🔥 PHOENIX EA v3.0 — Autonomous Multi-Strategy Trading System

Advanced Expert Advisor for MetaTrader 5 with Custom Backtesting Framework

Overview

Phoenix is a fully autonomous Expert Advisor written in 100% pure MQL5 for MetaTrader 5. It implements a multi-strategy, multi-symbol, self-optimizing trading system with institutional-grade risk management and an advanced custom backtesting framework.

Key Features

Trading Engine

• 4 Strategies: Trend Following (EMA+ADX), Mean Reversion (BB+RSI), Breakout (Donchian+Volume), Scalper (Fast EMA+MACD)
• Signal Aggregator: Weighted multi-strategy scoring with regime-based filtering
• Market Regime Detection: 6 regimes (Trending Up/Down, Ranging, Volatile, Breakout, Uncertain)
• Multi-Symbol: Trade up to 10 symbols simultaneously from a single chart
• Session Awareness: Adjusts aggressiveness by London/NY/Tokyo/Sydney sessions

Risk Management

• Kelly Criterion position sizing with configurable fraction
• 3-Tier Drawdown Guard: Progressive risk reduction at Yellow/Orange/Red zones
• Circuit Breakers: Daily loss limit, max drawdown, consecutive losses, spread spikes
• Correlation Matrix: Prevents correlated position concentration
• Auto Account Detection: Micro/Small/Medium/Large account modes

Execution

• Smart Order Routing: Retry logic with progressive slippage
• ATR Trailing Stops: Dynamic stop management
• Breakeven Protection: Auto-move SL to entry + offset
• Partial Close: Take profit at configurable ratio

Optimization & Monitoring

• Genetic Allocator: 50-population GA optimizes strategy capital allocation
• Sharpe/Sortino/Calmar real-time performance metrics
• Telegram Notifications: Trade alerts, daily reports, risk warnings
• State Persistence: Binary save/restore survives MT5 restarts

Custom Backtesting Framework

• 5 Fitness Functions: Sharpe, Sortino, Calmar, PF×WR, Composite
• Monte Carlo Simulation: 1000+ permutation runs with risk-of-ruin analysis
• Walk-Forward Analysis: In-sample/Out-of-sample window validation
• Dark-Themed HTML Reports: Equity curves, monthly heatmap, strategy breakdown, trade log
• Automatic Penalty: -50% fitness if Monte Carlo ruin >20%, -40% if Walk-Forward fails

Project Structure (MetaEditor Format)

Phoenix/
├── Phoenix.mqproj              # MetaEditor project file
├── Phoenix.mq5                 # Main EA entry point
├── Headers/
│   ├── Core/                   # Defines, Logger, Globals
│   ├── Data/                   # DataEngine, SymbolInfo, Sessions, Calendar
│   ├── Signal/                 # SignalBase + Trend/MeanRevert/Breakout/Scalper + Aggregator
│   ├── Risk/                   # RiskManager, CircuitBreaker, DrawdownGuard, Correlation
│   ├── Execution/              # TradeExecutor (trailing, breakeven, partial close)
│   ├── Optimization/           # PerformanceTracker, GeneticAllocator
│   ├── Persistence/            # StateManager (binary state save/restore)
│   ├── Monitor/                # TelegramBot
│   └── Backtest/               # FitnessFunction, BacktestEngine, MonteCarloSim,
│                               # WalkForward, ReportGenerator
├── Sources/                    # Phoenix_Monitor.mq5 (chart dashboard indicator)
├── Resources/
├── Settings/                   # Conservative, Moderate, Aggressive presets (.set)
├── Files/                      # Runtime data (logs, state, reports)
└── Docs/                       # Architecture & deployment documentation

Quick Start

1. Open in MetaEditor: File → Open Project → Phoenix.mqproj
2. Compile: Press F7 (all headers compile through Phoenix.mq5)
3. Load Preset: Strategy Tester → Load Settings → choose from Settings/
4. Backtest: Run in Strategy Tester; check Files/ for HTML report
5. Go Live: Attach to chart, enable auto-trading, configure Telegram

Presets

Preset	Risk/Trade	Max DD	Strategies	Best For
Conservative	1.5%	15%	Trend + MeanRev	Live ≥$10K
Moderate	3.0%	25%	All 4	Demo / $500-$10K
Aggressive	4.0%	35%	All 5	Micro <$500 / Demo

Custom Backtesting

The built-in backtesting framework runs automatically during Strategy Tester optimization:

1. OnTester() collects all trades and computes fitness
2. Monte Carlo: Shuffles trade order 1000× to estimate worst-case drawdown
3. Walk-Forward: Validates parameter stability across IS/OOS windows
4. HTML Report: Generated automatically at Files/Phoenix_Report.html

Fitness Functions (select via InpCustomFitness)

• 0 = Sharpe Ratio
• 1 = Sortino Ratio
• 2 = Calmar Ratio
• 3 = Profit Factor × Win Rate
• 4 = Composite (default — weighted blend of all)

Requirements

• MetaTrader 5 (build 2190+ for Calendar API)
• Broker with hedging account
• VPS recommended for 24/7 operation

License

Proprietary — Copyright 2025, Phoenix Trading Systems. All rights reserved.