MQL5 strategy library

Expert Advisors built as research systems.

Explore distinct market hypotheses, validation questions, and execution constraints. Each EA is documented as a research component—not presented as a guaranteed product.

Gold arbitrageDirectionalMean reversionExecution testing
Gold market microstructureArbitrage research

Gold Spot–Futures Arbitrage EA

An MQL5 research project examining execution-sensitive price discrepancies between spot gold and gold futures, with latency, spread, slippage, symbol mapping, and broker constraints treated as primary risks.

  • Gold arbitrage
  • Spot vs futures
  • Execution risk
Open research page ↗
Trend-following researchDirectional

Directional Systems

Designed to participate in persistent market moves while controlling repeated entries, exposure, and adverse regime changes.

  • Clear rules
  • Regime filters
  • Controlled exposure
Open research page ↗
Mean-reversion researchCounter-cycle

Mean-Reversion Systems

Research focused on controlled returns toward balance after short-lived displacement and within suitable ranging conditions.

  • Range-aware
  • Filtered entries
  • Defined exits
Open research page ↗
Execution researchTesting

Execution-Sensitive Systems

Short-horizon and volatility concepts are tested with particular attention to spread, slippage, latency, and real execution behaviour.

  • Short horizon
  • Slippage tests
  • Execution validation
Open research page ↗

Portfolio context

An EA earns a role through evidence and fit.

Review the validation process →