MT5 Automated Trading Bot

Overview

Built a fully automated Expert Advisor for an independent trader who needed a reliable MACD + Supertrend strategy running on MetaTrader 5. The client had specific entry/exit rules, risk parameters, and multi-timeframe requirements that needed to be coded precisely into MQL5.

Beyond the EA itself, I built a companion Python backtesting framework to validate the strategy across multiple timeframes and instruments before going live — giving the client confidence in the system before risking real capital.

Key Features

MQL5 Expert Advisor with MACD crossover + Supertrend trend filter for entry signals
Configurable risk management — lot sizing as percentage of balance, stop-loss, take-profit, trailing stop
Multi-timeframe support with independent strategy parameters per timeframe
Python backtesting suite for historical validation using real OHLCV data
Parameter optimization workflow to find best-performing configurations across instruments
Clean trade logging for post-session analysis and performance tracking
Spread-aware simulation in backtests for realistic performance estimates

Technical Details

MQL5 with proper error handling for order execution, position management, and broker-specific edge cases
MACD histogram analysis for momentum detection, Supertrend overlay for trend confirmation — signals only fire when both agree
Risk per trade calculated dynamically from account balance with user-defined percentage caps
Python backtest engine using pandas for data processing and trade simulation with configurable slippage and spread
Strategy validated on multiple pairs and timeframes (5min, 15min, 1H) to confirm robustness before live deployment

Tech Stack

MQL5 MetaTrader 5 Python pandas OHLCV Data Backtesting Framework

Outcome

Delivered the EA with full documentation and the backtesting suite. The client tested it on their own data, confirmed it matched their trading rules, and released payment the same day. They've since come back for additional strategy work — the kind of repeat engagement that comes from getting the details right the first time.