Only MQ5 and Python: EAs and indicators for everyone

I will share my unique EAs and here. indicators I will send the codes individually if requested by the developers.
Sekanas_AV_Supply_Demand;
It is an indicator that shows the levels of Supply and AV 1h, 4h, Daily, which are the most used in gold scalp trading

This system is technically a Hybrid Indicator designed to identify structural price pivot points (AV Sekanas) and institutional trading zones (Order Blocks).
1. Catching Trend Reversals

1. Order Block (Supply/Demand) Zones: The CalculateOrderBlocks function identifies and draws "untested" supply and demand zones. When price reaches these zones (red or green boxes), sharp reversals often occur due to institutional orders being triggered.
2. Usage: Look for BUY opportunities when price drops into a green zone (Demand) and SELL opportunities when it rises into a red zone (Supply).

2. Multi-Timeframe Analysis (MTF)

1. AV Structural Lines: Regardless of your current chart period (e.g., M15), the software calculates and overlays structural Support/Resistance lines from Daily (D1), 4-Hour (H4), and Hourly (H1) timeframes (ProcessAVLevels).
2. Usage: It prevents "blind trading" by showing you major higher-timeframe barriers while you are trading on lower timeframes.

3. Identifying Sharp Price Movements (Sekanas Logic)

1. Sharpness Filter: Based on the "Sekanas" philosophy, only price moves with a specific sharpness (InpMinSharpness) and depth are considered "significant levels."
2. Usage: It filters out market noise and highlights only the psychologically significant levels where price has reacted strongly in the past.

4. Trade Management (Stop Loss & Take Profit)

1. Target Setting: If you have an open position, the next AV Line or Order Block zone drawn by the system serves as an ideal Take Profit (TP) level.
2. Protection: You can place your Stop Loss order just below a "Demand" zone or above a "Supply" zone identified by the system for safer trade management.

Analyzes Market Structure based on High/Low Protection : Mark_Str_Contr_AS

User Guide: Market Structure Control (Mark_Str_Contr_AS)
1. Core Concept: "Who is in Control?"
This indicator analyzes the Market Structure across multiple timeframes simultaneously (from M1 to D1). It is not just a support/resistance indicator; it identifies Protected Highs and Protected Lows.

1. Bullish Control: Buyers have established a strong "Low" that pushed the price up. As long as price stays above this level, Buyers are in control.
2. Bearish Control: Sellers have established a strong "High" that pushed the price down. As long as price stays below this level, Sellers are in control.

2. Visual Guide: How to Read the Chart
The indicator draws horizontal dotted lines with labels at the right side of the chart.

1. The Lines:
   1. Blue / Orange Lines (Below Price): These are Protected Lows. They represent Support. If the price breaks below these, the bullish structure is invalid.
   2. Red / Pink Lines (Above Price): These are Protected Highs. They represent Resistance. If the price breaks above these, the bearish structure is invalid.

2. The Labels (e.g., H1 M_BULL or M15 m_BEAR):
   1. Timeframe: H1, M15, etc. (Shows which timeframe generated this level).
   2. Structure Type:
      1. M (Major): Stronger, higher timeframe structure (Major Swing).
      2. m (Minor): Smaller, internal lower timeframe structure (Minor Swing).

   3. Direction: _BULL (Buyers in control) or _BEAR (Sellers in control).

3. Trading Strategies
A. Trend Following (Confluence) Look for alignment across timeframes.

1. Signal: If the H1, M15, and M5 levels are all showing "BULLISH CONTROL" (lines are below the price), the trend is strongly Up.
2. Action: Look for buy setups. Do not sell until the Minor (m) structure breaks.

B. Stop Loss Placement The indicator identifies specific invalidation points.

1. Strategy: If you are Long (Buying), place your Stop Loss slightly below the nearest Major Bullish Control line.
2. Logic: If price crosses this line, the reason for the trade (the market structure) is no longer valid.

C. Breakout / Reversal (Structural Shift) The code contains a function called CheckIntraBarInvalidation. This means lines are deleted immediately when price touches them.

1. Strategy: Watch a "Major Bearish" level (Red line). If price pushes up and touches the line, the line disappears.
2. Meaning: The Bears have lost control. This is a potential Market Structure Shift (MSS). You can look for a retest to go Long.

4. Understanding the Settings (Inputs)

1. Timeframe Selection: You can turn specific timeframes (M1-D1) on or off depending on your trading style (Scalper vs. Swing Trader).
2. Structural Analysis Settings:
   1. Minor_Swing_Strength (Default: 3): How many candles constitute a small pullback. Lower numbers = more sensitive, more lines.
   2. Major_Swing_Strength (Default: 10): How many candles constitute a major pivot. Higher numbers = stronger, more significant levels.

3. Filter Settings (Quality Control):
   1. use_VolumeFilter: If true, the indicator ignores pivots that happened on low volume. It only marks levels where "smart money" likely participated.
   2. use_RangeFilter: If true, it ignores tiny candles (dojis) to prevent clutter during consolidation.
      
      Tip: This indicator is best used to determine the Bias (Direction). If the H4 and H1 lines are Bearish (Red/Pink above), focus only on selling opportunities on lower timeframes.
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A universal interpretation for ATR is SEKANAS ATR

I wanted to share a methodological approach I’ve been developing called the Sekanas Structural Procedural Model. Specifically, I want to discuss a modification I made to the standard ATR indicator and why switching from "price units" to "proportional units" (Sekanas) changes how we view volatility and cost.
Here is the breakdown of the Standard ATR vs. S(ATR) (Sekanas ATR) and why I believe the latter offers a superior perspective for multi-asset trading.
1. The Logic & Calculation

1. Standard ATR: Measures the absolute price movement.
   1. Formula: Avg(High - Low)
   2. Result: "Price moved X pips/dollars."

2. S(ATR) / Sekanas: Measures the proportional change.
   1. Formula: Avg( (High - Low) / Close * 10000 )
   2. Result: "Price moved X Sekanas (§)."
   3. Note: 1 Sekanas (§) represents exactly 0.01% of the price action.

2. The "Apples to Apples" Comparison (Cross-Asset)
This is the biggest advantage.

1. With Standard ATR:
   1. EURUSD ATR might be 0.0060.
   2. XAUUSD (Gold) ATR might be 25.00.
   3. Problem: You cannot compare these numbers directly. Is Gold more volatile? You have to do manual math to find out.

2. With S(ATR):
   1. EURUSD S(ATR) = 60 §
   2. XAUUSD S(ATR) = 120 §
   3. Insight: You instantly see that Gold is exactly 2x more volatile than the Euro relative to its price. This makes risk weighting across a portfolio incredibly simple.

3. Integration with Cost Analysis
In this model, I also convert broker costs (Spread, Commission, Swap) into Sekanas (§).

1. If my total cost to open a trade (Spread + Comm) is 1.67 §...
2. And the daily volatility S(ATR) is 60.00 §...
3. I know immediately that my cost "eats up" roughly 2.7% of the daily range.
   
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   I have attached the source code for the S(ATR) indicator (MQL5) for anyone who wants to test this perspective.
   Happy trading.
   
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BIAS signals and indicates key support levels.

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Here is a concise and professional English user guide for the High-Low Control Bias indicator. You can include this in your forum post or as a ReadMe.txt file.
High-Low Control Bias: Market Structure & Directional Bias Analyzer
Overview The High-Low Control Bias indicator is a comprehensive Price Action tool for MetaTrader 5. It automates the analysis of market structure across multiple timeframes (M1 to D1) simultaneously, helping traders identify the dominant trend direction and critical invalidation levels without switching charts.
Key Features

Attached Image (click to enlarge)

 

1. Multi-Timeframe Structure Analysis:
   1. Monitors Highs and Lows across selected timeframes (Default: M1, M5, M15, H1, H4, D1).
   2. Identifies "Control Levels"—the specific price levels (previous swings) that define the current structure (e.g., Bullish Control Low or Bearish Control High).

2. Signal Classification (Quality Filter):
   1. Legitimate: Strong structural points backed by volume and range expansion.
   2. Reactive: Minor or weaker structural points (often internal structure or pullbacks). The indicator visually distinguishes these to help you gauge the strength of a level.

3. Algorithmic Bias Score:
   1. Calculates a weighted percentage score (from -100% to +100%) based on the alignment of timeframes.
   2. Example: If H1, H4, and D1 are all Bullish, the "Bias Score" will show a high positive percentage (e.g., "H4 Bias: 85% Bullish").

How to Read the Indicator

1. Corner Labels: Display the current state of each timeframe (e.g., H1: Bullish_Control (Legitimate)).
2. Chart Lines: Dotted lines represent the "Line in the Sand."
   1. Blue Lines: Support levels holding a Bullish trend.
   2. Red Lines: Resistance levels holding a Bearish trend.
   3. Trading Tip: If price breaks a Blue line, the Bullish structure on that timeframe is broken.

3. Bias Panel: Located below the timeframe labels. It gives you a quick "Dashboard view" of the market sentiment (e.g., M15 Bias: 65% Bullish).

Settings

1. Timeframes: You can toggle specific timeframes on/off (e.g., enable only M5, M15, and H1 for day trading).
2. Filters: Includes Volume and Range filters to ignore noise and insignificant wicks.
3. Sensitivity: Adjust max_bars_to_check to look further back in history.

Strategy Usage Use this indicator to confirm Confluence. For example, take a Long entry only when the M5 and M15 Bias aligns with the H1 Control Level.


The scoring system in this indicator is open to improvement, so I'm including the code in the attachment.

"The Immortal Algorithm: Self-Healing AI & The Sekanas Discipline

Adaptive Hybrid AI Trading Architecture
https://www.forexfactory.com/attachm...w?_=1769499126Gold6St_Sekanas is a sophisticated hybrid algorithmic trading system that effectively bridges the high-speed execution of MetaTrader 5 with the advanced machine learning capabilities of Python. At its core, the system utilizes the ONNX standard to seamlessly deploy Gradient Boosting Regressor models, trained in Python, directly into the live MQL5 trading environment. The predictive model analyzes a complex tensor of inputs, including Stochastic, RSI, MACD, EMA deviations, and temporal factors, to forecast short-term price momentum with high precision. Distinctively, the system implements the "Sekanas" risk management protocol, which standardhttps://www.forexfactory.com/attachm...w?_=1769499069izes stop-loss and take-profit levels based on unit cost and volatility rather than arbitrary price steps. This approach allows the bot to dynamically adjust its risk exposure using real-time ATR calculations, ensuring stability during turbulent market phases.
A key feature of this architecture is its autonomous "Continuous Improvement" loop, which monitors trading performance to detect shifts in market regimes. Upon reaching a predefined threshold of consecutive losses, the MQL5 advisor automatically exports fresh market data to trigger a retraining process. The background Python script detects this new dataset, retrains the model to adapt to the latest patterns, and updates the ONNX file instantly. The trading bot then performs a "hot-swap" of the model without interrupting active operations, ensuring the strategy remains synchronized with the current market reality. This closed-loop ecosystem eliminates the need for manual re-optimization, creating a robust, self-correcting financial instrument designed for long-term sustainability.
Note: I have shared Python and mql5 code in EA open for development

A different technique for the zigzag indicator

Sekanas-Based Reversal Algorithm
While standard ZigZag indicators typically use fixed points or percentages, this indicator calculates reversal sensitivity via the Sekanas (§) unit.

1. Dynamic (ATR Mode): Based on volatility (ATR), it automatically calculates how many Sekanas of a pullback are required to count as a trend reversal according to current market conditions (InpUseATR = true). The formula is based on the "1 Sekanas Price Movement" principle mentioned in the source.
2. Fixed (Sekanas Mode): The investor can perform filtering by directly entering a fixed Sekanas value (e.g., 5§) (InpZZsekanas).

Market Structure Mapping
The indicator automatically analyzes the identified peaks and troughs and plots the following labels on the chart to facilitate understanding the market trend direction:

1. HH (Higher High): A peak higher than the previous peak (Uptrend signal).
2. HL (Higher Low): A trough higher than the previous trough (Uptrend confirmation).
3. LL (Lower Low): A trough lower than the previous trough (Downtrend signal).
4. LH (Lower High): A peak lower than the previous peak (Downtrend confirmation).
5. Customization: Different colors are assigned for each label type (e.g., Yellow for HH, Red for HL).

Architecture and Code Quality
The code is designed in accordance with the Modularity and Separation of Concerns principles specified in the "MQL5 Development Directive":

 

1. Object-Oriented Structure: ZigZag points are defined as objects using the CZigZagPoint class and managed in a dynamic array with CArrayObj. This ensures safer data storage.
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2. 
   Optimized Calculation: The OnCalculate function is optimized to process only changed or newly arriving bars instead of recalculating the entire history (prev_calculated check).
3. Visual Management: Labels are placed at a specific Sekanas distance (InpLabelSekanasDistance) from the price, enhancing chart readability.

Summary Scenario
When the investor applies this indicator to the chart; the indicator measures instantaneous volatility (ATR), converts this to the Sekanas unit, and ignores price movements smaller than this value (e.g., 5§) as "noise." It connects only the main reversals with lines and presents to the investor whether the resulting structure is bullish (uptrend) or bearish (downtrend) via the HH/LL labels written on them.

Using the Mark Contrast AS and Zigzag indicators simultaneously will provide a better understanding of the market structure.

Attachment g

Market Structure Confidence



MarketStructureConfidence User & Logic Guide

1. Instead of looking at a single timeframe, this system simultaneously analyzes 6 different timeframes from Daily down to M5 (5-minute).
2. The analysis mechanism checks the crossover status of Fast and Slow Exponential Moving Averages (EMA) for each timeframe to determine the trend direction.
3. Since each timeframe has a different impact on the market, higher "weight scores" are assigned to larger periods like Daily and H4.
4. The core purpose of the system is to measure the alignment between the "Big Picture" (H4/H1) and the immediate price movements in lower timeframes (M15/M5).
5. The Confidence Score represents how "in sync" these timeframes are with each other, using a value between 0 and 100.
6. If the primary trend (H4) is up while the lower timeframes are temporarily pointing down, the system identifies this as a "Pullback" opportunity.
7. During pullback scenarios, the system adds extra bonus points to the confidence score because it detects a potential "buy-low" or "sell-high" setup.
8. A score of 75 or above indicates that the market is both strong in the primary direction and has made an ideal technical correction for an entry.
9. If there is a conflict between major timeframes (e.g., Daily is up but H4 is down), the system reduces the score to warn you against a "choppy" or "ranging" market.
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10. The "Suggestion" section provides a text-based strategic approach and the most logical trade direction based on the current score.
11. The primary strategy when using this indicator is to follow moments when the confidence score is above 50 and the suggestion says "Strengthening."
12. Leveraging the speed of the MT5 platform, the indicator rescans all timeframes at every tick to keep the data updated in real-time.
13. Beyond just trend following, you can monitor score changes to understand if a trend is becoming exhausted or losing momentum.
14. The indicator is specifically designed to minimize the risk of "counter-trend trading," which is the most common mistake in technical analysis.
15. Ultimately, this tool does not just tell you when to trade; it tells you how safe the current market conditions are for opening a position.

ForMegAS EA v5: Advanced Trading Robot Based on Sekanas (§) and RPI



ForMegAS v5 is a multi-strategy MQL5 Expert Advisor that measures financial asset strength and targets using a proprietary unit called Sekanas (§), rather than traditional price points. At the core of the system, the Sekanas (§) measurement standardizes volatility across different pairs by converting price changes into a mathematical coefficient ($1 \text{ Sekanas} = \text{Price} \times 0.0001$). This ensures consistent profit and risk management regardless of the symbol being traded.
The system evaluates market conditions using a USD-Pivoted RPI (Relative Price Index) engine. This motor calculates the real-time relative strength of 8 major currencies against each other, allowing trades only in "High-Bias" scenarios where a strong currency is clearly dominating a weak one. The entry logic is built on three main pillars: Donchian HiLo for long-term trends, HMA (Hull Moving Average) for medium-term momentum, and TDI (Traders Dynamic Index) for short-term scalping.

Usage and Risk Management:

1. Sekanas Targets: The InpDayTargetSk parameter defines the total daily § gain. Once this target is met, the system automatically closes all positions and locks further trading until the "Daily Reset" occurs the next day.
2. Grid and Lot Management: If a trade moves against the position, the EA uses a Sekanas-based grid (InpGridStepSk) to open recovery trades with a multiplier (lot exponent), effectively lowering the average break-even price.
3. Filters: The InpRPI_Threshold determines the required "aggressiveness" of a trend for signal confirmation (e.g., a score of 20.0 or higher indicates a strong trend).
4. Protection: Through the % Risk Stop feature, if the account equity drops by a specified percentage, the system triggers an emergency shutdown and closes all active trades.

This robot is specifically designed for investors seeking mathematically disciplined, trend-following operations with high volume, particularly on Major pairs like EURUSD and GBPUSD.

EA is for developers; it's not commercially available yet as optimization hasn't been done.
If anyone develops anything, I would appreciate it if they shared it.

Today's trades on EA's demo account.

ATR Sekanas :ATR Sekanas previous version updated, logic bug fixed.

Choppiness sATR Fusion



Here is the explanation of the indicator's logic and working principles:

1. The Choppiness ATR Fusion indicator combines trend identification with advanced volatility analysis to generate actionable trading signals on a dashboard.
2. It primarily uses a 200-period EMA to establish the main trend direction (Bullish or Bearish) and the ADX to measure the strength of that trend.
3. The Choppiness Index is calculated to mathematically differentiate between a trending market (values below 38.2) and a sideways consolidation (values above 61.8).
4. Crucially, it employs a custom "Sekanas" ATR formula that tracks volatility momentum, triggering alerts if volatility accelerates or decelerates beyond a 5% threshold.
5. The indicator's logic synthesizes these factors; for example, if the market is in a "Choppy" state but volatility suddenly accelerates, the system issues a "Potential Breakout" warning.
6. Conversely, if a trend direction change coincides with rising volatility, it signals a "Possible New Trend Start."
7. This multi-factor approach helps traders avoid false signals during low-volume consolidations while identifying high-momentum opportunities early.

ATR Sekanas Integration:
I added the CalculateTrueRange and Convert To Sekanas functions.
I kept the formula that converts price changes to a percentage unit (sekanas - §) when calculating the ATR value. This allows you to perform a standard volatility measurement between high-priced assets like Bitcoin and Forex currency pairs.
Volatility Velocity Detector (Logic):
I added the atrChangePct (ATR Change Percentage) variable to the code.
With the inpATRSensitivity (Default 5%) parameter, I determined how much the ATR needs to increase compared to the previous bar to be considered "Accelerated".
If the ATR is increasing rapidly (Volatility burst), the text color turns orange and the status is updated to "ACCELERATING".
Smart Alert System (Dashboard):
Scenario 1 (Breakdown): If the market is flat (Choppiness > 61.8) AND the ATR suddenly starts to increase; This is a **"POSSIBLE BREAKOUT"**. The code detects this and prints a magenta warning at the bottom of the screen.
Scenario 2 (New Trend): If the price has just crossed the EMA (Trend Change) AND the ATR is increasing, this triggers a "NEW TREND MAY BE STARTING" warning.
Scenario 3 (Fatigue): If the ATR is falling while the trend is ongoing, it indicates that the trend's strength is decreasing.
In this way, the indicator not only shows the current situation but also acts as a visual assistant by interpreting the relationship between ATR and the trend in the background.

HeikinAS


HeikinAS and Classic Heiken_Ashi Indicator Differences
While the classic Heikin Ashi only takes standard candlestick averages, the HeikinAS version uses an EMA (Exponential Moving Average) based smoothing filter.
The dblPeriod setting within the indicator allows you to optimize the sensitivity of the candlesticks according to market volatility.
One of the biggest differences is the Zero-Lag mode, which minimizes the signal delay inherent in Heikin Ashi candlesticks.
While the classic version only shows the current situation, the HistoryDepth feature in this code stores past trend sequences as visual traces on the screen.
Thanks to the visual "Bright" and "Dim" color separation, the difference between the active trend and completed trend zones becomes clear.
The boolLineGraph mode in the code structure provides a clean interface that hides standard candlesticks, allowing you to focus only on the Heikin Ashi structure.
The indicator not only changes color during trend reversals but also automatically draws support/resistance levels using OBJ_TREND objects.

Attached Image (click to enlarge)

While each candle has the same weight in the standard Heikin Ashi, this version gives more weight to recent price movements thanks to EMA coefficients.
The IndicatorSetInteger function in the software processes data with 5-digit precision, producing more accurate price levels.
The DEMA calculation, activated when boolZeroLag is enabled, detects micro-trend reversals earlier that the classic indicator cannot capture.
The "Color Dimming" feature provided for users is a visual feedback that helps manage the duration of trading psychologically.
The object management system (ObjectsDeleteAll), not found in the classic indicator, cleans up the chart and prevents confusion.
The visual_end_time variable extends trend lines into the future, providing a projection for potential breakout points.
Error checking mechanisms integrated into the code prevent the generation of false signals in cases of missing data.
As a result, HeikinAS.mq5 functions more like a price tracking and trend analysis system in its own right, rather than just a raw visualization tool.

Delta sATR Momentum, Choppiness Index, Trend Filter (EMA + ADX) and Spread Sekanas


Delta sATR Momentum (Histogram in the Lower Window)
This indicator measures the change in the speed (acceleration) of price movement, not the direction of the price.
Mathematical Logic:
First, the True Range is calculated for each candle. This is the largest price movement that covers the difference between the current candle's high and low, or the gaps between the openings and the previous close.
This value is converted to Sekanas (Sk). "Sekanas" is a universal unit that divides price movement into standard segments and is calculated using the formula: Instantaneous Price * (1 / 10000).
Then, the 14-period adjusted average (Smoothed ATR) of this value is taken (BufferSATR).
Delta Calculation: The percentage change between the current ATR value and the previous ATR value is calculated:

Interpretation:
Green Histogram (+): Volatility is increasing, the market is becoming more active (the direction of movement is not important, the intensity of the movement is increasing).
Red Histogram (-): Volatility is decreasing, the market is calming down or consolidating.
Zero Line: This is the equilibrium point.

2. Choppiness Index (The "CHOP" Value in the Panel)
Determines whether the market is in a trend or in a sideways (unstable) process. It is based on fractal geometry.
Mathematical Logic:
It logarithmically measures the relationship between the "total distance traveled" (True Range sum) and the "amount of displacement" (Highest High - Lowest Low) within a specific period (14 candles).
Interpretation (Levels in the Code):
> 61.8 (Orange/Squeeze): The market is sideways, accumulating energy. It is usually a harbinger of a major breakout (explosion).
< 38.2 (Blue/Trend): The market is in a strong trend (the direction is determined by the EMA).
Between (Yellow): Transition or standard market conditions.
3. Trend Filter (EMA + ADX)
These are the direction and strength determinants located at the bottom and top of the panel.
EMA 200 (Direction): If the price is above the 200-period Exponential Moving Average (EMA), it is considered BULLISH; if it is below, it is BEARISH.
ADX 14 (Strength): Measures the strength of the trend.
ADX > 25: The trend is strong (Suitable for entering a trade).
ADX < 25: The trend is weak (Risk of a sawmill market).
4. Spread Monitor (in Sekanas)
This section in the panel shows the spread cost.
Logic: It shows the spread not in pips or points, but in "Sequences" (§) units, independent of the balance.
Formula: Spread Sequences = ((Ask - Bid) / Ask) * 10000.
Purpose: To understand how much of the trade cost is related to the target price movement (e.g., ATR). If the spread is above 1.5§ (InpSpreadWarnLevel in the code), a warning will appear on the panel. This is the underlying cost, indicating the minimum price movement required to take profit.

Hi Buddy

Can you share me any of the Good EA for GOLD

Thanks in advance

Of course, with pleasure. I'm working on several projects, and if you could let me know your area of interest and contact information (Telegram is easier for me), I can send it to you.

The dilemma of tester and live demo account data.
I tried comparing the data from a frequently traded EA tester with data from a live demo account. The incredible difference is very interesting. This could imply that all our tests outside of the live data are useless.

1. Transaction Latency (Ping Time)
2. Price Slippage and Liquidity (Market Depth)
3. Spread Widening
4. Broker Trading Rules and Rejections





That's why no tester matches real data. Don't discard any of your EA projects without testing them in a live environment.

[quote=aydinsarihan;15572550]The dilemma of tester and live demo account data. I tried comparing the data from a frequently traded EA tester with data from a live demo account. The incredible difference is very interesting. This could imply that all our tests outside of the live data are useless. 1. Transaction Latency (Ping Time) 2. Price Slippage and Liquidity (Market Depth) 3. Spread Widening 4. Broker Trading Rules and Rejections{image} {image} {image} {file} {file} That's why no tester matches real data. Don't discard any of your EA projects without testing them in a live environment.[/quot

The only way around this, is to write EA's so that they can test with "open prices only" accurately: don't use intra-bar data. Trailing? - only use e.g. low/high of historical candles or fractal levels. Then, when testing use about double the normal spread to account for slippage and commissions.

What you've said is 100% true for those who are "Swing" or "Trend Follower" and is the golden rule for writing a "Robust" EA. However, if you have a strategy that follows small steps, saying "Only trade at the bar opening" means you lose the chance to take profit from the price fluctuation at that moment. Grid systems generally have to open intra-bar trades whenever the price reverses.

Ideas for SL optimization

The indicator attempts to protect you from "stop hunting" by adding extra distance to your predetermined base score (ATR) if the market is very volatile (ATR) or if costs increase (Spread).



SL DIFFERENCE CALCULATION FORMULA
=================================================================

SL Difference = (Volatility Margin) + (Spread Safety Margin)
----------------------------------------------------------------
A) VOLATILITY MARGIN (Orange Line on the Graph)
----------------------------------------------------------------
This part measures the current "noise" of the market.
Formula: sATR (sekanas) x k1 (Coefficient)
* sATR: Smoothed True Range value in sekanas.
* k1: Input parameter (e.g., 0.1). Determines how sensitive to volatility to be.
----------------------------------------------------------------
B) SPREAD SAFETY MARGIN (Instantly Added)
----------------------------------------------------------------
This section provides protection against sudden spread widening.
Formula: MaxSpread (Sequences) x SpreadMult (Multiplier)
* MaxSpread: The HIGHEST spread value seen in the last X seconds (e.g., 15 seconds).
* SpreadMult: Coefficient that determines how seriously we should take the spread (e.g., 1.0).
================================================================
RESULT: OPTIMIZED SL VALUE
================================================================
Optimized SL = [Fixed Base SL] + [Volatility Margin] + [Spread Margin]
Example Scenario:
------------------------
Fixed Base SL: 7.50 § (Base stance determined by the user)
+
sATR (10.0) x 0.1 : 1.00 § (Market is very volatile, distance is increasing)
+
MaxSpread (0.9) x 1 : 0.90 § (Spread widened, safe zone added)
------------------------
= OPTIMIZED SL : 9.40 § (Final SL distance to enter the trade)

Note: I'm still in the development phase. I would appreciate it if you shared your development ideas.

This week it was a 100% winning experience, but that was pure luck, and I don't know if this success is possible on a real account with a demo account. I will keep trying.
https://www.forexfactory.com/attachm...l?d=1771070655