EA Scalper XAUUSD is an automated trading research project for MetaTrader 5 focused on gold. It employs a multifaceted entry strategy using Smart Money Concepts like order blocks and liquidity sweeps, alongside moving average crossovers and Fibonacci zones. The EA includes a self-learning module designed to adapt to di
Trading robot ยท MT5
Sliding Window MT5
This MetaTrader 5 expert advisor identifies scalping opportunities by analyzing candle data within a sliding window.
GitHub stars1
Forks0
Last update8 months ago5 Jan 2026
LicenceMIT
Overview
Sliding Window MT5 utilizes dynamic delta thresholds calculated through rolling means and Median Absolute Deviation (MAD) for both tick and volume data. Users can configure specific multipliers and minimum absolute thresholds for signal filtering. The EA includes an extensive time management system allowing for specific daily and hourly trading permissions. As a work in progress, it focuses on entry signal analysis based on volatility and volume fluctuations.
- Rolling Mean and MAD threshold analysis
- Dynamic tick and volume delta filters
- Granular hourly and daily trading schedules
- Visual on-chart threshold windows
Details
Author
dhruuvsharma on GitHub
Type
Trading robot
Platform
MetaTrader 5 (MQL5)
Strategy
Scalping
Markets
Any symbol
Timeframes
M1-M5
Risk profile
- Trades without a fixed stop loss
EA files
Input parameters
Read from SlidingWindow.mq5. Defaults are the author's; change them in the EA's Inputs tab.
| Name | Type | Default | Description |
|---|---|---|---|
WindowSize | int | 20 | Number of candles for trading window |
TextSize | int | 8 | Text size for display |
EnableTrading | bool | true | Enable automated trading |
EnableTickDynamicThresholds | bool | true | Enable dynamic tick thresholds |
TickAnalysisWindowSize | int | 100 | Sliding window for tick threshold analysis |
TickThresholdMultiplier | double | 2.5 | MAD multiplier for tick thresholds |
TickMinThresholdMultiplier | double | 0.3 | Minimum tick threshold multiplier |
TickMaxThresholdMultiplier | double | 3.0 | Maximum tick threshold multiplier |
TickMinAbsoluteThreshold | double | 100 | Minimum absolute tick threshold value |
EnableVolumeDynamicThresholds | bool | true | Enable dynamic volume thresholds |
VolumeAnalysisWindowSize | int | 100 | Sliding window for volume threshold analysis |
VolumeThresholdMultiplier | double | 2.5 | MAD multiplier for volume thresholds |
Show all 40 inputs
| Name | Type | Default | Description |
|---|---|---|---|
VolumeMinThresholdMultiplier | double | 0.3 | Minimum volume threshold multiplier |
VolumeMaxThresholdMultiplier | double | 3.0 | Maximum volume threshold multiplier |
VolumeMinAbsoluteThreshold | double | 80 | Minimum absolute volume threshold value |
ShowThresholdWindows | bool | true | Show tick and volume analysis windows |
TickWindowColor | color | clrBlue | Color for tick analysis window |
VolumeWindowColor | color | clrSkyBlue | Color for volume analysis window |
ThresholdWindowWidth | int | 1 | Width of threshold window borders |
EnableTimeFilter | bool | true | Enable trading time filters |
SundayTrading | bool | false | Allow trading on Sunday |
MondayTrading | bool | true | Allow trading on Monday |
TuesdayTrading | bool | true | Allow trading on Tuesday |
WednesdayTrading | bool | true | Allow trading on Wednesday |
ThursdayTrading | bool | true | Allow trading on Thursday |
FridayTrading | bool | true | Allow trading on Friday |
SaturdayTrading | bool | false | Allow trading on Saturday |
Hour00 | bool | false | 00:00 - 01:00 |
Hour01 | bool | false | 01:00 - 02:00 |
Hour02 | bool | false | 02:00 - 03:00 |
Hour03 | bool | false | 03:00 - 04:00 |
Hour04 | bool | false | 04:00 - 05:00 |
Hour05 | bool | false | 05:00 - 06:00 |
Hour06 | bool | false | 06:00 - 07:00 |
Hour07 | bool | true | 07:00 - 08:00 |
Hour08 | bool | true | 08:00 - 09:00 |
Hour09 | bool | true | 09:00 - 10:00 |
Hour10 | bool | true | 10:00 - 11:00 |
Hour11 | bool | true | 11:00 - 12:00 |
Hour12 | bool | true | 12:00 - 13:00 |
How to install it
- 1Download the sourceUse "Download source (.zip)" above, or clone dhruuvsharma/slidingwindow_mt5 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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