Pipsgrowth EX10010 Momentum-Scalper

The architecture of EX10010 sits inside a single idea: markets accumulate energy in a tight, low-volatility envelope, then release it in a single, decisive bar. Most momentum strategies chase the release. EX10010 waits for both halves of that pattern to appear on the same closed bar — the compression that preceded the move, and the impulse that delivers it. Everything else in the source — the seven-state regime classifier, the 12-layer stack, the cascade of management — exists to filter out the impulse bars that don't sit on a real coil.

The signal logic lives in DetectSignal, a 50-line function that reads 22 bars from the chosen signal timeframe (M30 by default via InpSignalTF=4, though the source header lists M1–M15 as the intended operating window and the database-stored pair is XAUUSD on M1/M15). It first measures the highest-high and lowest-low of bars at shifts 2..21 — the COMPRESS_LOOKBACK=20 prior bars. If that range is wider than maxQuietRange = ATR(14) × InpQuietRangeATR (0.6 by default), the function returns zero and no signal fires. The closed bar at shift 1 must then pass three body-shape tests: body/range ≥ COMPRESS_BODY_STRENGTH=0.6 (the bar must close near its high or low, not drift), body length ≥ InpImpulseStrength × ATR (default 1.0×ATR — the bar's body must be larger than the typical bar), and tick volume at least 1.2× the 20-bar mean (VOLUME_MA_PERIOD=20, VOLUME_MULT=1.2). Direction is set by EMA(8)/EMA(21) alignment on the closed bar: a bullish impulse only counts if EMA(8) > EMA(21); a bearish impulse only counts on the mirror. A confidence score is then computed as bodyRatio×50 + min(strengthATR×20, 50), capped at 100, and that number flows into the rest of the stack.

That confidence score flows into ConfirmEntry, which adds four independent gates. The H1 EMA(50) (HTF_EMA_PERIOD=50 on PERIOD_H1) must agree with the trade direction — long entries need price above the H1 EMA, shorts the reverse. The current spread must be ≤ 30 points (InpMaxSpreadPoints) AND ≤ 2.5× the 50-bar rolling average spread (SPREAD_MULT_MAX, computed by PushSpread/AvgSpread on every tick). The InSession() function must return true — server time 7–20, weekends and Friday ≥ 18 excluded. And CountSymbolExposure() must be below MAX_SYMBOL_EXPOSURE=2.

Above all this sits ClassifyRegime, a seven-state classifier that runs before any signal detection. It pulls ADX(14), the ATR(14) percentile over a 100-bar lookback (ATR_PCTILE_LOOKBACK), and the Bollinger(20, 2.0) width. The state machine returns STRONG_TREND (ADX≥35 AND pctile≥0.7), WEAK_TREND (ADX≥25 AND pctile≥0.4), EXPAND (pctile≥0.85), COMPRESS (pctile≤0.15), RANGE (bbWidth<0.5×meanAtr AND ADX<20), CHOPPY (ADX<15), or BREAKOUT (default fallback). NoTrade() blocks entry when the regime is CHOPPY, and TryPyramid() blocks adds in the same state. The classifier is genuinely advisory rather than gating: DetectSignal doesn't care which state it's in as long as the compression-impulse pattern is present, but the no-trade layer refuses to act on CHOPPY bars.

Sizing is straightforward. CalcLots reads EffectiveCapital (which is min(InpCapitalCapAmount, equity) when the cap is enabled, otherwise equity), multiplies by 0.5% (InpRiskPercent=0.5), and divides by the per-lot risk at the ATR-derived stop. The stop is ATR(14)×1.5 (InpATR_SL_Mult), so the stop distance in price is fixed once per bar and lot size scales to risk 0.5% of equity. NormVol floors the result to the symbol's LotsStep and clamps to [LotsMin, LotsMax]. SendEntry then enforces a 1.2× InpMinRR=1.2 minimum reward-to-risk (TP = 2.0×SL via InpRR_Target=2.0) and a margin check via OrderCalcMargin before sending.

The execution path has a notable safety net. trade.SetTypeFillingBySymbol(_Symbol) auto-picks FOK > IOC > RETURN based on the symbol's SYMBOL_FILLING_MODE mask, and a single retry is fired on REQUOTE, TIMEOUT, PRICE_OFF, or PRICE_CHANGED. With InpDryRun=true as the factory default, the entry path is short-circuited: the function logs the full plan (side, lots, px, sl, tp, confidence) to the journal and sets g_lastEntryBarTime, but never calls trade.Buy or trade.Sell. This means the EA is shipped in signal-only mode — the user must explicitly flip InpDryRun=false in inputs before any live orders are placed. The InpKillSwitch input is a second master kill switch, also off by default.

ManageOpenPositions is what makes the strategy workable in practice. Five actions fire on every tick while a position is open. Time exit: 240 bars (MAX_BARS_IN_TRADE = 240, which is 20 hours on M5 or 4 hours on M1) elapsing since the position opened triggers a TryClose_EX10010 close. Opposite-signal exit: if DetectSignal returns the opposite direction with confidence ≥ 50, the position is closed. Break-even: when rMultiples ≥ 1.0, the stop is moved to openPx + 2 pips (BE_OFFSET_PIPS=2.0) for longs, or the mirror for shorts. The modification only fires if it actually moves the stop forward — no back-ratcheting. Partial TP: when rMultiples ≥ 1.0 and the remaining volume is > 1.5× the symbol's min lot, 50% of the position (PARTIAL_TP_RATIO=0.5) is closed via TryClosePartial_EX10010. The string "_pt" is checked against the position comment to ensure the partial doesn't fire twice on the same position. ATR trail: an ATR(14)×2.0 (TRAIL_ATR_MULT=2.0) trailing stop is computed on every tick. The new stop is only applied if it sits ahead of the current stop AND inside the current price — no backward movement.

The cooldown logic is handled separately by OnTradeTransaction, which reads DEAL_PROFIT, DEAL_SWAP, and DEAL_COMMISSION from the deal stream. After MAX_CONSEC_LOSSES_COOL=3 consecutive losing exits, a cooldown is set for COOLDOWN_BARS=30 signal-timeframe bars, and the counter resets. OnTradeTransaction is the only place the consecutive-losses counter increments — no EA-internal bookkeeping means no off-by-one between the EA's view of the trade and the broker's. Two portfolio caps are enforced. The per-magic cap is InpMaxConcurrent (default 1) AND MAX_OPEN_POSITIONS=3 — whichever is tighter. The per-symbol cap is MAX_SYMBOL_EXPOSURE=2. The capital cap opt-in is InpCapitalCapAmount (0 = disabled); when non-zero, EffectiveCapital becomes min(cap, equity), and entries are blocked when effective capital falls below InpCapitalCapFloor=50. The pyramid code exists in TryPyramid with PYRAMID_MAX_LEVELS=5, PYRAMID_ATR_SPACING=1.5, PYRAMID_MIN_PROFIT_R=1.0, but it only fires when InpMaxConcurrent > 1 — so pyramid scaling is off by default and stays off until the user raises that input.

The OnTester custom criterion is (net × PF) / (1 + |maxDD|) with a 30-trade floor — useful when comparing parameter sets in the strategy tester, even if the user runs the EA live. The end result is a quiet-bar break strategy with a conservative on-state filter, an honest 1:2 reward-to-risk at entry, a triple-cascade management stack, and a dry-run default that protects the user from a careless one-click live deploy. The 30-point absolute spread cap and 2.5× rolling-average cap both assume a sub-pip ECN/RAW broker, which is the realistic operating environment. On retail or standard accounts with 2–3 pip spreads, most signals will be filtered out by ConfirmEntry before they ever reach SendEntry, which is the correct behavior — the strategy is sized to be selective, not chatty.