Pipsgrowth EX18013 TrendFollow

Pipsgrowth EX18013 TrendFollow is built around a single mechanical question: did price just punch out of a 20-bar Donchian channel with the inlined SuperTrend trend filter confirming the same direction. The CoreSignal() function walks the previous 20 closed bars to find the highest high and lowest low, then checks whether the last closed bar's close sits above the upper rail (long) or below the lower rail (short). It does not act on that breakout alone. A second, in-house SuperTrend is computed bar-by-bar by SuperTrendDirClosed() using a 10-bar ATR with a 2.0 multiplier. The walk uses classic carry-forward logic — the upper band only ratchets down when close pierces it, the lower band only ratchets up when close dives through it — and returns +1 for bullish, -1 for bearish. The Donchian and SuperTrend must agree; the function returns 0 unless both are aligned, then a confidence score is produced from the breakout separation in ATR units plus the ADX surplus above the 22.0 threshold.

Before the EA fires a new order, ConfirmBuy() and ConfirmSell() reject signals that fight the higher timeframe. The filter is a 50-period EMA pulled from H1 (g_hHTFema). A buy needs bid > H1 EMA(50) and either the H1 EMA rising or the live bid above the current bar's H1 EMA value. A sell needs the mirror. RSI(14) then vetoes exhaustion entries: longs require RSI between 45 and 78, shorts between 22 and 55. The 0–100 confidence score is never used as a sizing input — it is logged for diagnostics. The NoTradeGates() block adds the operational filters: kill-switch, capital-cap floor breach, active cooldown timer, daily realised loss (3% of effective cap), weekly realised loss (6% of effective cap), spread wider than 30% of ATR, server hour outside 00:00–21:00, weekend, position cap of 5, and the regime classifier.

The regime classifier in UpdateRegime() is a 7-state machine using ADX(14), ATR-percentile rank over a 100-bar lookback, and Bollinger Band width percentile. ADX ≥ 30 lands in REG_STRONG_TREND; ADX between the user threshold (22) and 30 lands in REG_WEAK_TREND. Bollinger width below the 20th percentile is REG_COMPRESS. Width above the 80th percentile combined with ATR-percentile above 80% is REG_EXPAND. ATR-percentile above 80% on its own is REG_BREAKOUT. Width below the 35th percentile without compress markers is REG_RANGE. Everything else is REG_CHOPPY. RegimeAllowsEntry() only lets through StrongTrend, WeakTrend, Breakout, and Expand. Range, Compress, and Choppy are hard-blocks for new entries. This is the single gate that protects the strategy from a Donchian breakout that fires into a flat tape.

The pyramid layer is the defining feature of EX18013. The InpPyramidEnable input is off by default, and PYRAMID_MAX_LEVELS is hard-coded at 5. When pyramid is on, ManageEntries() calls AllBuysProtected() (or AllSellsProtected()) before any add. The protected-gate requires every open position on that side to have its stop moved to at least entry price + 0.05×ATR — a strict, low-buffer version of the original 1220 last-trade-risk-free rule. The spacing gate then checks that the live ask is at least 0.5×ATR beyond the most recent entry, so the EA is always adding into a trend with the previous tranche's risk eliminated. The new tranche is sized independently by CalcLots() and tagged PYRAMID#2 through PYRAMID#5 in the trade comment for trace-back. A per-bar guard (g_lastPyramidBar) prevents two adds in the same bar.

In-trade management runs every tick via ManageOpen(). Three hard exits check first. A volatility-spike exit fires when the current ATR exceeds 2.6× the 20-bar ATR average AND the position is in profit — this is a fast unwind before the move blows through stops. An opposite-SuperTrend exit fires when the inlined SuperTrend flips to the other side AND the position is in profit. A regime-change exit fires when the classifier returns Choppy, Range, or Compress AND the position is in profit. Each of these is gated by profitDist >= 0 so a position can sit through a noisy pullback without being closed at a loss by a premature flip. After the hard exits, the management logic moves stop to break-even once profit exceeds 1.0×ATR (the new stop sits at entry + 0.1×ATR buffer, one-shot). At 1.5×ATR profit, the ATR trail takes over, ratcheting the stop each tick to bid – 1.0×ATR for longs (ask + 1.0×ATR for shorts). Partial TP closes 50% of the position when price reaches 50% of the full TP distance and the residual volume stays above 1.5× the broker's minimum lot — the rest rides the trail.

Risk sits on top of the entries. InpRiskPercent (0.5% default) feeds a fixed-fractional lot calculation against the effective capital cap, which is min(InpCapAmount, equity). With InpCapAmount = 0 the cap is disabled and the EA uses full equity. InpCapFloor = 50 blocks new entries when the effective cap drops below $50. A 3-loss streak triggers a 6-hour cooldown. Daily and weekly realised PnL are recomputed from deal history at the start of every tick by UpdateRealized() and SumRealized(). OnTradeTransaction() watches each deal and increments g_consecLosses on losses, resetting to zero on a win. The kill-switch (InpKillSwitch) flattens every position this EA owns and skips all subsequent entry logic until toggled off. Friday 20:00 server triggers ShouldCloseForWeekend(), which walks every position and calls ClosePosition() to leave the book flat over the weekend gap.

Backtest hygiene is enforced in OnTester(). The custom criterion is (net * max(0.01, profitFactor)) / (1 + balance-DD%), gated by a minimum of 30 trades. Strategies that pass the gate but show a poor PF or a deep drawdown score poorly even with a positive net, so the optimiser naturally prefers smoother equity curves rather than one or two lucky outliers. The retry-and-filling logic uses FOK when supported, then IOC, then RETURN — with a 3-attempt loop on requote, price-off, price-changed, and timeout, sleeping 200ms between attempts for closes and partials and 100ms for modifies. Slippage is capped at 30 points. The combination means a runner strategy that depends on the pyramid and the trail can survive a thin-tape re-quote without throwing an order.

EX18013 is tuned for USDJPY on M15 with M5 and H1 as workable alternatives. The default is 0.5% risk per tranche, 0.5×ATR minimum profit between pyramid adds, 2.0×ATR stop and 3.0×ATR target (1.5:1 reward-to-risk on a clean setup, with a 1.2 minimum that rejects compressed breakouts that cannot offer the room). The H1 EMA(50) and the in-house SuperTrend both want a trending market, the regime classifier and the cooldown both want to skip chop, and the protected-gate ensures any pyramid add is funded by a position that no longer carries risk.