How this strategy works

1. Runs on closed H4 bars with Variant 0: a 20-bar price-change signal.
2. Variant 0 sets a 2.0 ATR protective stop; variants 1 and 2 use 40/2.5 ATR and 60/3.0 ATR.
3. An open position closes when the next closed momentum signal reverses direction; there is no fixed profit target or time exit.

The selected configuration uses USDJPY / H4, variant s0. All indicator and session values used by this build are listed in the preset editor.

Time-series momentum research. The download is a documented research adaptation; results from the reference do not establish results for this EA.

Measured backtests

12-month review2019–2026

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 test

1. Download and extract the ZIP. Copy TFPriceResearch_Sessions.ex5 into MQL5/Experts/TradeForex in the MT5 data folder. Keep MQ5 and all MQH headers together if compiling.
2. Open Strategy Tester, select the EA, USDJPY and H4. The build rejects normal chart execution.
3. Load the included selected-test.set or a preset downloaded above. Symbol, chart timeframe, dates, deposit and tick model are tester settings outside the .set file.
4. 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.
5. 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.

What these results can establish

• Tested values are research settings, not a profitability claim.
• Broker history, spread, swaps and fills can change outcomes.
• 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 -43.24; long-period stressed net EUR -240.35. 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-256399ba6c30af295496639a535903249d7b2dbbb52d853998125b4bc945beaf01b

Tested EX5 SHA-256dde5445864f4d1abfe84c60bdfdde05c0de4f13f595d09a454eae78f8a2ff01f

Selection criteria and all strategy categories · Frozen selection record