| <p align="center"><img src="docs/images/logo.png" alt="Gold Trend Sentinel logo" width="120"></p>
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| # Gold Trend Sentinel (MetaTrader 5 and MetaTrader 4)
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| A free Expert Advisor that follows gold on **H4**: a UT Bot entry, filtered by the daily trend and Supertrend, with a
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| 3 x ATR stop that trails behind the best price. XAUUSD only, fixed 0.01 lot. Source for both editions, a Python statement of
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| the rule, tests, and the honest backtest evidence, which is **promising but unproven**.
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| **Website:** [allanninal.dev/mql5/gold-trend-sentinel](https://www.allanninal.dev/mql5/gold-trend-sentinel/) · [MT4 editions](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev)
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| · **Contact:** message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
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| 
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| > This EA promises no profit. Every number here is a backtest on broker history, not live trading. See
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| > [What the evidence does and does not show](#what-the-evidence-does-and-does-not-show).
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|
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| ## Get it on the MQL5 Market
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| | Edition | Platform | Price | Link |
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| |---|---|---|---|
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| | Gold Trend Sentinel | MT5 | free | <https://www.mql5.com/en/market/product/200427> |
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| | Gold Trend Sentinel MT4 | MT4 | free | MT4 edition: coming soon on the MQL5 Market |
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| | Gold Trend Sentinel PRO | MT5 | paid | <https://www.mql5.com/en/market/product/201334> |
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| | Gold Trend Sentinel Pro MT4 | MT4 | paid | MT4 edition: coming soon on the MQL5 Market |
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| The Market builds are the same strategy code as the source in this repository. The PRO edition is a separate, paid product
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| that is **not** part of this repository (see [Free vs Pro](#free-vs-pro)).
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|
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| ## Contents
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| 1. [What it is and who it is for](#what-it-is-and-who-it-is-for)
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| 2. [Why it was built](#why-it-was-built)
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| 3. [How it works](#how-it-works)
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| 4. [What the evidence does and does not show](#what-the-evidence-does-and-does-not-show)
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| 5. [How it was tested](#how-it-was-tested)
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| 6. [Architecture](#architecture)
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| 7. [Inputs, install and compile](#inputs-install-and-compile)
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| 8. [Run the Python reference and the tests](#run-the-python-reference-and-the-tests)
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| 9. [Honest limits](#honest-limits)
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| 10. [Free vs Pro](#free-vs-pro)
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| 11. [Licence and credits](#licence-and-credits)
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|
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| ## What it is and who it is for
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| **What:** on each new H4 bar the EA looks at the bar that just closed. It buys when the close crosses above the UT Bot line
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| (key 1.5, ATR 10) while the last completed daily close is above its EMA(200) and Supertrend(10, 3) on H4 is up; a sell is the
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| mirror. The order goes in at the bar's open with a stop 3 x ATR(14) away, which then trails 3 x ATR behind the best price
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| since entry, tightened once per H4 bar and never loosened. There is no target. An opposite signal reverses the trade. The
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| lot is 0.01, or the broker's minimum when that is larger. A panel shows the filters, the UT Bot line, the position and the
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| results.
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| **Safety checks:** every order is checked for margin and for surviving its stop above the broker's stop-out level, with twice
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| the loss at the stop counted as a gap allowance. Live and demo charts trade **XAUUSD only**; the Strategy Tester accepts any
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| symbol.
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| **For:** traders who want this exact, slow, rule-based gold trend follower automated and who read the evidence first. Also for
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| developers who want a tested EA with a Python statement of its rule.
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| **Not for:** anyone expecting a proven edge. It has long flat and losing stretches by construction (a trend follower with
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| a wide stop), and the sell side lost money in the backtest.
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| | | |
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| |---|---|
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| |  |  |
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| |  |  |
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| More charts: [results by month](docs/images/05-results-by-month.png), [buys and sells](docs/images/07-buys-and-sells.png).
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| Image notes: the charts are drawn by a script from a Python backtest on XAUUSD broker history, October 2021 to October 2026,
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| at 1% risk per trade from 10,000 USD (spread capped at its spec, a USD 7 per lot commission, slippage and swap included). The
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| EA itself trades a fixed 0.01 lot; the charts are illustrations of the rule, not terminal captures.
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|
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| ## Why it was built
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| The motivations, stated with the evidence we actually have:
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| - **A frozen rule from a gold research project.** The rule was found in a research lab for gold: a pre-registered search
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| over about 105,000 settings (H1, H4 and D1 only). **No family passed the deflated-Sharpe test** for that many trials.
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| The UT Bot H4 rule was the most promising one in a one-shot holdout (2024-01 to 2026-09: Sharpe 1.55, alpha +5.4% a year,
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| t 1.80, beta 0.07), which the project calls "promising, unproven". The rule was then frozen and built as this EA.
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| - **Weak demand, stated plainly.** Gold trend followers are crowded on the MQL5 Market, and we found no demand specific to
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| this rule. UT Bot itself is one of the most copied TradingView scripts, but a named classic like it is requested only
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| rarely by name. This is a free, transparent reference implementation of one frozen rule.
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| - **The real test is forward data.** The research period is spent: 2021 to 2023 was research and 2024 to 2026 the one-shot
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| holdout, so the backtest below is not new out-of-sample evidence. A forward paper-trading test from 2026-10-01 is the
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| decider.
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| ```mermaid
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| mindmap
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| root((Gold Trend Sentinel))
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| Origin
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| Gold research lab, about 105000 settings
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| No family passed the deflated Sharpe test
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| UT Bot H4 most promising, unproven
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| Design rules
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| Closed H4 bars only
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| Rule frozen, nothing re-optimised
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| New York close candles on any broker
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| XAUUSD only on live charts
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| Proof
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| Python statement of the rule
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| Same entries and exits as the research list
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| MT4 gate, tester run
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| ```
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| ## How it works
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| ### The rule, step by step
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| `C` is the bar's close, `i` the bar index (oldest = 0).
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| 1. **True range and ATRs.** `TR[i] = max(H-L, |H-C[i-1]|, |L-C[i-1]|)`. `ATR_n` is Wilder's RMA of the TR, seeded with the
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| simple average of the first `n` values (as TradingView): `ATR[i] = (ATR[i-1] x (n-1) + TR[i]) / n`.
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| 2. **UT Bot line** (key `k` = 1.5, ATR 10, on the close), `nLoss = k x ATR10`:
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| - close above the line on this and the previous bar: `line = max(line[i-1], C - nLoss)`
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| - close below it on both: `line = min(line[i-1], C + nLoss)`
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| - otherwise (the first bar after a flip): `C - nLoss` if `C > line[i-1]`, else `C + nLoss`.
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| 3. **Supertrend(10, 3)** on `(H+L)/2` with `ATR10` and multiplier 3: upper and lower bands that only tighten, the trend flips
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| when the close passes the opposite band. Up is `+1`, down `-1`.
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| 4. **Daily trend.** The last **completed** daily close against `EMA(200)` of the daily closes (seeded with the SMA of the first
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| 200 closes): above is `+1`, below `-1`.
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| 5. **Signal on the closed bar `j`.** Buy: `C[j] > line[j]` and `C[j-1] <= line[j-1]` and daily trend `+1` and Supertrend `+1`.
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| Sell: the mirror.
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| 6. **Order.** At the next bar's open: a buy at the ask, a sell at the bid. Stop `= fill -/+ 3 x ATR14`. No target.
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| 7. **Trail.** Once per new H4 bar: `best` = the best price since the start of the entry bar (bid highs for a buy, ask lows for a
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| sell); new stop `= best -/+ dist`, where `dist` is the entry distance kept for the life of the trade. It only tightens. If
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| the new stop is already through the price, the trade closes at that bar's open.
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| 8. **Reverse.** An opposite signal closes the trade and opens the other side at the same open. A same-side signal is ignored
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| (the trail is still tightened).
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| **Candles.** The rule was researched on New York-close candles (server time UTC+2, or UTC+3 while US daylight saving is on).
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| On a broker with another server clock the EA rebuilds H4 and D1 candles from H1 on that clock (input "Broker server clock":
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| Auto, New York close, UTC+2/+3 with EU daylight saving, or a fixed offset), so the signals stay the same.
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| ### Per-bar algorithm
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| ```mermaid
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| flowchart TD
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| A[New H4 bar] --> B{Market open?}
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| B -- no --> A
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| B -- yes --> C[Rebuild indicators on the last 1500 closed bars]
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| C --> D[UT Bot line, Supertrend, ATR 14, daily EMA 200]
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| D --> E{Close crossed the UT Bot line,<br/>Supertrend and daily trend agree?}
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| E -- no --> T[Tighten the trail]
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| E -- yes --> F{Already in that direction?}
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| F -- yes --> T
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| F -- no --> G{Opposite trade open?}
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| G -- yes --> H[Close it at the open]
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| G -- no --> I
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| H --> I{Margin ok and survives the stop?}
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| I -- no --> Z[Skipped, reason on the panel]
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| I -- yes --> J[Open 0.01 lot, stop 3 x ATR 14]
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| J --> T
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| T --> K[Panel and chart update]
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| ```
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| ### Trade states
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| ```mermaid
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| stateDiagram-v2
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| [*] --> Flat
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| Flat --> Long: buy signal, order at the next open
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| Flat --> Short: sell signal, order at the next open
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| Long --> Long: same-side signal ignored, trail tightens each H4 bar
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| Short --> Short: same-side signal ignored, trail tightens each H4 bar
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| Long --> Short: sell signal, reverse at the open
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| Short --> Long: buy signal, reverse at the open
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| Long --> Flat: stop or trail hit
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| Short --> Flat: stop or trail hit
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| ```
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| ### From signal to order
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| ```mermaid
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| sequenceDiagram
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| participant T as Terminal
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| participant E as EA
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| participant B as Broker
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| T->>E: first tick of a new H4 bar
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| E->>T: closed H4 and D1 bars (rebuilt from H1 on other clocks)
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| E->>E: UT Bot, Supertrend, daily EMA, ATR 14
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| alt signal and checks pass
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| E->>B: market order, stop 3 x ATR 14
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| B-->>E: filled
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| else no signal
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| E->>E: tighten the trail only
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| end
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| E->>B: modify the stop (once per H4 bar, tightening only)
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| ```
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|
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| ## What the evidence does and does not show
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| Python backtest on XAUUSD broker history, October 2021 to October 2026, at 1% risk per trade from 10,000 USD, spread,
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| commission (USD 7 per lot), slippage and swap included. Source: the charts in [`docs/images/`](docs/images).
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| | | |
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| |---|---|
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| | Trades | 85 (50 winners, 35 losers) |
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| | Net result | +2,956 USD, profit factor 2.45, worst drawdown 4.7% |
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| | Alpha against holding gold | +5.0% a year, t 2.52, beta 0.07 |
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| | Holding gold over the same years | +136% with a 26% drawdown (it made more) |
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| | Buys / sells | +35.5 R from 64 buys, -4.4 R from 21 sells |
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| ```mermaid
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| xychart-beta
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| title "Net profit by year, 1% risk from 10,000 USD (backtest)"
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| x-axis ["2021 (5)", "2022 (18)", "2023 (11)", "2024 (15)", "2025 (17)", "2026 (19)"]
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| y-axis "USD" -400 --> 1200
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| bar [-194, 345, 722, 1024, 895, 164]
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| ```
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| (Trades per year in brackets; 2021 is October to December.)
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| ```mermaid
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| xychart-beta
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| title "Cumulative result by side, in R (backtest)"
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| x-axis ["Buys (64 trades)", "Sells (21 trades)"]
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| y-axis "R" -10 --> 40
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| bar [35.5, -4.4]
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| ```
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| Read them with care:
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| - **Not new evidence.** 2021 to 2023 was research and 2024 to 2026 the one-shot holdout, now spent. The forward test from
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| 2026-10-01 is the real one.
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| - **Multiple testing.** The rule was chosen from about 105,000 settings; none passed the deflated-Sharpe test.
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| - **It made less than buying gold.** The point of the rule is a much smaller drawdown (4.7% against 26%), not more profit.
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| - **All of the profit came from buys,** in a period when gold rose strongly. Sells lost slightly.
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| - **Small sample:** 85 trades in five years.
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|
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| ## How it was tested
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| | Check | Result |
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| |---|---|
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| | Rule invariants on synthetic data, 20 seeds, 977 trades ([`tests/check_reference.py`](tests/check_reference.py)) | PASS, 0 violations |
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| | Reference vs the research trade list, XAUUSD H4, entries 2023-07 to 2026-09 | 57 of 57 closed trades: same entry time and direction, same exit time |
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| | EA indicator code vs the research rule, Oct 2021 to Oct 2026 | 112 of 112 signals identical |
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| | EA trade handling vs the research engine (version 1.01) | 85 of 85 trades identical |
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| | Candles rebuilt on other broker clocks (version 1.04) | 18,157 H4 and 3,033 D1 candles identical to the New York-close candles |
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| | MT4 publish gate, Python half (58 trades) | PASS: mean R +0.447, t 2.65, PF 3.01 |
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| | MT4 publish gate, MT4 Strategy Tester half (every tick) | PASS: 57 trades vs 58, signals 74 of 74 identical, mean R +0.433, t 2.53, PF 2.86, halves +0.552 / +0.333 |
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| | MT4 validator-style runs (default inputs, 2025-10 to 2026-10, every tick) | PASS, 0 error lines: EURUSD H1 15 trades, XAUUSD D1 24, XAUUSD H4 24, GBPJPY H1 13 |
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| | MT5 and MT4 editions compiled with MetaEditor (clean scratch folder, only this repository's files) | 0 errors, 0 warnings each |
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| | MT5 Market build | passed the MQL5 Market's automated product validation before publication (the Market's own check) |
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| Sources: [`tests/results/`](tests/results). The 112 / 85 / clock checks come from scripts that need the author's private research
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| environment, so they are not published; the numbers are as recorded there. The MT4 gate criteria were written before any
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| number was computed: at least 40 trades; mean R > 0 and t >= 2.0; profit factor >= 1.20; both halves positive. The MT5 edition was
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| published before the publish gate existed, so only the MT4 edition went through it.
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| ```mermaid
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| xychart-beta
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| title "MT4 gate: Python simulation vs MT4 tester (mean R, profit factor)"
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| x-axis ["Mean R x 10, Python", "Mean R x 10, MT4", "PF, Python", "PF, MT4"]
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| y-axis "value" 0 --> 4
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| bar [4.47, 4.33, 3.01, 2.86]
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| ```
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| ```mermaid
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| flowchart LR
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| M[Bars: H1 or M1, server time, bid and spread] --> R[reference.py<br/>the rule in Python]
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| R --> C{Same entries and exits<br/>as the research list?}
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| L[Research trade list] --> C
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| C -- 57 of 57 --> P[PASS]
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| SY[Synthetic random walks] --> K[check_reference.py<br/>rule invariants]
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| R --> K
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| K --> P2[PASS]
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| S5[GoldTrendSentinel.mq5] --> MC5[MetaEditor 0 errors, 0 warnings]
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| S4[GoldTrendSentinel.mq4] --> MC4[MetaEditor 4 0 errors, 0 warnings]
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| S4 --> TG[MT4 tester, every tick] --> G{Gate criteria 1 to 4}
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| R --> G
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| ```
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| **Not covered:** forward (live) trading; the MT5 Strategy Tester was not part of a gate; the reference is checked on entries
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| and exit times, not on tick-level fills; the 112, 85 and clock checks cannot be re-run from this repository.
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| ## Architecture
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| ```mermaid
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| flowchart TB
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| subgraph MT5["mql5/Experts/GoldTrendSentinel"]
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| E5[GoldTrendSentinel.mq5<br/>properties, version, include]
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| C5[GoldTrendSentinel.mqh<br/>indicators, signal, orders, trail, panel, events]
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| E5 --> C5
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| end
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| subgraph MT4["mql4/Experts/GoldTrendSentinel"]
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| E4[GoldTrendSentinel.mq4]
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| C4[GoldTrendSentinel.mqh<br/>same rule, MT4 orders and clock]
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| E4 --> C4
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| end
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| subgraph TESTS[tests]
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| RF[reference.py]
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| CK[check_reference.py]
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| CK --> RF
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| end
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| RF -. same rule .-> C5
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| ```
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| ```mermaid
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| classDiagram
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| class GoldTrendSentinel {
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| +InpMagic int
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| +InpTF ENUM_TIMEFRAMES
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| +InpUTKey double
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| +InpUTATR int
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| +InpSTPeriod int
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| +InpSTMult double
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| +InpTrendEMA int
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| +InpStopATR int
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| +InpStopMult double
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| +InpTrail bool
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| +OnInit()
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| +OnTick()
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| +OnTimer()
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| }
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| class Indicators {
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| +TrueRange()
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| +Rma()
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| +UTBot()
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| +Supertrend()
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| +DailyTrend()
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| +Evaluate()
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| }
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| class Clock {
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| +ResolveClock()
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| +GetBars()
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| +NyBucket()
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| }
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| class Orders {
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| +TradeVolume()
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| +Affordable()
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| +OpenPosition()
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| +ClosePosition()
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| +TrailStop()
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| +SurviveCheck()
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| }
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| class Panel {
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| +DrawPanel()
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| +DrawLevels()
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| +Marker()
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| }
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| class reference {
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| +signals()
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| +run()
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| }
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| GoldTrendSentinel --> Indicators
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| GoldTrendSentinel --> Clock
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| GoldTrendSentinel --> Orders
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| GoldTrendSentinel --> Panel
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| reference ..> Indicators : same rule, compared entry by entry
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| ```
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| ## Inputs, install and compile
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| | Input | Default | Meaning |
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| |---|---|---|
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| | Magic number | 770100 | identifies this EA's position |
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| | Signal timeframe | H4 | the rule was researched on H4 |
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| | UT Bot key value / ATR period | 1.5 / 10 | the frozen UT Bot parameters |
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| | Supertrend ATR period / multiplier | 10 / 3.0 | the frozen Supertrend parameters |
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| | Daily trend EMA period | 200 | daily EMA of the filter |
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| | Stop ATR period / Stop and trail, x ATR | 14 / 3.0 | the stop and trail distance |
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| | Trail the stop | true | switch the trail off to keep the first stop |
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| | Broker server clock / fixed UTC offset | Auto / 0 | how H4 and D1 candles are aligned |
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| | Panel, UT Bot line, light theme, corner, margins, font size | on, on, off, top left, 10 / 26 px, 9 | display |
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| | Debug log | off | one line per bar with everything a bug report needs |
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| The defaults are the tested settings; no set file is needed. Changing the strategy inputs leaves the tested rule.
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| **Install from source.** Copy the `mql5/Experts/GoldTrendSentinel` folder into `<terminal data folder>/MQL5/Experts/` (MT5) or
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| the `mql4/Experts/GoldTrendSentinel` folder into `<data folder>/MQL4/Experts/` (MT4). Open `GoldTrendSentinel.mq5` or `.mq4`
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| in MetaEditor and press Compile (F7). Both compile with 0 errors and 0 warnings. Keep the three files of each edition
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| together (the program, its `.mqh` core and the icon).
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| **Run it.** Attach it to an XAUUSD chart (a prefixed or suffixed name is fine) and keep Algo Trading (MT5) or AutoTrading
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| (MT4) on. The stop is wide: at 0.01 lot it is roughly USD 115 in 2026 (3 x ATR(14) on H4), so keep the account large enough to
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| survive it. The EA's own checks refuse an order the account cannot carry.
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|
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| ## Run the Python reference and the tests
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| ```bash
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| python3 -m venv .venv && . .venv/bin/activate && pip install -r requirements.txt
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| python3 tests/check_reference.py # synthetic data, no broker history needed; prints PASS or FAIL
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| ```
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| ```python
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| import sys; sys.path.insert(0, "tests")
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| from reference import run
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| # h4, d1: DataFrames indexed by bar open time (server time) with open, high, low, close (bid);
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| # spread: a Series per H4 bar in price units (ask = bid + spread)
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| trades = run(h4, d1, spread) # one row per closed trade, gross of swap
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| ```
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| The broker price history and the research trade list used for the published numbers are not in this repository.
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|
|
| ## Honest limits
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|
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| - **No proven edge.** The rule survived a one-shot holdout with a t-statistic around 1.8 to 2.5 depending on the data and
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| the period, was picked from about 105,000 settings, and has not been through forward trading yet.
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| - **It lost to buy-and-hold on profit.** It aims at a smaller drawdown, not a larger return.
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| - **Sells lost money** in the backtest; the profit is the buy side in a rising gold market.
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| - **Few trades:** 85 in five years. Flat and losing stretches of months are normal for this rule.
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| - **Costs and fills:** commission, slippage and swap are modelled in the backtest, not guaranteed live. The tests use
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| M1 bars; the MT4 gate uses a fixed spread per chunk.
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| - **XAUUSD only on live and demo charts.** The Strategy Tester accepts any symbol; do not read other symbols as tested.
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| - **Server clock.** Candles are New York-close candles; on other broker clocks the EA rebuilds them from H1, which needs H1
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| history.
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| - **The MT5 edition was not run through the publish gate** (it was published before the gate existed).
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| - No profit or accuracy claim is made.
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|
|
| ## Free vs Pro
|
|
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| | | Free: Gold Trend Sentinel | Paid: Gold Trend Sentinel PRO |
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| |---|---|---|
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| | Platforms | MT5 [200427](https://www.mql5.com/en/market/product/200427), MT4 coming soon | MT5 [201334](https://www.mql5.com/en/market/product/201334), MT4 coming soon |
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| | Price | free | paid (see the Market page) |
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| | What you get | the rule above, fixed 0.01 lot, panel, margin and stop-out checks | the same rule with sizing options, protection, trade management, news and time filters, as described on its Market listing |
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| | Source | this repository | not published |
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|
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| No need to buy the paid product to use the free one: the free EA is complete on its own.
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| Website: [allanninal.dev/mql5/gold-trend-sentinel](https://www.allanninal.dev/mql5/gold-trend-sentinel/) ([MT4](https://www.allanninal.dev/mql5/#mt4)).
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|
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| ## Licence and credits
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|
|
| **Origin of the maths.** The UT Bot idea, an ATR trailing stop on the close, is by **Yo_adriiiiaan** ("UT Bot Strategy" on
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| TradingView), from an original idea by **HPotter**. The TradingView script **"UT Bot Alerts"** (published 8 February 2020) is by
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| **QuantNomad**; it is open source on TradingView. Supertrend is the textbook ATR-band indicator. Thank you to all three.
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| **What this means for the licence.** TradingView publishes open-source scripts under the Mozilla Public License 2.0 unless the
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| author states another licence. I could not retrieve the original script's header to confirm that, so I took the conservative
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| route: the three files that implement the strategy maths are licensed **MPL-2.0**:
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| - `mql5/Experts/GoldTrendSentinel/GoldTrendSentinel.mqh`
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| - `mql4/Experts/GoldTrendSentinel/GoldTrendSentinel.mqh`
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| - `tests/reference.py`
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| They are independent implementations in other languages plus additions (the daily filter, the trail, the order handling, the
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| panel), but treating them as derived from an MPL-2.0 work is the safe reading. MPL-2.0 is file-level: changes to those files
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| must stay MPL-2.0 and be shared.
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| Everything else (the program files, `tests/check_reference.py`, docs, images) is © 2026 Allan Niñal under the
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| [PolyForm Noncommercial License 1.0.0](LICENSES/PolyForm-Noncommercial-1.0.0.md): source-available, free for personal and other
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| noncommercial use, not for commercial use. Each source file has an `SPDX-License-Identifier` line. Texts: [`LICENSE`](LICENSE),
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| [`LICENSES/MPL-2.0.txt`](LICENSES/MPL-2.0.txt). The licence applies to this source, not to anything you build or trade with the
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| EA. Trading involves risk; the software is provided as is.
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|
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| ---
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| **Website:** [allanninal.dev/mql5/gold-trend-sentinel](https://www.allanninal.dev/mql5/gold-trend-sentinel/) · [MT4](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev)
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| · Questions: message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
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