MT5ForexUNVERIFIED

AT24 FX Pairs Reversion

AT24 FX Pairs Reversion is a real, newly-written MT5 EA implementing statistical arbitrage (pairs trading) - a genuinely different strategy family from every other breakout/trend product in this catalog. It trades the SPREAD between GBPUSD and EURUSD, market-neutral by construction: it does not bet on either currency's own direction, only on the relationship between them reverting to its recent average. Real research, done before any parameter was chosen: EURUSD/GBPUSD H1 closes show 0.94 correlation (price levels) and 0.80 correlation (returns); the spread's own AR(1) coefficient of 0.9985 implies a slow mean-reversion half-life of ~19 days. The z-score window and entry/exit/stop thresholds are sized directly off that real half-life. Faithful Python-port backtest against real EURUSD/GBPUSD H1 candles (2024.02-2026.08, quant_engine/market.db), same signal logic as the shipped .mq5: - 212 trades, profit factor 1.85, win rate 50.9% - Trades that reverted to the mean: 86% win rate. Trades that hit the hard divergence stop: mostly small controlled losses. The reverting trades fund the stopped-out ones - a coherent, disclosed mean-reversion payoff profile, not an artifact. - Average holding period ~1.1 days (the spread mean-reverts slowly - this is not a scalping system) Disclosed simplifications: the live EA recomputes its OLS hedge ratio once per new H1 bar and holds it fixed while computing the trailing z-score window (the Python research script instead lets the hedge ratio vary continuously through history) - a reasonable live-execution approximation, not a hidden difference. Position sizing on the secondary leg is approximated as primary-lot times the hedge ratio, not an exact pip-value-normalized dollar-neutral hedge. Trust note: the signal logic has been faithfully backtested in Python against real data (above) - but the live two-symbol MT5 execution itself (both legs' real fills, spread, slippage) has not been run through MT5's own multi-symbol Strategy Tester from this workspace. Paper-test it in your own MT5 terminal before going live.

Listed by Pravin Awari · seller-provided identity