Portfolio

Variance breakout bot

A configurable calculation window, a filter against duplicate signals inside one time window, and a report of signal count per setting.

MT5 Professional trader Mehdi Sadeghi Technical analyst

Project specifications

Project specifications

Market
GBPUSD
TF
M30
Platform
MT5
Client type
Professional trader
Delivery window
9 weeks
Stack
MQL5, M30 data, spread simulator
Strategy
Standard deviation breakout
Modules
Calculation window + duplicate filter
Testing
Four-year backtest and forward test

Who this was for

Mehdi Sadeghi

Role
Technical analyst
City
Mashhad
Project reference
TBT-1405-19
Trade flow

The client's idea

Mehdi Sadeghi works GBPUSD on M30; the opening brief was: Turn my variance breakout idea — currently only on paper — into something testable.

Initial challenge

The idea was clear on paper, but nobody knew how many signals it produced historically or whether execution cost justified them.

Solution

A configurable calculation window, a filter against duplicate signals inside one time window, and a report of signal count per setting.

Why this design

The first deliverable was a signal-count report rather than a trading bot, on purpose. It matches how GBPUSD is actually traded and can be tested against the data already available.

Safeguards and risk control

Every rule that was ambiguous in the strategy text became an explicit, approved decision in the specification.

Our next-step proposal

The next step is documenting the second version of the strategy after a few weeks on demo.

Portfolio

Measured results

These are the figures the test produced — not a promise about future performance.

  • 4 years Test window
  • 6,500 Bars in the test set
  • 15 Configurable inputs
  • 8 scenarios Scenario test coverage

Portfolio

How the delivery ran

Every project moves through these five phases, with the window for each agreed in the specification.

  1. Discovery and problem framing

    Completed

    Reading the strategy document or the verbal rules and finding the ambiguities on GBPUSD.

    Day 2–6

  2. Written specification

    Completed

    Writing the numeric entry and exit conditions until no "it depends" is left.

    Day 7–17

  3. Implementation

    Completed

    Coding the rules with every decision drawn on the chart for the client to inspect.

    Day 18–39

  4. Testing and validation

    Completed

    Testing the edges: missing data, wide spreads and unexpected GBPUSD conditions.

    Day 40–53

  5. Handover and support

    Completed

    Handover with a table matching each client rule to the lines that implement it.

    Day 54–57