MT5 Quant Research Agent
An honest edge-discovery framework for MetaTrader 5 strategies.
Imports MT5/CSV data, applies real trading costs, and computes expectancy, PF, Sharpe/Sortino/MAR with walk-forward and Monte Carlo validation.
- Applies real spread, commission, and slippage before scoring
- Expectancy, PF, Sharpe, Sortino, and MAR metrics
- Walk-forward and Monte Carlo out-of-sample validation
- Live trading disabled by default
A research framework built around honesty rather than curve-fitted equity porn. It imports MetaTrader 5 or CSV data, applies realistic spread, commission, and slippage, and then computes the metrics that actually matter: expectancy, profit factor, Sharpe, Sortino, and MAR. Critically, it runs walk-forward analysis and Monte Carlo validation to test whether an apparent edge survives out of sample and reshuffling.
Live trading is disabled by default — the tool exists to find and stress-test edges, not to rush money into the market. It is the statistical-rigor backbone behind the EA work, the piece that decides whether a strategy is worth compiling into an Expert Advisor at all.
Research tooling only; past performance does not guarantee future results and nothing here is financial advice.
Automation is infrastructure, not financial advice. No profit guarantees. Every live system needs staged testing, risk limits, and owner approval.