GTS RSI Divergence Engine

GTS Master EA Engine v1.81 Tutorial



GTS Master EA Engine v3.0 (Single Mode)



GTS Master EA Engine v3.0 (Portfolio Mode)



Watch the video - I talked about all the details here. If you need more details just comment below.

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GTS Master EA Engine v1.74 - more details - https://www.forexfactory.com/thread/...6#post15643006

1. WFO: Fully robust Walk-Forward Optimization; no data leakage from IS to OOS (audited repeatedly and confirmed), ensuring the selected Champion is consistently robust and statistically validated.
2. Cost Accounting: Accurately reflects all costs—commissions, swaps, and spreads—so displayed USD values represent true net results after deductions.
3. Session Report: Precisely identifies which sessions the EA performs best in, with accurate USD values and win rates.

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GTS Master EA Engine v1.81 - more details - https://www.forexfactory.com/thread/...8#post15654188

1. LOG Button: A powerful forward testing feature that generates a CSV report in the Files folder.
2. Multiple Strategies: Now includes three strategies—MA Crossover, RSI & SMA, and RSI Divergence.
3. Virtual Trade: Displays virtual live trades on the chart with EP, TP, SL, and entry/exit arrows.

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GTS Master EA Engine v3.0 - more details - https://www.forexfactory.com/thread/...2#post15667962

1. Trinity Portfolio System: Assembles a 3-agent team (MA + RSI + DIV) using a Greedy algorithm, scoring candidates by SQN, Diversity, DD, and R² for maximum robustness.
2. Forward Test (FT) Pipeline: 3-stage validation (IS → OOS → FT) with Weighted Forward Efficiency (WFE) scoring to filter only genuinely robust strategies before live deployment.
3. Draft & Final Bank: Optimization candidates are saved, uniqueness-checked, and ranked — only the best Champion is handed to the Assembler.
4. Session Profiling: Tracks and aggregates performance across Asian, London, and New York sessions — both per-agent and team-wide.
5. Vault Log Viewer: Full snapshot report covering agent breakdown, trade statistics, session data, swap costs, reservoir SQN, and portfolio summary.
6. Live HUD Dashboard: Real-time MT5 dashboard showing Net P&L, SQN, R², Max DD, Win Rate, Best Session, active agents, and live/virtual position tracking.
7. Cost Simulation: Realistic backtesting with commission, swap, triple-swap days, spread, and slippage modelling built in.

This is the final stable release. No further upgrades planned.

Price already moved +940 points from entry level. Which could be a late entry. However, possible upward move still could be +2000 points.
The above signal is based on default settings, which made +77,486 points on Gold M15 timeframe. Strategy SQN is 1.87 which is also good (3,500 latest data bars).

When I hit the optimize button for the EURUSD H1 chart, it gives a message that it cannot optimize while live positions are open, but the only live position that is open is for GBPUSD.

Thanks for this info. Please show me screenshots.

On every new trade, you may see double arrow like this. It is just a visual glitch. I will fix it on next version.

Thanks I noted down. Most probably it check live trading account wide instead of the its specific attached chart. Will fix it on next update.

Also i notice that Dashboard are not displaying its text correctly i.e. buttons. It because of different screen resolution from mine. I will also try to fix it on next version.

Hi

Is it for MT5 only. I think it wont work on MT4.

No, its only for MT5

I started testing the GTS RSI Divergence Engine v7.1 on a demo account today. While it hasn't quite matched its backtest performance yet, it definitely looks promising.

When does the expiration date for this version pass? If you could let me know, I can conduct further tests.

The current version is too optimistic, leading to inaccurate backtest results. The upcoming update introduces 'Pessimistic Backtesting,' intentionally penalizing results to ensure found strategies are rugged enough to survive real market conditions.

Changes in v7.4
Live History Mirror - If a real trade closes, the EA copies the exact points from your MT5 History. Spread and slippage are 100% accurate because it’s the broker's own receipt. (NEW in v7.3)
Friction Engine - For historical scans or virtual trades (where no live data exists), the EA applies the 20% Threshold. It "punishes" the result (shirking wins/inflating losses) to ensure a Pessimistic Result. (NEW in v7.3)
Broker Intelligence - Every time a live trade closes, the EA performs a "Reality Check" calculation. It compares the Logical Distance (the points between the chart's Entry and Exit levels) with the Ground Truth (the actual points fetched from the History Mirror). (NEW in v7.4)

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Details:
Live History Mirror: No more mismatch between Live & Virtual. While live trading runs, Virtual collects live trade data, ensuring a 100% match with real results.
Friction Engine: When no live trade exists and only virtual trading or historical scans run, friction logic reduces performance by 20% (default). A 100-point win becomes 80 points, and a 100-point loss becomes 120 points, creating pessimistic results to cover unexpected slippage in volatile markets.
Broker Intelligence: The EA calculates exact slippage on every live trade close (see image).

The EA detected a 48.85% slippage impact and suggests a 49% pessimistic threshold to match broker reality.

Now, see the 2nd image.
In the second image, slippage impact is 91.61% (maybe my broker is bad), making the average slippage 70.23%. The EA recommends a 71% pessimistic threshold to match broker reality.

With this upgrade, we can easily judge broker quality. If slippage is consistently high, abandon the broker to protect your money.

And if no slippage found you will see info like this:

GTS RSI Divergence Engine v7.5c

1. Spread calculation fixed: Historical scans now use the fixed spread set in the Inputs tab (e.g., 30 points), while virtual live trades correctly use the real spread.
2. New Spread Calculation button: Measures spreads over 30 ticks and shows the average spread in the Expert tab, so you no longer need to guess.
3. Friction Engine: The final safeguard. It is now set to 0 (disabled) by default, as spread calculation already provides accurate backtest results.
4. Known issue: The Friction Engine does not work correctly during Optimization (will be fixed later).

First, click the “Calculate Spread” button on the chart.

Then check the Expert tab—the EA will show the average spread calculated in real time.

Finally, open the settings and update the Historical Spread based on that value. For example, if the average spread is 40, set it to 45–47 to stay on the safe side.

GTS RSI Divergence Engine v7.5f
Broker Intelligence: Every closed trade triggers the 'Spread & Slippage Validator.' It audits Realized Friction (Spread + Slippage) against your Scan Buffer (Historical Input + Friction Tax) to verify if backtest settings remain mathematically conservative.

After a real trade closed, open the Expert tab.


This feature compares your historical spread against real-time conditions, including entry and exit slippage, to validate your backtest accuracy.
For example, with a 40-point historical spread versus a 24-point real spread (zero slippage), the EA confirms your settings are 66.7% more rigorous than live conditions. This provides a safety margin for your strategy.

View Log button: It simply load trade logs and session data from vault and show on expert tab
Click "View Log" button the chart



Review the comprehensive details for a complete performance breakdown. The EA displays real-time session results, active settings, individual trade logs, and advanced statistical metrics.

Use these insights to monitor your strategy’s health and fine-tune your parameters based on live market behavior.

GTS RSI Divergence Engine v7.9c - this is likely the final version of the Single Strategy before the ultimate upgrade to the "Portfolio Engine," where the EA will no longer trade a single strategy but multiple diversified strategies. Its main strength will be reducing drawdown and increasing profit while keeping each strategy covering the others’ losses.

Anyway - in v7.9c we have implemented several upgrades. For example, the EA no longer shows only points; it now displays real dollar value by accounting for commission, swap costs, and spread. Thus, the results shown on the display reflect the actual performance.


Every information you receive from the dashboard is now based on dollar value.

If you click the View Log (VL) button, you will see detailed information below — all presented in dollar value.



For example, as shown below, you will see gross profit, gross loss, total cost (commission + swap), net result, max DD, equity curve R², etc.


The session data also provides all information in dollar value from now on.


Tutorial - To add commission and swap cost, go to your broker’s MT5 platform, open Symbols, and find the commission information.


Then open the EA settings and go to Cost Accounting.


And finally, we have added 2 more buttons:



VL - Vault Load button - it simply fixes the chart by loading all data from the bin file.
VLC - Vault Load Champion - after you find a champion, it is saved in a special vault (bin) file. The Default button can no longer remove it. Just click the VLC button and the EA will reload your champion.

That’s it. We will return with the Ultimate Diversified Portfolio Engine that will change everything!

MT5 version available?

It is MT5 version

Due to excessive complexity (nearly a month of unresolved bugs), we abandoned the GTS RSI Divergence Engine as it became too complex. We rebuilt it using the original EA structure, removing the issues that caused its failure.

The new EA model—GTS Master Engine—focuses purely on trading, backtesting, and optimization. Nothing else. Portfolio mode is still in development, but Single mode is 97% functional. Minor issues may exist, but they are non-trading related (likely cosmetic).

Dashboard has been updated:



Optimization: Uses WFO (Walk-Forward Optimization), ensuring Champion settings are statistically robust and reliable.
Reset Analysis Stats: Recalculates all trading data from scratch.
Default: Removes current settings, restores input defaults, and deletes the Vault.bin file.
SP: Calculates spread + slippage in real time and reports in the Expert tab.
WP: Removes all bin files from the current TF (nuclear wipe).
View Log: Displays a full report of current settings.
VLC: Restores Champion settings to the dashboard if removed.


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WFO Optimization:


After Champion found:


View Log report on expert tab:


Session data found at the end of View Log report:


If you still found any bug on Single Mode (NOT Portfolio) then please report.

This may be the final version before introducing new strategies or Portfolio Mode (still undecided).

GTS Master EA Engine v1.81 includes new features and multiple fixes:
Three strategies:

1. MA Crossover with Trend Filter
2. RSI & SMA Strategy
3. RSI Divergence (most robust)

LOG Button:

A powerful tool for forward testing without running your PC 24/7. After a few hours, open MT5, click the LOG button, and check the CSV file in the Files folder. It provides a forward test report similar to the one shown.


And here is the CSV file report


This adds real-world forward testing alongside WFO (Walk-Forward Optimization), allowing live market evaluation.

Virtual Trade Signals:
Now displayed on the chart, showing current live trade activity. You can also use it as an indicator for manual trading signals.


That’s it. Please test on demo—risk is entirely yours.