Pipsgrowth EX02028 Breakout

Pipsgrowth EX02028 is a multi-symbol M1 scalper that runs the same engine across a CSV-defined basket and switches behaviour depending on the ADX regime it observes on each pair. Up to twenty symbols can be configured via the SymbolsCSV input, defaulting to EURUSD,USDJPY,GBPUSD,EURJPY,AUDUSD. The XAUUSD comment is explicit: add it only if the broker's raw spread on gold is tight. Each symbol owns its own SymState struct that caches four indicator handles (KAMA(10,2,30), RSI(2), ADX(14), ATR(InpATRPeriod=14)), a 256-slot rolling spread buffer, a lastBarTraded timestamp, a per-direction cooldown clock, a tradePauseUntil timer, and counters for loss-streak adds. The OnTimer pass walks all symbols in order, calls SpreadPush(si, CurrentSpreadPts(...)) to update the rolling spread, then runs TryEntriesSymbol(si), so a slow EURUSD tick and a fast USDJPY tick share the same scan logic without cross-symbol bleed.

The regime classifier inside TryEntriesSymbol is one line of state: it reads iADX(g_tf, 14) at closed-bar shift=1 and sets isMR = (adx < InpADXSwitch) where InpADXSwitch=18. Below 18 the EA treats the tape as range-bound and runs a mean-reversion playbook; at or above 18 it flips to a breakout playbook. There is no separate volatility bucket, no ADX slope, no DI+-DI- directionality. Regime is purely a 1:1 threshold, which is why the rest of the file is partitioned into two parallel branches (buyMR/sellMR and buyBO/sellBO).

In MR mode, ComputeSessionVWAP(s, shift, vwap, sigma) rebuilds the day's volume-weighted average price from the broker session start (00:00 server time) using typical price (H+L+C)/3 and tick volume, then runs a Welford pass to compute the standard deviation of typical price around that VWAP over InpVWAP_StdLookback=60 bars. That gives two bands: inner at InpVWAP_SigmaInner=1.5σ and outer at InpVWAP_SigmaOuter=2.0σ. The MR long fires when the closed bar's close has touched or breached the outer lower band (close <= vwap − 2.0·σ) and RSI2_Recapture(true,...) confirms a bounce: RSI(2)[shift=1] <= 10 and RSI(2)[shift=0] > 10. The MR short mirrors it on the upper band with thresholds 90/10. KAMA slope agreement (KAMA_SlopeAgree) is a required confirmation in both directions — KAMA(10,2,30) must be rising for a long MR and falling for a short MR — and BarQualityOK enforces body/range >= InpMinBodyToRange=0.18 so dojis are filtered out before the signal is even counted.

In BO mode, the EA rebuilds a Donchian channel of InpDonchianPeriod=20 bars and a SuperTrend(ATR period InpST_ATR_Period=10, multiplier InpST_Mult=2.0) in ComputeSuperTrend(). A long breakout requires close > DonchianUpper, SuperTrend bullish (isBull==true), and KAMA slope ≥ 0; a short breakout mirrors the conditions. The VWAP acts as a veto in BO mode: if MathAbs((close − vwap)/sigma) > 1.5, the breakout is rejected. That filter is unusual — it explicitly suppresses breakouts that have already run too far from the day's fair value, even if they satisfy every other condition. The intent is to avoid chasing parabolic extensions on the M1 chart.

After a raw buy/sell flag is set, the EA accumulates confirmations. A scoring counter increments for each of: VolumeSpikeOK (current bar volume ≥ 1.30× the 20-bar SMA), KAMA slope agreement, and VWAP availability (sigma > 0). InpNeedConfirmationsK=2 is the hard gate: if the total confirmation count is below 2, the signal is dropped. A daily ATR-percentile gate (ATRPercentileOK) then checks whether the current ATR(14) sits between the 30th and 85th percentile of the day's distribution of ATR values; outside that range both directions are killed. The function sorts up to 1440 ATR samples via insertion sort and compares the live ATR to arr[idxLo] and arr[idxHi]. With fewer than 20 samples the gate is permissive (returns true), so the EA doesn't choke at session open.

Position sizing and SL/TP are split. NormalizeVol snaps to the broker's SYMBOL_VOLUME_STEP and SYMBOL_VOLUME_MIN/MAX, with InpUseAutoMinLot=true (the default) meaning the EA picks the broker's minimum lot when InpFixedLot=0.10 would be below it — the comment calls it cent-safe. SL/TP comes from CalcSLTP, which branches on isMR: in MR mode the SL is max(0.8, 1.0)·ATR and TP is max(1.6, 2.0)·ATR; in BO mode SL is max(1.0, 1.0)·ATR and TP is max(2.0, 2.0)·ATR. The asymmetric MR legs (wider TP, tighter SL ceiling) reflect the higher mean-reversion hit rate vs. the smaller per-trade drift. When InpUseATRforSLTP=false, the EA falls back to InpSL_Points=250 and InpTP_Points=500 raw point distances.

Adds to existing positions are gated by IsAllSameDirProfitableAtLeast(s, dir, MinProfitPerTradeToAdd=4.0 points). With AllowOnlyProfitableAdditions=true (default), the EA refuses to scale into a losing direction; every same-direction open must already be at least 4 points in the green. MaxOpenTradesPerSymbol=2 and MaxTotalOpenTrades=6 cap the basket. The InpCooldownSecondsDir=20 setting throttles the same direction for 20 seconds after a fill, and InpOneEntryPerBar=true blocks re-entry on the same M1 bar that was already traded.

Position management runs on every tick via OnTick → MaintainPositionsAll, which calls ApplyDynamicLockProfitToPosition on every open. The ratchet is parameterised by InpLockProfitEveryXPoints=120 and InpLockMinusYPointsBuffer=18. Every 120 points of favourable excursion from entry, the EA pushes the SL to (entry + 120·k − 18)·points (long) or the mirror for short. The buffer is what gives the trade 18 points of breathing room past the ratchet step; a frozen-level check via SYMBOL_TRADE_FREEZE_LEVEL prevents the modification from being rejected when price is too close. The lock only ratchets forward — curSL > 0 && newSL <= curSL returns early — so a retreat never loosens the stop. The original TP is preserved verbatim.

Three risk overlays sit on top of the engine. PauseOnConsecutiveLosses and PauseOnLossAmount (both default off) trigger per-symbol pauses: after 3 consecutive losses on a symbol, that symbol is paused for 60 minutes; if cumulative loss on a symbol reaches PauseLossAmount=100.0 (account currency), that symbol is paused for 60 minutes. The global safety gate in IsSafeToTrade_EX02028 runs every timer tick: it checks market open via the auto-detected GMT offset, optional session filter (London 7–16, NY 12–21, both default off), news buffer (±30 minutes around CALENDAR_IMPORTANCE_HIGH events, default on), capital cap (InpCapAmount=0 disables, otherwise equity must be ≥ InpCapFloor=1000), min equity percentage (InpMinEquityPct=70 of g_initialBalance), max trades per day (InpMaxTradesPerDay=20), and a g_cooldownUntil timer that OnTradeTransaction sets whenever the global g_consecLosses reaches InpMaxConsecLosses=5 — that pauses all new entries for InpCooldownHours=4. Daily realized PnL is tracked in g_realizedToday and compared to g_initialBalance × InpDailyLossLimitPct=5%.

The order router (SendOrder_AllFillings) probes up to three filling modes per symbol — ORDER_FILLING_IOC, ORDER_FILLING_RETURN, ORDER_FILLING_FOK, chosen by inspecting the broker's SYMBOL_FILLING_MODE mask — and retries up to 5 times with adaptive deviation stepping (InpSlippagePoints=5 start, InpMaxAdaptiveDeviation=20 cap). If a request is rejected with TRADE_RETCODE_INVALID_STOPS or TRADE_RETCODE_REQUOTE, the EA retries the entry without SL/TP and then post-modifies the position via ModifyPositionSLTP (3 attempts at 200ms). The OnTester formula is profit × profitFactor / maxDD with a trades < 10 → 0 hard floor, so optimisations below 10 trades score zero.

The OnTradeTransaction handler is the only PnL-recognition path: it filters TRADE_TRANSACTION_DEAL_ADD for deals with DEAL_ENTRY_OUT and the EA's magic, then updates both the global g_realizedToday / g_realizedWeek and the per-symbol lossStreakCount / lossStreakAmt. Spread is sampled once per timer pass (1-second cadence from EventSetTimer(1)) and pushed into the rolling buffer; with 200 samples and 3.0× MAD multiplier, the spread cap adapts to whatever regime the symbol is in without ever blocking on a constant threshold.

Recommended broker: low-spread ECN or RAW on at least the five default symbols. EURJPY in the default CSV is the highest-pip pair in the basket and is the most sensitive to spread widening at the Asian rollover — the dynamic spread cap will pause it on its own if quotes deteriorate, but a cent account with a 3-pip minimum on USDJPY will feel the lock-profit ratchet much less than the same setup on a 0.1-pip EURUSD broker. Backtests should use tick data with Model: Every tick because the regime switch and ratchet decisions are tick-aware, not bar-aware.