Metatrader 5 Expert Advisor | New: Sideways Martingale | MQL5 Community Release 📈 MT4 & MT5 Downloads

Fresh MQL5 code release – perfect for enhancing your MT4/MT5 strategies.

Backtest EURUSD 01/03/2025 - 20/01/2026 Timeframe M5 (ONNX AI training specifically for M5-M15)

Backtest GBPUSD 01/03/2025 - 20/01/2026 Timeframe M5 (ONNX AI training specifically for M5-M15)

1. General Overview

SidewaysMartingale is an Expert Advisor designed to trade sideways (range-bound) markets using a martingale recovery strategy, enhanced with an AI-based trend detector implemented via an ONNX model.

The EA combines:

AI trend classification (Sideway / Bullish / Bearish)
Envelopes indicator for range-based entries
Controlled martingale position scaling
Profit-based basket closing
Margin-based emergency stop

The core idea is:

Trade only when the market is statistically classified as sideways, and avoid adding martingale positions when a strong trend is detected.

2. AI Trend Detector (ONNX Integration)

ONNX Model Output

The ONNX model returns:

A predicted label (not directly used)
A probability vector with three probabilities:

Variable	Meaning
prob_side	Probability that the market is sideways / ranging
prob_bull	Probability that the market is bullish (uptrend)
prob_bear	Probability that the market is bearish (downtrend)

These probabilities are extracted as:

float prob_side = prob_data[0].values[0]; float prob_bull = prob_data[0].values[1]; float prob_bear = prob_data[0].values[2];

3. Feature Engineering (AI Inputs)

The EA feeds 9 engineered features into the ONNX model:

Feature Index	Description
f[0]	EMA200 slope (trend direction & strength)
f[1]	Price distance from EMA200
f[2]	ATR value (volatility)
f[3]	Candle range normalized by ATR
f[4]	Breakout pressure vs previous high
f[5]	Candle body dominance
f[6]	Day of week
f[7]	Hour of day
f[8]	Previous candle direction

These features allow the AI model to detect:

Market volatility
Trend strength
Time-based behavioral patterns
Price structure behavior

4. Sideways Market Detection Logic

A market is considered sideways when:

bool is_sideway = (prob_side >= InpAISidewayThreshold);

Example:

If InpAISidewayThreshold = 0.70
Then at least 70% confidence is required to classify the market as sideways

👉 No new trades are opened unless this condition is met

5. Entry Logic (Scalping in Range)

The EA uses Envelopes to detect range extremes.

Buy Entry

if(price_close <= lower[0] && is_sideway)

Price touches or breaks the lower envelope
AI confirms a sideways market
Opens a BUY position

Sell Entry

elseif(price_close >= upper[0] && is_sideway)

Price touches or breaks the upper envelope
AI confirms a sideways market
Opens a SELL position

💡 This ensures trades are taken only at range extremes during non-trending conditions.

6. Martingale Recovery Logic

When positions already exist, the EA applies a distance-based martingale:

New position is opened only if price moves away by a defined pip distance
Lot size increases using a multiplier ( LotMultiplier )
Maximum number of trades is limited ( MaxTradesInSeries )

Distance Check

if(dist >= reqDist)

7. AI Safety Filter for Martingale

This is a critical risk control mechanism.

Before adding a new martingale position, the EA checks:

If current series is BUY

if(s_seriesType == POSITION_TYPE_BUY && prob_bear >= InpAISafetyThreshold) return;

If current series is SELL

if(s_seriesType == POSITION_TYPE_SELL && prob_bull >= InpAISafetyThreshold) return;

🔒 Meaning:

If AI detects a strong opposite trend
And confidence exceeds InpAISafetyThreshold
Martingale expansion is stopped

This prevents:

Martingale during strong breakouts
Deep drawdowns caused by trend continuation

8. Profit Target & Basket Closing

The EA monitors total floating profit across all positions:

if(totalProfitUSD >= TakeProfitTargetUSD)

Once reached:

All positions are closed
Martingale series is reset
EA waits for a new sideways setup

This approach treats all positions as one basket trade.

9. Risk Management

Margin-Based Emergency Stop

if(((bal - eq)/bal)*100.0 >= StopLossByMarginPercent)

If equity drawdown exceeds a defined percentage:

All positions are immediately closed
Prevents margin call scenarios

10. Strategy Summary

Component	Purpose
AI Trend Detector	Classifies market regime
prob_side	Allows trading only in ranges
prob_bull / prob_bear	Blocks martingale during strong trends
Envelopes	Defines range extremes
Martingale	Recovery in sideways markets
Basket TP	Fast exit after mean reversion
Margin SL	Account-level protection