EMA20 MACD Momo
M5 EMA20/MACD momentum, 1R partial and EMA trail.
EURUSD · M5 · London-New York market overlap; entries only
Source + EX5 + selected preset + checksums. Strategy Tester research build.
EMA20 MACD Momo
EURUSD M5 price/EMA and constructed MACD-histogram momentum variant, distinct from the library H4 MACD trend rule.
Selected public preset
ResearchMode 0; Variant 2; MagicNumber 26092141; RiskPercent 0.25; MaximumSpreadPips 2; RoundTripCommissionPerLot 7 (a sizing estimate, not a charged test fee); CampaignSession 2; CampaignSessionPolicy 1. Session 2 is London/New York overlap.
Rule and risk mechanics
Within five completed M5 bars, price must cross EMA(20) and constructed MACD histogram—EMA(12) minus EMA(26), less its EMA(9) signal—must cross zero, with latest side aligned. Variant 2 waits for an intrabar quote through EMA(20) plus 12.5 pips for a long or EMA(20) minus 12.5 pips for a short; its stop is EMA(20) minus 25 pips for a long or EMA(20) plus 25 pips for a short, with no fixed target. Trigger expires in five minutes; where volume permits it takes half at 1R, moves stop to at least breakeven and trails completed EMA(20) by 18.75 pips. Risk is 0.25% equity with a 1.5% daily brake; the source uses 7 account-currency units per lot as a sizing estimate, not a charged test fee.
Relationship to the strategy library
Related only by MACD family: MACD Trend Filter is H4 MACD main/signal with EMA(200); this is M5 crossing, trigger, partial and trailing. See the legacy EA map for mapping scope.
Bounded native functionality observation
The receipt recorded 5 entries and 6 exit deals: 4 stop-loss, 1 partial, 1 tester-forced close. The approved new diagnostic window is 2024-02-01 inclusive to 2024-03-01 exclusive, on EURUSD.TFQ1 M5, with Model 4, a USD 10,000 deposit and 1:100 leverage at broker UTC+2. It added no commission or delay; recorded native swap history is unverified. It is separate from older archived broker charts and reports. It is not a profitability, restart, or full-rule-coverage result.
Package documentation and download; exact selected preset and binary identity: selected preset SHA-256 02aa98584193af68ec14edcf90866f0b720196a4108dd9e3d8fbb930925a30c2; package binary SHA-256 1712b1d150af415b73a001e257dcf0528ebd4d2634a05dd946f3b2f6d4e26af7. Public functionality status: JSON evidence.
Selected configuration: rolling-year net EUR +16.98; full-period net EUR -1105.88. Negative confirmation is retained in the archive.
How this strategy works
- Variant 2 runs M5 EMA20 and EMA12/26 MACD with explicit EMA9 signal; price/EMA and histogram crossings must agree within five closed bars.
- Variant 2 applies 1.25 scaling: the frozen-EMA trigger is 12.5 pips away, the initial stop is 25 pips away and the EMA trail is 18.75 pips.
- Half the position closes at 1R, then the remaining stop cannot be below/above break-even and trails the closed EMA.
The selected configuration uses EURUSD / M5, variant v2-s1. All indicator and session values used by this build are listed in the preset editor.
Published Five-Minute Momo rules. The download is a documented research adaptation; results from the reference do not establish results for this EA.
Measured backtests
| Period / model | Net EUR | PF | Trades | Equity DD | Native report |
|---|---|---|---|---|---|
| Development 2019.01.01 → 2024.01.01 M1 OHLC screening | -961.24 | 0.86 | 899 | 14.93% | MT5 report |
| Validation 2024.01.01 → 2025.01.01 M1 OHLC screening | -199.62 | 0.79 | 116 | 4.13% | MT5 report |
| 12-month review 2025.09.01 → 2026.09.01 Real-tick mode + fallback | +16.98 | 1.02 | 112 | 2.85% | MT5 report |
| Long review 2019.01.01 → 2026.09.21 Real-tick mode + fallback | -1,105.88 | 0.89 | 1295 | 15.56% | MT5 report |
Adjust the strategy preset
MT5 also validates parameter combinations and may reject incompatible inputs. Session modes use local London, New York and Tokyo hours. Broker-time conversion uses the configured winter UTC offset and DST rule. A session filter limits eligible entries; it does not change the underlying strategy signal or create trades where none qualify. Policy 2 also closes before the chosen session ends.
Install and reproduce the archived broker test
- Download and extract the ZIP. Copy
TFPublishedResearch.ex5intoMQL5/Experts/TradeForexin the MT5 data folder. Keep MQ5 and all MQH headers together if compiling. - Open Strategy Tester, select the EA, EURUSD and M5. The build rejects normal chart execution.
- Load the included
selected-test.setor a preset downloaded above. Symbol, chart timeframe, dates, deposit and tick model are tester settings outside the .set file. - For confirmation choose “Every tick based on real ticks”, EUR 10,000, 1:30 leverage and 100 ms delay. Use 2025.09.01–2026.09.01 or 2019.01.01–2026.09.21; retain the generated report and Journal.
- Allow MT5 to obtain the available broker history. Compare actual date coverage, costs, trade count and history quality; a later download or different broker server can change the result.
Read the general MT5 installation guide; this package’s tester-only restriction takes precedence over normal chart-activation steps.
Limits of the archived broker results
- Minimum volume must support two valid pieces.
- Frozen-EMA triggers and fills depend on spread.
- These are retrospectively selected historical tests. Development, validation and review periods overlap previously inspected history; this is not a fresh independent holdout.
- The balance plots show realized outcomes. Equity drawdown includes floating positions and must not be inferred from the balance line alone.
- Available native ticks and fallback are accepted. Missing ticks, historical spread paths and cost assumptions limit confidence; profitable history does not guarantee future profitability.
- RiskPercent is an entry-sizing estimate, not a hard loss cap. Costs, gaps and slippage can exceed that estimate; some legacy sizing excludes transaction costs.
Additional cost stress adds 25% of the absolute commission and swap amounts: 12-month stressed net EUR -0.16; long-period stressed net EUR -1,261.77. This is not a full spread or slippage stress.
Files and reproducibility
Each ZIP includes MQ5 source, required headers, EX5, README, selected-test.set, selection.json and SHA256SUMS.txt. Compiled builds and measured results are unchanged by this documentation update.
ZIP SHA-2564a694a7acc417bb4aa6077f94ee94229b668345993d927be020129eb46da8e04
Tested EX5 SHA-2561712b1d150af415b73a001e257dcf0528ebd4d2634a05dd946f3b2f6d4e26af7
Selection criteria and all strategy categories · Frozen selection record