A transparent H1 forex breakout EA with EMA and ADX filters, ATR stops, 0.25% default risk and a persistent daily entry brake. Research release with source code and full documentation.
TF Jump & Tail Risk Decomposition
MT5 realized-variation decomposition with jump share, downside semivariance and robust tail surprise.
TF Liquidity Friction Monitor
Broker-relative MT5 liquidity friction from historical spread cost, tick-volume drought and normalized opening gaps.
TF Regime Persistence Map
Causal four-state behaviour map from efficiency, sign entropy, volatility percentile, range expansion and hysteresis.
TF Economic Event Risk Map
Trade-server-time MT5 calendar zones, grouped event labels, countdown, cache age and explicit stale-data state.
TF Portfolio Exposure & Stress
Read-only account dashboard for FX concentration, stop-defined risk, unbounded positions and four transparent stresses.
TF Currency Network Strength
Robust weighted least-squares decomposition of 12 FX pairs into eight relative currency scores and residual confidence.
TF Currency Carry Risk Expert Advisor for MT5
Monthly multi-currency carry EA using BIS policy rates, ATR emergency stops and account-level risk locks. Research/beta; no profit guarantee.
TF ATR Risk Bands Indicator for MT5
Four configurable ATR bands for visual stop- and target-distance planning.
TF MACD ADX Trend Indicator for MT5
Completed MACD crosses filtered by EMA 200 direction and ADX trend strength.