🛡️ MT5 Multi-Strategy Trader Pro

A professional-grade automated trading system that connects to MetaTrader 5, runs 25 independent strategies across 6 instruments (Gold, NAS100, US500, US30, BTC, ETH), and provides a real-time Dash dashboard with confluence-based signal scoring, backtesting engine, risk management, trade journaling, and multi-channel alert notifications.

🎯 Key Features

Feature	Description
🔍 25 Trading Strategies	From scalping to swing trading across 6 instruments
📊 Real-Time Dashboard	Plotly Dash UI with live signals, charts, and analytics
🧠 Confluence Scoring	Multi-factor signal quality assessment (0-100)
📈 Backtesting Engine	Walk-forward optimization with professional metrics
🛡️ Risk Management	Position sizing, daily/weekly/monthly loss caps
📔 Trade Journal	Auto-sync from MT5 with analytics
🔔 Multi-Channel Alerts	Desktop, Sound, Telegram, Discord
⚡ Multi-Timeframe	M1/M5/M15/H1/H4/D1/W1 analysis

🏗️ System Architecture

┌─────────────────────────────────────────────────────────────────────────────┐
│                           TRADING SYSTEM PRO                                │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                             │
│  ┌─────────────────┐      ┌──────────────────┐      ┌──────────────────┐   │
│  │   MT5 Terminal  │ ───► │    Data Feed     │ ───► │   Strategy      │   │
│  │  (Live Prices)  │      │ (Multi-TF Cache) │      │    Scanner      │   │
│  └─────────────────┘      └──────────────────┘      └────────┬─────────┘   │
│                                                                             │
│                                                  ┌──────────────┐          │
│                                                  │ 25 Strategies │          │
│                                                  │  A - Y        │          │
│                                                  └───────┬───────┘          │
│                                                          │                  │
│                                                          ▼                  │
│  ┌─────────────────────────────────────────────────────────────────────┐   │
│  │                         SIGNAL PROCESSING PIPELINE                  │   │
│  ├─────────────────────────────────────────────────────────────────────┤   │
│  │  1. Strategy.analyze() ──► Raw Signal (direction, entry, SL, TP)  │   │
│  │  2. ConfluenceEngine.score() ──► Scored Signal (0-100, tier)       │   │
│  │  3. RiskManager.check_entry() ──► Position sizing validated       │   │
│  │  4. AlertEngine.fire() ──► Multi-channel notifications              │   │
│  │  5. JournalDB.log_signal() ──► SQLite persistence                   │   │
│  └─────────────────────────────────────────────────────────────────────┘   │
│                                                                             │
│                              ┌─────────┬─────────┬─────────┐               │
│                              │   📊   │   🛡️   │   🔔   │               │
│                              │Dashboard│  Risk   │ Alerts  │               │
│                              │ (Dash)  │Manager  │ Engine  │               │
│                              └─────────┴─────────┴─────────┘               │
│                                                                             │
└─────────────────────────────────────────────────────────────────────────────┘

📊 Data Flow Pipeline

┌─────────────────────────────────────────────────────────────────────────────┐
│                              DATA FLOW                                      │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                             │
│  MT5 Terminal ─────────────────────────────────────────────► Prices         │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────────────────────────────────────────────────────────────┐   │
│  │                         DATA FEED                                    │   │
│  │  • Polls MT5 every N seconds                                        │   │
│  │  • Fetches M1/M5/M15/H1/H4/D1/W1 for all symbols                   │   │
│  │  • Caches OHLCV DataFrames                                          │   │
│  │  • Fires new-bar callbacks to strategies                            │   │
│  └────────────────────────────────────────────────────────────────────┘   │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────────────────────────────────────────────────────────────┐   │
│  │                       INDICATORS                                    │   │
│  │  • Trend: EMA, SMA, ADX, Ichimoku                                  │   │
│  │  • Momentum: RSI, MACD, Stochastic, Williams %R, CCI              │   │
│  │  • Volatility: ATR, Bollinger Bands, Keltner Channels             │   │
│  │  • Structure: Swing Points, BOS, Order Blocks, FVGs, S/R          │   │
│  │  • Volume: Volume SMA, OBV, VWAP, Volume Surge                   │   │
│  └────────────────────────────────────────────────────────────────────┘   │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────────────────────────────────────────────────────────────┐   │
│  │  STRATEGIES ───► Signal (direction, entry, SL, TP, confluence)    │   │
│  └────────────────────────────────────────────────────────────────────┘   │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────────────────────────────────────────────────────────────┐   │
│  │                    CONFLUENCE ENGINE                               │   │
│  │  • Trend alignment (20%)    • Structure proximity (18%)          │   │
│  │  • Volume confirmation (16%) • Momentum zone (16%)               │   │
│  │  • Session quality (14%)    • Volatility context (12%)           │   │
│  │  • Multi-TF bonus (4%)      • RR multiplier [1.0-1.5]           │   │
│  └────────────────────────────────────────────────────────────────────┘   │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────────────────────────────────────────────────────────────┐   │
│  │                       RISK MANAGER                                 │   │
│  │  • Per-trade risk %           • Daily/Weekly/Monthly caps        │   │
│  │  • Consecutive loss pause     • Correlation blocks                │   │
│  │  • Position sizing formula: Lots = (Balance × Risk%) / (SL × PV) │   │
│  └────────────────────────────────────────────────────────────────────┘   │
│       │                                                                   │
│       ▼                                                                   │
│  ┌────────────┐ ┌────────────┐ ┌────────────┐ ┌────────────┐        │
│  │  Dashboard │ │   Alerts    │ │   Journal   │ │  Backtest  │        │
│  │    (UI)    │ │  (Multi-CH) │ │  (SQLite)   │ │   (Engine) │        │
│  └────────────┘ └────────────┘ └────────────┘ └────────────┘        │
│                                                                             │
└─────────────────────────────────────────────────────────────────────────────┘

📈 All 25 Strategies

🥇 Gold (XAUUSD) — 8 Strategies

ID	Strategy Name	Style	Timeframes	Win Rate	R:R	Trading Session
A	London Breakout Trap	Scalp	M5, M15	60-68%	1:2	London Open
B	VWAP+OB Sniper	Scalp	M1, M5	55-62%	1:2	NY Open
C	News Spike Fade	Scalp	M1, M5	55-60%	1:1.5	NY Open, London
D	DXY Divergence	Day	M15, H1	62-70%	1:2	London-NY Overlap
E	Session Transition	Day	M15, H1	58-65%	1:2	NY Open
F	Trendline Break+Retest	Day	M15, H1	55-62%	1:2.5	London, NY
G	Weekly Institutional	Swing	H4, D1, W1	55-60%	1:3+	London, NY
H	Fibonacci Cluster	Swing	H4, D1	55-60%	1:3-5	London, NY

📈 NAS100 (USTEC) — 5 Strategies

ID	Strategy Name	Style	Timeframes	Win Rate	R:R	Trading Session
I	ORB (Opening Range)	Scalp	M5, M15	58-70%	1:2	NY Open
J	EMA Ribbon Scalp	Scalp	M1, M5	55-60%	1:1.5	NY Open, London
K	Power of 3 (ICT)	Scalp	M5, M15	55-65%	1:3	NY Open
L	Gap Fill	Day	M15, H1	65-72%	1:1.5	NY Open
M	20/50 EMA Pullback	Swing	H4, D1	55-62%	1:2.5	NY

📊 US500 (S&P 500) — 3 Strategies

ID	Strategy Name	Style	Timeframes	Win Rate	R:R	Trading Session
N	VWAP Mean Reversion	Scalp	M1, M5	63-72%	1:1.75	NY Open
O	Multi-TF Trend	Day	M5, M15, H1	58-64%	1:2	London, NY
P	RSI + Structure	Swing	D1, W1	55-62%	1:2.5	NY

📉 US30 (Dow Jones) — 3 Strategies

ID	Strategy Name	Style	Timeframes	Win Rate	R:R	Trading Session
Q	Round Number Bounce	Scalp	M5, M15	60-66%	1:2	NY Open, London
R	ICT Silver Bullet	Day	M5, M15	55-65%	1:3	Silver Bullet Windows
S	Breakout-Retest	Swing	H4, D1	60-70%	1:3	NY

₿ Crypto (BTC/ETH) — 6 Strategies

ID	Strategy Name	Style	Timeframes	Win Rate	R:R	Notes
T	BTC Round Number Bounce	Scalp	M5	60-70%	1:3	24/7 Trading
U	ETH Trend Following	Day	H4	58-65%	1:2.5	24/7 Trading
V	BTC Momentum Breakout	Scalp	M15	58-68%	1:3	24/7 Trading
W	BTC RSI Divergence	Day	H1	60-68%	1:2.5	24/7 Trading
X	ETH Order Block Sniper	Scalp	M5	58-66%	1:2	24/7 Trading
Y	ETH Multi-TF Confluence	Swing	H4, D1	55-63%	1:3	24/7 Trading

🧠 Confluence Scoring System

Every signal passes through the ConfluenceEngine that calculates a quality score from 0-100:

Factor Weights

┌─────────────────────────────────────────────────────────────────────────────┐
│                        CONFLUENCE SCORING WEIGHTS                          │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                             │
│  ┌─────────────────┬────────┬─────────────────────────────────────────┐    │
│  │ Factor          │ Weight │ Description                             │    │
│  ├─────────────────┼────────┼─────────────────────────────────────────┤    │
│  │ 🔮 Trend        │  20%   │ Multi-TF EMA alignment (M5/M15/H1)      │    │
│  │ 📊 Structure    │  18%   │ Proximity to OB/FVG/S/R/Round Levels    │    │
│  │ 📈 Volume       │  16%   │ Volume surge + OBV confirmation        │    │
│  │ 💪 Momentum     │  16%   │ RSI zone + MACD histogram direction    │    │
│  │ ⏰ Session      │  14%   │ Session quality (optimal/suboptimal)    │    │
│  │ 🌊 Volatility   │  12%   │ ATR regime (not range-day, not spike)   │    │
│  │ 🔄 Multi-TF    │   4%   │ Bonus for 3-TF alignment               │    │
│  └─────────────────┴────────┴─────────────────────────────────────────┘    │
│                                                                             │
│  RR Multiplier: 1.0 + min(RR / 5.0, 0.5) = [1.0 - 1.5]                    │
│                                                                             │
└─────────────────────────────────────────────────────────────────────────────┘

Quality Tiers

Tier	Score Range	Description	Action
🏆 Elite	85-100	Highest confidence	Full position size
⭐ High	70-84	Strong setup	Standard size
✅ Normal	60-69	Acceptable	Reduced size
❌ Low	<60	Below threshold	Filtered out

Veto Gates (Score → 0)

❌ Cross-TF trend conflict (H1 direction opposes M15)
❌ Volume divergence (declining volume into entry bar)

Partial Penalty (×0.5)

⚠️ RSI divergence detected

📊 Indicators Module

Module	File	Indicators
Trend	`indicators/trend.py`	EMA (10/21/50/200), SMA, ADX, Ichimoku Cloud, VWAP
Momentum	`indicators/momentum.py`	RSI, MACD, Stochastic, Williams %R, CCI
Volatility	`indicators/volatility.py`	ATR, Bollinger Bands, Keltner Channels, Asian Range, Gap
Structure	`indicators/structure.py`	Swing Points, BOS/CHoCH, Order Blocks, FVGs, S/R, Round Levels, Trendlines
Volume	`indicators/volume.py`	Volume SMA, OBV, VWAP, Volume Surge, Volume ROC
Confluence	`indicators/confluence.py`	Multi-factor scoring engine

🖥️ Dashboard

The real-time Plotly Dash dashboard provides:

Main Sections

Section	Description
📡 Signal Table	Live signals with direction, score, quality tier, entry/SL/TP
📈 TradingView Charts	Interactive charts per instrument with entry/exit markers
📊 Strategy Performance	Win rates, P&L, signal history per strategy
🛡️ Risk Monitor	Daily P&L, open exposure, consecutive losses
📔 Journal View	Complete trade history with analytics
⚙️ Backtest Panel	Run historical tests and view results
🔔 Alert History	Recent alerts and notifications

Dashboard Preview

┌─────────────────────────────────────────────────────────────────────────────┐
│                    TRADING SYSTEM PRO DASHBOARD                            │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                             │
│  ┌─────────────────────────────────────────────────────────────────────┐    │
│  │  SIGNAL SCANNER                                    🔄 Refresh: 2s  │    │
│  ├─────────────────────────────────────────────────────────────────────┤    │
│  │  Time    │ Strategy │ Symbol │ Dir  │ Entry  │ SL   │ TP   │ Score │    │
│  │  ─────────────────────────────────────────────────────────────────  │    │
│  │  14:32   │ A        │ XAUUSD │ BUY  │ 2345.5 │ 2340 │ 2356 │  82   │    │
│  │  14:28   │ N        │ US500  │ SELL │ 5020   │ 5028 │ 5010 │  78   │    │
│  │  14:15   │ Q        │ US30   │ BUY  │ 38500  │ 38460│ 38600│  71   │    │
│  └─────────────────────────────────────────────────────────────────────┘    │
│                                                                             │
│  ┌─────────────────────────────────────┐  ┌────────────────────────────┐   │
│  │         CHART (TradingView)         │  │      RISK MONITOR         │   │
│  │                                     │  ├────────────────────────────┤   │
│  │    [Interactive OHLCV Chart]       │  │  Balance: $10,000         │   │
│  │                                     │  │  Daily P&L: +$250 (2.5%)  │   │
│  │    Entry/Exit markers on chart      │  │  Weekly P&L: +$800 (8%)   │   │
│  │                                     │  │  Open Positions: 2/3      │   │
│  └─────────────────────────────────────┘  │  Consecutive Losses: 0    │   │
│                                           └────────────────────────────┘   │
│                                                                             │
└─────────────────────────────────────────────────────────────────────────────┘

🛡️ Risk Management

Configuration

Parameter	Default	Description
`MAX_RISK_PER_TRADE`	1.0%	Maximum risk per trade
`MAX_DAILY_LOSS`	3.0%	Maximum daily loss cap
`MAX_WEEKLY_LOSS`	6.0%	Maximum weekly loss cap
`MAX_MONTHLY_DRAWDOWN`	10.0%	Maximum monthly drawdown
`MAX_CONCURRENT_TRADES`	3	Maximum open positions
`CONSECUTIVE_LOSS_PAUSE`	3	Pause after N consecutive losses
`PAUSE_MINUTES`	60	Duration of pause (minutes)

Position Sizing Formula

Lots = (Account Balance × Risk%) / (SL Distance × Point Value)

Where:

Point Value = Contract Size × Point
Result is snapped to broker's volume step and bounded by min/max

Correlation Blocks

Instruments	Correlation	Rule
NAS100 ↔ US500	0.92	Same direction forbidden
US500 ↔ US30	0.95	Same direction forbidden

📊 Backtesting Engine

Features

Walk-forward optimization with configurable in-sample/out-of-sample splits
Parquet caching for fast re-runs
Vectorized indicators for performance
Bar-by-bar signal replay
Professional metrics: Win Rate, Profit Factor, Sharpe Ratio, Sortino, CAGR, Max Drawdown

Metrics Calculated

Metric	Description
Win Rate	Percentage of profitable trades
Profit Factor	Gross profit / Gross loss
Sharpe Ratio	Risk-adjusted return
Sortino Ratio	Downside risk-adjusted return
CAGR	Compound Annual Growth Rate
Max Drawdown	Largest peak-to-trough decline
R-Multiples	Average RR achieved

📔 Trading Journal

Features

Auto-sync from MT5 history_deals
Signal logging with strategy_id and confluence
Trade analytics per strategy/day/week/month
Screenshot attachment support
Notes and tags for each trade

Database Schema

-- Trades table
CREATE TABLE trades (
    ticket       INTEGER PRIMARY KEY,
    symbol       TEXT,
    direction    TEXT,
    strategy_id  TEXT,
    open_time    TEXT,
    close_time   TEXT,
    entry_price  REAL,
    close_price  REAL,
    sl           REAL,
    tp           REAL,
    lot          REAL,
    profit       REAL,
    commission   REAL,
    swap         REAL,
    pips         REAL,
    rr_achieved  REAL,
    outcome      TEXT,  -- WIN/LOSS/BE
    confluence   TEXT,
    notes        TEXT,
    screenshot   TEXT
);

-- Signals log table
CREATE TABLE signals_log (
    timestamp    TEXT,
    strategy_id  TEXT,
    symbol       TEXT,
    direction    TEXT,
    entry        REAL,
    sl           REAL,
    tp           REAL,
    score        REAL,
    quality_tier TEXT,
    confluence   TEXT
);

🔔 Alert System

Channels

Channel	Description	Requirements
🖥️ Desktop	Windows toast notifications	`plyer` library
🔊 Sound	Windows beep sound	`winsound` (built-in)
📱 Telegram	Bot messages	`TELEGRAM_BOT_TOKEN` + `TELEGRAM_CHAT_ID`
💬 Discord	Webhook notifications	`DISCORD_WEBHOOK_URL`

Alert Levels

Level	Color	Use Case
`INFO`	🔵	System start/stop
`SIGNAL`	🟢	New trading signal
`WARNING`	🟡	Signal blocked by risk
`CRITICAL`	🔴	Risk limit hit

Features

Deduplication via fingerprint hashing
Cooldown between same alerts
SQLite history for audit trail
Severity-based filtering

🚀 Installation

Prerequisites

Requirement	Version
🐍 Python	3.10+
🖥️ OS	Windows (MT5 terminal required)
📊 MT5	Terminal running with active account

Setup

# 1. Clone the repository
git clone https://github.com/mahmoud20138/MultiStrategy-Trader-Pro.git
cd MultiStrategy-Trader-Pro

# 2. Create virtual environment
python -m venv venv
venv\Scripts\activate  # Windows

# 3. Install dependencies
pip install -r requirements.txt

Requirements

MetaTrader5>=5.0.45
pandas>=2.0.0
numpy>=1.24.0
plotly>=5.18.0
dash>=2.14.0
dash-bootstrap-components>=1.5.0
pydantic>=2.5.0
python-dotenv>=1.0.0
plyer>=2.1.0
APScheduler>=3.10.0
requests>=2.31.0
pyarrow>=14.0.0

Configuration

Create a .env file in the project root:

# MT5 Connection
MT5_PATH=C:\Program Files\MetaTrader 5\terminal64.exe
MT5_LOGIN=12345678
MT5_PASSWORD=your_password
MT5_SERVER=YourBroker-Server

# Symbols
SYMBOL_GOLD=XAUUSD
SYMBOL_NAS100=USTEC
SYMBOL_US500=US500
SYMBOL_US30=US30
SYMBOL_DXY=USDX
SYMBOL_BTC=BTCUSD
SYMBOL_ETH=ETHUSD

# Crypto (enable/disable)
ENABLE_CRYPTO=false

# Risk Management
MAX_RISK_PER_TRADE=1.0
MAX_DAILY_LOSS=3.0
MAX_WEEKLY_LOSS=6.0
MAX_MONTHLY_DRAWDOWN=10.0
MAX_CONCURRENT_TRADES=3

# Alerts
ENABLE_DESKTOP_ALERTS=true
ENABLE_SOUND_ALERTS=true
ENABLE_TELEGRAM=false
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
ENABLE_DISCORD=false
DISCORD_WEBHOOK_URL=

# Confluence Scoring
CONFLUENCE_MIN_SCORE=60

# Dashboard
DASH_HOST=127.0.0.1
DASH_PORT=8050
DASH_DEBUG=false

# System
POLL_INTERVAL_SECONDS=2
DB_PATH=data/journal.db
LOG_PATH=data/logs

📖 Usage

Basic Commands

# Launch full system with dashboard
python main.py

# Headless scanner only (no dashboard UI)
python main.py --no-dashboard

# Enable specific strategies
python main.py --strategies A,B,D,I

# Enable all gold strategies (A-H)
python main.py --strategies gold

# Enable crypto strategies (requires ENABLE_CRYPTO=true in .env)
python main.py --strategies T,U,V,W,X,Y

# Custom dashboard host/port
python main.py --host 0.0.0.0 --port 9000

CLI Options

Flag	Description	Example
`--no-dashboard`	Run scanner without the Dash UI	`python main.py --no-dashboard`
`--strategies A,B,D`	Enable specific strategy IDs	`python main.py --strategies A,B,D`
`--host`	Dashboard host	`python main.py --host 0.0.0.0`
`--port`	Dashboard port	`python main.py --port 9000`

Strategy Filters

# By instrument
python main.py --strategies gold      # A-H (Gold)
python main.py --strategies nas100    # I-M (NAS100)
python main.py --strategies us500     # N-P (US500)
python main.py --strategies us30       # Q-S (US30)

# By style
python main.py --strategies scalp     # All scalp strategies
python main.py --strategies day       # All day strategies
python main.py --strategies swing     # All swing strategies

🎯 Signal Example Output

2024-01-15 14:32:15 | INFO     | main            | [SIGNAL] A London Breakout Trap
2024-01-15 14:32:15 | INFO     | main            |   Instrument: XAUUSD | Direction: BUY | Strength: STRONG
2024-01-15 14:32:15 | INFO     | main            |   Entry: 2345.50 | SL: 2340.00 | TP: 2356.50 | RR: 2.0
2024-01-15 14:32:15 | INFO     | main            |   Score: 82/100 | Tier: HIGH
2024-01-15 14:32:15 | INFO     | main            |   Confluence: [Asian low sweep, Bullish reversal candle, Above EMA 21]

📁 Project Structure

MultiStrategy-Trader-Pro/
├── main.py                          # 🎯 Entry point (TradingSystem orchestrator)
├── config.py                       # ⚙️ Configuration (symbols, risk, strategies, sessions)
├── requirements.txt                # 📦 Python dependencies
├── LICENSE                         # 📜 MIT License
├── CONTRIBUTING.md                 # 🤝 Contribution guidelines
│
├── .github/
│   ├── ISSUE_TEMPLATE/
│   │   ├── bug_report.md           # 🐛 Bug report template
│   │   ├── feature_request.md      # ✨ Feature request template
│   │   └── instrument_request.md  # 🔧 Instrument request template
│   └── PULL_REQUEST_TEMPLATE.md   # 📝 PR template
│
├── core/                           # 🧠 Core trading system components
│   ├── mt5_connection.py          # 🔌 MT5 terminal wrapper (thread-safe singleton)
│   ├── data_feed.py               # 📡 Multi-TF data fetcher & polling engine
│   ├── risk_manager.py            # 🛡️ Position sizing, loss limits, correlation blocks
│   ├── backtest_engine.py         # 📊 Walk-forward backtester with metrics
│   └── optimizer.py               # 🔧 Parameter optimization job manager
│
├── strategies/                     # 🎯 Trading strategies (A-Y)
│   ├── __init__.py                # Strategy registry & factory
│   ├── base.py                    # BaseStrategy class & Signal model
│   ├── gold_strategies.py         # Strategies A-H (Gold/XAUUSD)
│   ├── nas100_strategies.py       # Strategies I-M (NAS100/USTEC)
│   ├── us500_strategies.py       # Strategies N-P (US500)
│   ├── us30_strategies.py        # Strategies Q-S (US30)
│   └── crypto_strategies.py       # Strategies T-Y (BTC/ETH)
│
├── indicators/                    # 📈 Technical indicators
│   ├── trend.py                   # EMA, SMA, ADX, Ichimoku, VWAP
│   ├── momentum.py                # RSI, MACD, Stochastic, Williams %R, CCI
│   ├── volatility.py              # ATR, Bollinger Bands, Keltner, Asian Range
│   ├── structure.py              # Swing Points, BOS, Order Blocks, FVGs, S/R
│   ├── volume.py                  # Volume SMA, OBV, VWAP, Volume Surge
│   └── confluence.py              # Multi-factor scoring engine (0-100)
│
├── dashboard/                     # 🖥️ Dash web interface
│   ├── app.py                     # Dash application factory & callbacks
│   ├── layout.py                  # UI layout (navbar, cards, tables)
│   ├── charts.py                  # Plotly chart builders
│   └── assets/
│       ├── tv_chart.html          # TradingView chart embed
│       └── signals.css            # Custom styling
│
├── alerts/                        # 🔔 Notification system
│   └── alert_engine.py            # Desktop, Sound, Telegram, Discord alerts
│
├── journal/                       # 📔 Trade journaling
│   └── journal.py                # SQLite journal, analytics, trade syncer
│
├── data/                          # 📂 Data storage
│   └── logs/                      # 📜 Rotating log files
│
└── utils/                         # 🛠️ Utilities (if any)

🔧 Strategy Implementation Details

Session Windows (UTC)

Session	Hours (UTC)	Description
Asian	00:00 - 08:00	Tokyo session
Asian Range	00:00 - 06:00	Low volatility range
London Open	07:00 - 09:00	High volatility open
London	07:00 - 16:00	European session
NY Open	12:00 - 14:00	US market open
NY	12:00 - 21:00	US session
Silver Bullet AM	15:00 - 16:00	10-11 AM ET
Silver Bullet PM	19:00 - 20:00	2-3 PM ET
London-NY Overlap	12:00 - 16:00	Highest liquidity

Timeframe Constants

Constant	Value	MT5 Name
`TF.M1`	1	M1 (1 minute)
`TF.M5`	5	M5 (5 minutes)
`TF.M15`	15	M15 (15 minutes)
`TF.M30`	30	M30 (30 minutes)
`TF.H1`	16385	H1 (1 hour)
`TF.H4`	16388	H4 (4 hours)
`TF.D1`	16408	D1 (1 day)
`TF.W1`	32769	W1 (1 week)
`TF.MN1`	49153	MN1 (1 month)

📊 Performance Metrics

System Startup

+==============================================================+
|                                                              |
|      TRADING SYSTEM PRO                                      |
|                                                              |
|                  SYSTEM PRO  -  25 Strategies                |
|        Gold - NAS100 - US500 - US30 - Crypto - Real-Time MT5 |
|                                                              |
+==============================================================+

[1/9] Connecting to MetaTrader 5...
  [OK] Connected - Account: 123456 | Balance: $10,000.00 | Server: MyBroker

[2/9] Starting data feed...
  [OK] Data feed polling 24 pairs every 2s

[3/9] Initializing risk manager...
  [OK] Risk limits: 1.0% per trade, 3.0% daily, 6.0% weekly

[4/9] Loading strategies...
  [OK] 19 strategies active: [A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S]

[5/9] Initializing alert engine...
  [OK] Alert channels: Desktop, Sound

[6/9] Setting up journal...
  [OK] Journal DB at data/journal.db — Syncer running

[7/9] Launching strategy scanner...
  [OK] Scanner started — 19 strategies active, scanning every 2s

[8/9] Starting backtest manager...
  [OK] Backtest workers ready (2 processes)

[9/9] Starting optimization manager...
  [OK] Optimization job manager ready

==============================================================
  [OK] ALL SYSTEMS GO — Scanner running
==============================================================

🤝 Contributing

Contributions are welcome! Please read the CONTRIBUTING.md file for guidelines.

Ways to Contribute

🐛 Report bugs via GitHub Issues
✨ Suggest features or improvements
📝 Improve documentation
🔧 Submit pull requests for new strategies or fixes

📜 License

This project is licensed under the MIT License - see the LICENSE file for details.

⚠️ Disclaimer

⚠️ WARNING: Trading financial instruments carries significant risk.

This system is for educational and research purposes only
Past performance does not guarantee future results
Always use proper risk management
Test thoroughly on demo accounts before live trading
The authors assume no liability for trading losses

🙏 Acknowledgments

MetaTrader 5 Python API
Plotly Dash for the dashboard
The trading community for strategy ideas

Made with ❤️ for algorithmic traders

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
.github		.github
alerts		alerts
core		core
dashboard		dashboard
data/logs		data/logs
indicators		indicators
journal		journal
strategies		strategies
.gitignore		.gitignore
CONTRIBUTING.md		CONTRIBUTING.md
LICENSE		LICENSE
README.md		README.md
add_data_to_signals.py		add_data_to_signals.py
config.py		config.py
find_symbols.py		find_symbols.py
fix_column_names.py		fix_column_names.py
main.py		main.py
requirements.txt		requirements.txt
run.bat		run.bat
strategy_reference.py		strategy_reference.py
test_system.py		test_system.py

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🛡️ MT5 Multi-Strategy Trader Pro

🎯 Key Features

🏗️ System Architecture

📊 Data Flow Pipeline

📈 All 25 Strategies

🥇 Gold (XAUUSD) — 8 Strategies

📈 NAS100 (USTEC) — 5 Strategies

📊 US500 (S&P 500) — 3 Strategies

📉 US30 (Dow Jones) — 3 Strategies

₿ Crypto (BTC/ETH) — 6 Strategies

🧠 Confluence Scoring System

Factor Weights

Quality Tiers

Veto Gates (Score → 0)

Partial Penalty (×0.5)

📊 Indicators Module

🖥️ Dashboard

Main Sections

Dashboard Preview

🛡️ Risk Management

Configuration

Position Sizing Formula

Correlation Blocks

📊 Backtesting Engine

Features

Metrics Calculated

📔 Trading Journal

Features

Database Schema

🔔 Alert System

Channels

Alert Levels

Features

🚀 Installation

Prerequisites

Setup

Requirements

Configuration

📖 Usage

Basic Commands

CLI Options

Strategy Filters

🎯 Signal Example Output

📁 Project Structure

🔧 Strategy Implementation Details

Session Windows (UTC)

Timeframe Constants

📊 Performance Metrics

System Startup

🤝 Contributing

Ways to Contribute

📜 License

⚠️ Disclaimer

🙏 Acknowledgments

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