Volatility Squeeze Breakout
Closed-bar volatility squeeze then channel breakout.
USDJPY · H1 · Original trading hours
Source + EX5 + selected preset + checksums. Strategy Tester research build.

Passed the declared retrospective research gates: rolling-year EUR +564.19, PF 1.44; full-period EUR +4996.33, PF 1.40. Incomplete real ticks remain a limitation; this is not live or future performance.
How this strategy works
- Variant 0 uses H1 Bollinger bands with period 20 and 2 standard deviations. Current closed-bar bandwidth must be below 0.75 times the mean of the preceding 100 closed bandwidths.
- The same closed H1 bar must close beyond the preceding 20-bar high/low channel. The entry uses a 2.0 × ATR14 protective stop.
- The position closes on the opposite 20-bar channel break; no fixed profit target or time exit is used.
The selected configuration uses USDJPY / H1, variant s0. All indicator and session values used by this build are listed in the preset editor.
Measured backtests


| Period / model | Net EUR | PF | Trades | Equity DD | Native report |
|---|---|---|---|---|---|
| Development 2019.01.01 → 2024.01.01 M1 OHLC screening | +3,154.71 | 1.42 | 424 | 7.81% | MT5 report |
| Validation 2024.01.01 → 2025.01.01 M1 OHLC screening | +1,167.54 | 1.97 | 81 | 3.40% | MT5 report |
| 12-month review 2025.09.01 → 2026.09.01 Real-tick mode + fallback | +564.19 | 1.44 | 80 | 3.46% | MT5 report |
| Long review 2019.01.01 → 2026.09.21 Real-tick mode + fallback | +4,996.33 | 1.40 | 652 | 7.85% | 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 test
- Download and extract the ZIP. Copy
TFPriceResearch_Sessions.ex5intoMQL5/Experts/TradeForexin the MT5 data folder. Keep MQ5 and all MQH headers together if compiling. - Open Strategy Tester, select the EA, USDJPY and H1. 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.
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 +511.15; long-period stressed net EUR +4,470.17. 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-2564370f57ba97c01094027989d44e3476d57483ee1e05e6335b0f58112f2d07ec9
Tested EX5 SHA-256dde5445864f4d1abfe84c60bdfdde05c0de4f13f595d09a454eae78f8a2ff01f
Selection criteria and all strategy categories · Frozen selection record
