Add MQL5 EA: 1:1 port of signal engine for XAU/USD M5 auto-trading

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Ports the full Python signal pipeline to a single MQL5 Expert Advisor:
- 9 indicators (EMA, RSI, MACD, BB, ADX, ATR, Keltner/TTM, ROC, divergence,
  candlestick patterns) using built-in iMA/iRSI/iMACD/iBands/iADX/iATR handles
- Regime-adaptive composite scoring (trending/ranging/transitioning weights)
- MTF agreement across M5 + M15 + H1 confirmation timeframes
- Diminishing penalty cap system (30% max) with exhaustion block
- Quality grading (A+ through F) with SELL gate and transitioning boost
- ATR-based trade setup (A+/A) and swing-based generic setup (B/C)
- Max 1 position, breakeven management (0.15R trigger, 0.05R buffer)
- Session filters (blocked hours, weekend, allowed weekdays)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

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harwinder

2026-05-19 20:49:05 -04:00

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