🚫 the super ea banned from mql5

Is There Such Thing as the Perfect EA?

I've asked myself this question for a long time...
Experts and academics alike always respond the same way:
“It's impossible.”

They claim that anything related to this subject is a joke — after all, not even Harvard PhDs have managed to create such a thing.
But what would become of the nonconformists if impossibility did not exist?
Without it, we wouldn't dare to walk the obscure path of the unknown — a path too intimidating for most of those formed in the world’s top institutions.
They lack the courage to question the very foundation of what they were taught.

A Question That Never Left Me:
“Does an EA really need to be extremely complex — accounting for multiple economic factors and even unpredictable political or institutional decisions — to be effective?”

Maybe not.
Maybe a well-structured mathematical formula is all it takes.

What if we could strip away all that unnecessary complexity, and focus only on mathematics to determine when to enter and exit trades?
While others suffer from fear, taxes, volatility, emotional pressure, and margin calls...
We remain grounded in the mathematical logic of our system.

From Theory to Test:
This was all just an idea in my head at first.
I had the calculations.
I had the logic.
But MetaTrader 4 had its limitations.
I couldn’t fully test the outcome due to the lack of flexibility in built-in variables.
We always need to add some conditions — like Take Profit, distance between orders, etc.

Then came the idea:
The Structure of the Cycle:
Open an initial order of 0.02 lots in any direction
Place two opposite pending orders of 0.01 lots at predefined risk distances
These pending orders act as price stabilizers, locking in losses within an acceptable range
When price reaches a significant distance again — a new cycle is launched
And the goal?
To mathematically imbalance the system in favor of a global take profit —
...at which point, all orders are closed together in profit.

No Indicators. No Patterns. Just Math.
Forget signals. Forget candlestick formations. Forget overbought or oversold zones.

The chart itself becomes irrelevant.
Because this strategy is based purely on MATH —
The same force that won Nobel Prizes for past scientists.
They changed the world through numbers.

Call Me Crazy? Maybe. But So Was Einstein.
Yes, many who read this might say:
“This is madness. It can’t work.”
But guess what?
Einstein was also called mad — until his theories proved to be more accurate than anyone imagined.
His ideas still shock scientists even today.

The Results So Far:
In my initial 30-day test,
This simple mathematical logic returned over 200% profit.
Without indicators.
Without complex algorithms.
Just structured logic.
Just mathematics.

Final Thought:
“While others search for meaning in the noise of the market, I trust in the silence of numbers.”

good job you rediscovered averaging

Since the beginning of this project, I’ve observed that at certain times, the lack of proper order control can lead to simultaneous orders being triggered.
This is indeed a logical error, as the mathematical formula multiplies with each new order.
This means the calculation must be restructured to handle not just a single order cycle, but multiple cycles.
Interestingly, what first appeared to be a coding flaw led to a new discovery.
Just like many great breakthroughs in history, an error sparked innovation.
This has deepened my understanding that the development process itself is essential — it drives us to experiment, learn, and create value through unexpected discoveries.

After fixing the issue with order repetition, I noticed the EA operates much more cleanly and efficiently, with improved order execution quality.
So, my strategy now is to start using the “clean” EA version to accumulate balance safely, and once solid ground is established, unleash the "pip-devouring beast" — a powerful version that generates an unprecedented capital curve in our favor.



As shown in the image, I’m already on version 4 of the EA, and each version has brought enhancements and features, which can be used optionally.
The first version was rejected by MQL5, deemed "unrealistic" and "fanatical" by their standards.
When I contacted a moderator, he suggested changes, including removing the balance-equalizing cycle — but that’s exactly what makes the system secure.

So I made a counterproposal and submitted versions 2 and 3 for review.
Their response? They called me crazy for thinking such a thing could be approved — yet they asked for the source code to “analyze it better.”
If it’s supposedly not suitable for public users… why would market leaders want the code?
Could this be social engineering to gain access to something they claim “doesn’t work” but secretly want to inspect?
I continue my “insane experiments” — in their words — and the results are nothing short of extraordinary.
Version 4 now includes the MTG (Martingale) option.

Although many consider Martingale a trap, I demonstrate that, when used correctly, it is just as safe as not using it — if financial management is properly applied.
Remember, our EA is a mathematical instrument — it self-adjusts for both safety and profitability, ensuring only secure actions are taken.
I believe I’m on the right path.
And yes, current clients already using my other well-rated EA will receive this new EA completely free of charge — I just need to make sure all risks are fully eliminated.
The EA is currently being tested on a live account, and the results will be made public once testing is complete.

The image shows the test results over the last 6 months:
Backtest Details

1. Modeling Quality: 99%
2. Data Source: Dukascopy via Tickstory
3. Test Duration: 44 hours to complete
4. Initial Balance: $1,000
5. Final Balance: $12,996.68
6. Absolute Drawdown: $621 over a 6-month period

These results reinforce the robustness and long-term potential of the EA under real historical market conditions, using high-precision data.
Even with a moderate drawdown, the capital curve shows exponential growth, validating the strategy's consistency and resilience.

Weekend Report – July 4th to July 6th, 2025
During this weekend, I conducted temporal backtests for each month individually over the last 10 years.

120 MONTHS OF TESTING
Configured for Standard & Cent Accounts
Lowest Monthly Profit: +28%
Highest Monthly Profit: +87%

Result:
Throughout all tests over the past decade, there were no account losses or account blowups.
As a final step, I downloaded complete operational data for deep optimization testing using algorithmic processing and data analysis, which is still ongoing. The goal is to create refinements that may deliver even better results, if possible.

A Safe & Reliable EA
Perfect for those who want to build a sustainable growth history with confidence.

From these experiments, a specialized PROP FIRM version was also developed.
Due to the high number of messages I received from people seeking an EA suitable for this type of account, and considering the extensive testing we’ve been conducting across multiple custom versions, we decided to tailor one specifically for Prop Firm accounts.
We took into account tests conducted on FTMO, respecting their EA usage rules.

However, depending on your case or the firm you trade with, adjustments can be made.
This version was carefully built to always run the same logic based on mathematical principles, but in a way that ensures no firm can detect it as a copy used by other traders.

Users are advised to modify comments or adapt order flow if needed.
Thanks to:

1. Execution latency
2. Connected network
3. Account size
4. Unique order IDs for each trade

…it becomes virtually impossible for firms to identify matching behavior or IDs across users, thereby avoiding any risk of violating Prop Firm rules.

To follow updates on this topic and the ongoing tests, visit the link below:
PROP FIRM VERSION.ex4

insane click baiting good luck

I'm unsure what's causing this sudden level jump in the US100 asset during testing.
Different versions of Tickstory with Dukascopy data show the same spike.

It may be necessary to consult someone with experience trading NASDAQ to understand why these "super candles" occur without any linked news or event at those moments.

The goal is to assess whether this poses any real risk.
Although the backtests indicate that the equity curve rises quickly, I need to understand whether this could eventually result in a capital curve correction.

A more accurate test is currently running and is expected to take around 40 hours to complete.
Until this high-precision version is finalized, we can only speculate — but by the end, we may uncover the reason behind this anomaly.

Initial test data shows that the US100 asset does not allow order execution at the exact moment it's triggered, likely due to the high volume of traders.

This means our order is placed in a queue, waiting to be executed — and when it finally is, it's often at the end of the candle or only once the intense order flow calms down.

It may sound strange, but this opens up new ideas:
Since this behavior repeats consistently, why not code the EA to intentionally execute only during these moments, given that they tend to produce strong, positive balance spikes?


It may actually be a promising opportunity, even with the current version of the EA.

I quickly coded a simple EA with only basic functions to test my theory based on this speculation.
The result showed a much more asymmetric equity curve, confirming that I was right regarding the level jumps related to the order queue on NASDAQ.
Initially, if the behavior wasn’t confirmed, I would have blamed broker slippage.

However, the EA already includes a slippage filter that blocks all orders whenever slippage is detected — since I don’t want to execute trades unless they occur exactly at the correct level.

But in this case, when there’s a queue of active orders, trades may be executed at the end of the candle — not due to slippage, but because of liquidity constraints driven by supply and demand.

Therefore, in the original EA, I can strategically exploit this condition to achieve higher returns, by leveraging this structural behavior in the market.

95.12% WINNER

Here is a clear example of what I’m referring to:
The order should have been executed at the end of the previous candle — in this case, at the close of the NASDAQ session.
However, due to the high accumulation of orders at the session’s end, the trade was only executed once the new session opened.
This resulted in the order being triggered during a "super candle", where a massive flow of traders rapidly pushed the price upward — causing a sudden jump in the equity curve.
This reinforces the theory that order queuing near session closes can lead to high-profit entries if properly anticipated and exploited.

In crypto, execution performs well, although there are still some noise factors I'd like to refine.
I've added this to the queue for optimized testing under other data-analyzing algorithms,
so I can return to it later with deeper insights and improve it further.

Download Your Test Version

Attached File(s)

EQUITY_8_1_TEST_VERSION.ex4   18 KB | 238 downloads

Due to the extensive flow of development and the limited time to respond to everyone contacting me via Telegram, I'm making a test version available. This is intended for users who want to study and, like me, are on a scientific path to develop reliable and secure trading tools.

By providing this test version, I hope to receive feedback from users willing to collaborate and share useful insights to improve the project.
If the EA is useful to you but you'd like some modifications, this version is a starting point for requesting what you need so we can adapt it accordingly.
With the attached version, you can run Backtests and analyze performance.

Recommended Settings:

1. Default Symbol: EUR/USD
2. Recommended Account Type:
   1. Standard with $1000 balance, or
   2. Cent Account with $10 balance

   
   
   

For other assets, you'll need to adjust the settings due to different decimal digits used by various brokers.
Stay updated with the latest version of the algorithm by joining my best friends group on Telegram:
Click here to join

Contact me anytime on Telegram:
@smartdesig3r

We continue to conduct intensive testing on various deep analysis systems, always aiming to understand every market moment. This allows us to identify whether something crucial to trader safety is being overlooked when using the algorithm.
Now at version 8.1, the provided file clearly illustrates the path toward safe balance accumulation.
Two operating modes have been combined:

1. For those seeking higher profitability by accepting greater risk — yet still within a safety margin that ensures account protection.
2. And for PROP FIRM traders, who must respect strict daily and monthly drawdown limits. This mode can amplify financial returns while reducing drawdown, which is the ultimate goal for every trader in this environment.

We continue to dedicate many hours daily in our development lab, now totaling over 369 hours of work from version 1 up to the current one — which has been deemed the most stable version for use to date.

Something curious crossed my mind while meditating on the subject.
If a mathematical formula is the foundation for balance between orders—bringing safety and making it nearly impossible for a trader to lose their account—then perhaps creating a lot mixer and integrating it into the algorithm could be extremely interesting.
It would be like creating a small artificial brain within the code. When it realizes that the formula being executed has left a gap, it would generate its own complementary formula, expanding its artificial reasoning.

Imagine it understands that 3 + 3 = 6, but instead of instantly providing the answer, it breaks it down, recognizing that 3 is actually 1 + 1 + 1, and that half of 1 is 0.5, which is five times 0.1, and so on—filling in each gap of logic until it fully grasps the structure behind the result.

There’s a real risk of making the reading process slower, but the level of precision and accuracy gained would be undeniable.
To prevent performance degradation, I could implement remote access via DLL, allowing the algorithm to consult external data and think independently—just like ChatGPT, which accesses its own databases and servers before presenting a response.

So, for example, instead of working with a simple structure like
x = (a² + b²) / √(c + d), y = log(e × f) + π, z = ((x + y)³) / tan(θ)

the algorithm would restructure it internally into something more dynamic and adaptive, like:
a = √((x² + y²) / z) × log₁₀(m), b = ((π² + sin(θ)) / eⁿ) + arccos(k), c = (a + b + γ) / ∛(t + 1), d = ((c × φ) - ln(r)) / sinh(u), e = (∑(i=1 to n) i² + (σ² / μ)) / arcsin(ρ), f = lim(n→∞) [(1 + 1/n)^n] × e^δ, g = ((d + f) / tanh(q)) + √η, h = ∫₀¹ (g dx) + ζ

Would this be too crazy? Or too much mental work to make it happen?
Or does it actually make real sense?

After all, it’s nothing that 4 or 5 days of focused coding couldn’t solve.


Do you have an honest opinion about this?
If you understand applied mathematics in the financial market, don’t hesitate to share your opinion or suggestions for improvements to the formula.

Since we use mathematics to our advantage, I asked myself:
What would be the best way to mix the emitted orders so they blend more effectively?
That was the question in my latest post today, aiming to refine the mathematical formula.

So, I made a basic update to the code to fill the gaps that were being left behind.
Using a custom DLL, the data is now processed in ACSI as binary data, allowing the machine to interpret it as cleanly as possible.

I also took the opportunity to optimize the automatic lot size increase function so we can better understand how to use it.
After all, the algorithm is designed to generate balance between winning and losing trades using a global take profit,
but the question remains: How can we make this truly dynamic?

So I suggested keeping the hedge static, even if the main order increases its lot size automatically.
That way, mathematically speaking, the balance should immediately halt any drawdown when things don’t go as planned.
My goal was to achieve at least 100% profit every 30 days,
but something surprised me:
In the first few days, this actually happened.
However, with automatic lot increases and just a few parameter tweaks,
the account jumped from $1,000 to $39,000 in just 60 days.

I repeated the test using Dukascopy data via Tickstory, enabling high precision simulations including slippage and high spreads —
And the result was exactly the same.
I think we're uncovering something new.
I don’t yet know where this will lead me,
but every day brings a new discovery

— ever since we started with the very first version, just trying to understand how mathematics could contribute.

If everything goes well, this might become the greatest
Happy Nation in history.

Currently reviewing mathematical formulas and testing new ideas, I discovered that it's possible to lock the drawdown so that the price always fluctuates up and down within a range of wins and losses, similar to the derivatives market. The goal is to keep the price within a specific band while ensuring a regular financial return. Beyond this band, new orders are issued to hedge and close the operation.


Notice in the image how the price constantly moves toward the green line, which represents the net capital. This means that at any moment the EA can be stopped, and we will never be in a negative balance. Even if the open order is heavily negative, when it’s closed, the value will always be pulled like a magnet toward the net capital, ensuring it closes at break-even.