Pipsgrowth EX18109 TrendFollow

Pipsgrowth EX18109 TrendFollow is a pullback-in-trend engine built specifically around MT5's Strategy Tester optimization pipeline. Where most MQL5 EAs treat OnTester as a single number to maximize, EX18109 layers in a multi-period decomposition: it tracks per-month P&L, per-month max-drawdown, and a blown-out flag for each calendar month, then passes (or fails) the test result against a bank of seven hard gates before it ever computes a score. The actual trade logic is a clean five-indicator pullback: two EMAs frame the trend, MACD supplies the momentum-cooling trigger, RSI gates the entry to a neutral band, and ATR sizes both the protective stop and the target. Sessions, spread, and account-level risk limits are then layered on top so a great-looking tester score cannot be undermined by a live account on the wrong side of the sun.

The indicator stack is exactly what the input block declares. EMA(21) and EMA(55), both close-based, give the trend frame. A long is only allowed when the close is above both EMAs and within 15 pips of EMA(21) — the EMA_Pullback_Pips input — a price that has pulled back close enough to re-enter the trend without having fallen out of it. MACD(12,26,9) is checked over a 3-bar lookback window for a main-above-signal-to-main-below-signal flip in longs (or the inverse in shorts). The cross is permitted anywhere within that 3-bar window, not only on bar 1, so a cross that the EA missed on the prior bar can still trigger. RSI(14) is gated to a [40, 60] band for longs; for shorts the band is mirrored as [100-60, 100-40], which is mathematically the same interval — the design is symmetry around the RSI 50 midline. ATR(14) then sizes both the stop at 2.0×ATR and the take-profit at 3.0×ATR, which lands at a 1.5:1 reward-to-risk ratio by default.

The CheckEntrySignals() function is the only path that calls OpenBuy() or OpenSell(), and it explicitly checks the open-position count against MaxPositions (=1) before doing so. There is no pyramiding, no in-EA trailing stop, no break-even ratchet, and no partial close — the ATR stop and target are placed server-side at entry and that is the lifecycle of the trade. The retry helpers TryClose_EX18109, TryClosePartial_EX18109, and TryModify_EX18109 — each loops three times with 100-200 ms sleeps on requote, timeout, price-off, or price-changed retcodes — exist in the source but are never called from OnTick, so they are dead code in the current build. Every entry decision happens once per closed bar inside the IsNewBar guard.

Filters and risk gates run in a fixed order inside OnTick. After the IsNewBar() gate, UpdateBalanceTracking() refreshes daily_starting_balance and peak_balance. TrackPeriodPerformance() then walks the monthly buckets when EnableRobustnessOptimization is on, writing each closed-out month into the period_results[] array. CheckRiskLimits() blocks entries when the day's loss has hit 3.0% (DailyLossLimit) or the drawdown from the all-time peak has hit 15% (MaxDrawdownPercent) — a daily-since-midnight and an all-time HWM brake, not a per-trade stop. GetIndicatorValues() pulls 3 bars of indicator data into the buffers. CheckTimeFilters() applies the session block; CheckVolatilityFilters() applies the ATR band (0.5 to 2.0) and the spread cap (2.5 pips). Only after every gate clears does PrintIndicatorSnapshot() log the EMA/MACD/RSI/ATR values and the entry check run.

Session settings default to Asian 00:00 to 09:00 ON, London 07:00 to 16:00 ON, New York 13:00 to 22:00 OFF. That makes EX18109 an Asia-and-London strategy by default — New York is reserved even though most XAUUSD volatility happens in the New York overlap with London. To switch to a London-NY profile, toggle TradeNewYorkSession=true and TradeAsianSession=false. The session block uses minute-of-day arithmetic with a same-day wrap, so an overnight window (start hour > end hour) is handled cleanly without code changes. ValidateSessionInputs() rejects start or end hours outside 0 to 23, or minutes outside 0 to 59, at OnInit.

The OnTester() function is what makes this EA distinctive inside the PipsGrowth family. When EnableRobustnessOptimization is false, OnTester returns STAT_PROFIT — standard behaviour. When true, the EA re-scores the run: it walks period_results[], fails the run with a return of -1.0 if any month has lost more than MaxPeriodLossPercent=20% (blown out), if the share of losing months exceeds MaxLosingPeriodsRatio=40%, if max drawdown breaches MaxDrawdownThreshold=25%, if the trade count is below 30, if the profit factor is below 1.3, or if total profit is non-positive. Only after all six hard gates pass does the scoring begin: profit factor × ProfitFactorWeight=1000 + consistency bonus (1 − losing_months_ratio) × ConsistencyWeight=500 + drawdown headroom × DrawdownWeight=20 + Sharpe ratio × SharpeWeight=100 + profit-percent × 10. The net effect is that the optimizer is pushed toward smooth equity curves with low drawdown rather than raw profit.

Lot sizing is straightforward 1%-of-balance risk: CalculateLotSize(sl_pips) reads RiskPercent=1.0 and converts the SL distance into a contract count using SYMBOL_TRADE_TICK_VALUE, SYMBOL_TRADE_TICK_SIZE, and the symbol's point. The result is floored to the lot step, clamped to [min_lot, max_lot], and rounded to 2 decimals. The slippage setting TradeDeviation=5 is conservative — on a raw-spread ECN account this gives the broker enough room to fill without rejecting. A failed lot-size calculation (returns 0) aborts the order rather than sending a 0-lot ticket.

For backtesting, the expected behaviour on XAUUSD M5 over multi-year data is a moderate trade count — the strategy needs real pullbacks, so do not expect scalper density — with a distribution of small losers and a smaller number of larger winners. Strategy Tester is exactly the workflow this EA was written for: leave EnableRobustnessOptimization=false for a single-pass backtest, flip it on for an optimization pass, and let the seven-gate scorer pick robust parameter sets over multi-month windows. For live trading, run the defaults on a $100 account. MaxDrawdownPercent=15 and DailyLossLimit=3.0 are the real safety net — the 1% per-trade risk plus the 1-position cap means the worst single-day damage is bounded by both the DD brake and the daily-loss brake. Do not run EX18109 on magic number 22218109 alongside any other PipsGrowth EA on the same account, or the position-count check will see both and refuse new entries.