permitido (0.0 a 1.0) en vela confirmacion |
InpSessionStartHour | int | 16 | Hora Servidor Apertura US (16 en GMT+3 / 15 en GMT+2 para 09:30 ET) |
InpSessionStartMin | int | 30 | Minuto Servidor Apertura US (30 para 09:30 ET) |
InpFastAtrPeriod | int | 5 | Periodo ATR Rapido (D1) |
InpSlowAtrPeriod | int | 14 | Periodo ATR Lento (D1) |
InpZScoreWindow | int | 20 | Ventana Z-Score (Dias) |
InpZScoreThreshold | double | 0.67 | Umbral Z-Score Alta Volatilidad (Expansion) |
InpProfitMultiplier | double | 1.25 | B1: Take Profit (* ATR D14 cerrado, calibrado a 1.25x) |
InpStopMultiplier | double | 1.0 | B2: Stop Loss (* ATR M15 intradia) |
InpMaxHoldingBars | int | 26 | B3: Limite Temporal (26 barras M15 = 6.5h RTH) |
InpUseEarlyInvalid | bool | true | Activar Salida por Invalidacion Temprana (Primeros 30 min) |
Show all 20 inputs
| Name | Type | Default | Description |
|---|---|---|---|
InpUseBreakeven | bool | true | Activar Proteccion Breakeven |
InpBreakevenTrigger | double | 0.75 | Ganancia Latente para Disparo (* ATR M15) |
InpBreakevenLockPts | int | 10 | Puntos asegurados sobre precio de entrada |
InpUseCircuitBreaker | bool | true | Activar Circuit Breaker Mensual |
InpMaxConsecLosses | int | 3 | Maximas perdidas consecutivas permitidas en el mes |
InpLotSize | double | 0.10 | Tamano de Lote Fijo |
InpMagicNumber | ulong | 20260903 | Magic Number Unico v1.1 |
InpStrategyID | string | STRAT-20260902-USGAP_MOM-M15-v1.1 | Strategy ID |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone felipemillar/seminario_2-public 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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