Weekend Gap Fade
Monday gap fade toward Friday close.
EURUSD · H1 · London 08:00-11:00 local; entries only
Source + EX5 + selected preset + checksums. Strategy Tester research build.
Research result: did not pass both development and validation; rolling year net is not positive; rolling year profit factor below gate; rolling year has too few trades; rolling year loses under 25% commission/swap stress; full period net is not positive; full period profit factor below gate; full period has too few trades; full period loses under 25% commission/swap stress.
How this strategy works
- On early Monday H1 bars, compares the Monday opening price to the latest Friday close.
- Variant 0 requires a gap of at least 0.50 ATR, trades toward the Friday close and uses a 1.5 ATR stop.
- The trade closes after 24 hours; variants 1 and 2 require 0.75/1.00 ATR gaps and use 2.0/2.5 ATR stops.
The selected configuration uses EURUSD / H1, variant s1. 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 | +0.00 | 0.00 | 0 | 0.00% | MT5 report |
| Validation 2024.01.01 → 2025.01.01 M1 OHLC screening | +0.00 | 0.00 | 0 | 0.00% | MT5 report |
| 12-month review 2025.09.01 → 2026.09.01 Real-tick mode + fallback | +0.00 | 0.00 | 0 | 0.00% | MT5 report |
| Long review 2019.01.01 → 2026.09.21 Real-tick mode + fallback | +0.00 | 0.00 | 0 | 0.00% | 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, EURUSD 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 +0.00; long-period stressed net EUR +0.00. 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-256554d6aa9380e2c816901774ff57405626f01462a233e30d2d7877feb2e7c71c5
Tested EX5 SHA-256dde5445864f4d1abfe84c60bdfdde05c0de4f13f595d09a454eae78f8a2ff01f
Selection criteria and all strategy categories · Frozen selection record