Pipsgrowth EX10004 Momentum-Scalper

EX10004 builds its own True Strength Index oscillator from raw close prices and then trades the cross of that oscillator against its own smoothed signal line on the last completed bar of the signal timeframe. The construction lives entirely in the CalcTSI function — there is no iCustom reference and no built-in TSI handle. The implementation grabs a CopyClose series for the configured timeframe, computes point-to-point price deltas, takes the absolute value of those deltas, then runs each series through two back-to-back EMAs with periods 25 and 13. The double-smoothed momentum series is divided by the double-smoothed absolute-momentum series and scaled by 100, producing a normalized oscillator bounded roughly between -100 and +100. A 10-period EMA of the oscillator itself becomes the signal line, and the EA fires when the main line crosses that signal line on bar index 1 — deliberately skipping the still-forming bar to eliminate repaint.

The raw TSI cross is the entry seed, never the entry trigger. Before any order reaches DoSend(), the cross has to clear ConfirmHTF(), a four-gate confirm stack. The first gate requires a higher-timeframe agreement: a H1 EMA(50) is built with iMA on PERIOD_H1, and the prior closed H1 close must sit above the EMA for longs or below it for shorts. The second gate is a same-timeframe EMA stack — fast EMA(50) above slow EMA(100) for longs, the mirror for shorts. The third gate is a RSI(14) filter that blocks longs when RSI is in overbought territory and shorts when it is in oversold territory, defending against chasing the last leg of an exhausted swing. The fourth gate is a minimum 1.2 R:R on the projected SL/TP distances derived from the entry price. All four are AND-ed; failure on any one prints [SKIP-CONFIRM] with the per-gate flag and returns without firing.

Before the confirm stack even runs, the environment has to be tradeable. DetectRegime() produces a 1-to-7 label from three measurements: ADX(14) at the last closed bar, the percentile rank of the current ATR(14) against the last 100 ATR values, and Bollinger Band (20, 2.0) width. The seven states are StrongTrend, WeakTrend, Range, Breakout, Compress, Expand, and Choppy. Entries are blocked outright in Range, Compress, or Choppy, and ManageExits() force-closes every open position the moment the classifier flips to Range or Choppy. This means a position that opens inside a valid regime can still be yanked by the EA the next bar if the environment degrades — a deliberate cost of trading the cross without a regime override.

Position lifecycle runs every tick, independent of the new-bar check. ManageExits() walks the open positions in a six-stage cascade. Regime-change close has the highest priority, followed by opposite-signal close (a fresh bearish TSI cross closes longs, bullish closes shorts), followed by a hard time stop at 80 bars held (DEF_MAX_BARS). After those three exits come the management stages: a partial-TP at 1R closes 50% of the position and tags the ticket with P1 to prevent a second partial; a one-shot break-even at 0.8R moves the stop to open + 0.15R and never ratchets back; and an ATR trailing stop at 2.5× ATR(14) engages after 1R of progress and ratchets only in the favorable direction. The trailing stop writes a new SL on every tick that improves, gated by the broker's SYMBOL_TRADE_STOPS_LEVEL so the modification never lands inside the freeze band.

Risk is hard-capped at the EA level. The lot size comes from CalcLots(), which divides the effective capital by the per-lot risk derived from the ATR-anchored stop distance and the symbol's tick value and tick size, then clamps to the broker's volume step, minimum, and maximum. Effective capital is the smaller of the account equity and InpCapitalCapAmount when that cap is set, with a hard floor of 50 dollars below which NoTrade() blocks every entry. Loss limits are 3% of effective capital per day and 7% per week, both computed from the deal history filtered by the EA's magic and symbol. Three consecutive losses trigger a 30-minute cooldown during which no new entries are taken. The spread gate is 35 points and the slippage allowance is 20 points, and the server-time session window is 7 to 21 — outside that window the EA returns silently and prints nothing.

Two execution flags deserve attention before going live. InpDryRun=true is the default; with that flag on, the EA logs every intended order with the exact SL, TP, and reasoning string but does not place it. The intended behavior is to dry-run the strategy in the strategy tester or a demo account, watch the logs, and only flip InpDryRun to false once the parameters look stable. InpKillSwitch=true is the panic button: with it set, OnTick() returns immediately on the first line and no management, confirm, or send logic runs. Order execution goes through CTrade with the broker's filling mode auto-detected from the symbol's SYMBOL_FILLING_MODE mask, an OrderCalcMargin pre-check before every send, and a one-retry on requote, timeout, price-off, or price-changed retcodes before the order is logged as failed.

The OnTester custom fitness is net * profit_factor / (1 + balance_dd), with a hard floor of 30 trades below which the score is zero and a dd <= 0 guard that treats zero drawdown as one to prevent division by zero. That formula rewards a combination of net profit, profit factor, and a low drawdown, and it heavily penalizes runs with very few trades, which means optimization passes that land on a curve-fitted configuration will score poorly simply by producing too few signals. The seven indicator handles — ATR, ADX, RSI, BB, FastEMA, SlowEMA, and H1 EMA — are all created in OnInit with a 500-bar minimum requirement; if the chart does not have that much history the EA refuses to start.

A practical note for live deployment: the ATR-anchored SL and TP scale automatically with volatility, so on quiet Asian-session hours the stop will be tight and many trades will stop out on routine noise, while on volatile London-open hours the stop will widen and the same nominal risk percentage will produce a larger absolute lot only when the broker's max volume allows it. The regime filter is what bridges that scaling with discipline: it cuts off entries when the ATR-percentile collapses and the ADX is weak, which is exactly the time when a fixed-multiple ATR stop would be most likely to be hit by noise. Set the capital cap (InpCapitalCapAmount) explicitly if you run the EA on a sub-account, because the default of 0 disables the cap and the effective capital reverts to the full account equity.