Indexium EA
Indexium EA v1.0: Full Function Information — Adaptive SMC Buying and selling for World Indices with RL Engine
A complete walkthrough of each mode, characteristic, and setting in Indexium EA — the self-learning index-dedicated Good Cash Ideas auto-trader with VWAP Confluence, Hole Fill Engine, Opening Vary Breakout, Index Correlation Guard, and Q-Studying Reinforcement Studying for MetaTrader 5.
Introduction
No Grid. No Martingale. No Averaging. Indexium EA is a pure Good Cash Ideas buying and selling system designed particularly for international inventory indices. Each commerce has a set cease loss and an outlined risk-to-reward ratio.
Necessary — Backtesting Does NOT Work: Indexium EA is powered by a real-time Q-Studying Reinforcement Studying engine that adapts to dwell market situations — actual spreads, order circulate, hole dynamics, and tick-by-tick index worth motion. The Technique Tester can not replicate these situations:
- RL Studying: The Q-Desk begins empty in backtests — no studying historical past, no adaptive scoring
- Stay Gaps: Index market-open gaps are a crucial characteristic of index buying and selling — backtests can not simulate lifelike hole conduct
- VWAP: Quantity-Weighted Common Value requires actual quantity information from dwell classes — simulated quantity is unreliable
- Session Dynamics: Money open/shut timing, Opening Vary formation, and session-specific liquidity are not possible to simulate precisely
Methods to check correctly: Open a demo account along with your dealer, connect Indexium EA to any chart, and let it run with dwell information. That is the ONLY solution to see correct efficiency. The RL engine wants roughly 50-100 trades to start exhibiting its adaptive benefit.
Inventory indices (NAS100, US30, SPX500, DAX40, UK100) have essentially totally different worth dynamics than foreign exchange or commodities. Indices hole at market open, have outlined buying and selling classes tied to their house trade, exhibit VWAP-anchored institutional exercise, and present robust intraday mean-reversion patterns across the opening vary. Generic foreign exchange EAs ignore all of this — leading to poorly timed entries, missed gap-fill alternatives, and trades throughout low-liquidity pre-market hours.
Indexium EA v1.0 is purpose-built for indices. It consists of per-index profiles with customized SL ranges, unfold limits, and session home windows for NAS100, US30, SPX500, DAX40, and UK100. The VWAP Confluence Filter provides rating bonuses when alerts align with the day’s volume-weighted common worth. The Hole Fill Engine detects in a single day gaps and creates tradeable patterns. The Opening Vary Breakout (ORB) system identifies breakout setups from the primary half-hour of buying and selling. The Index Correlation Guard prevents overexposure to correlated indices. Mixed with the Q-Studying RL engine (14 options, persistent Q-Desk), Information Guard, OPEX Day Safety, Friday Shut Safety, and session-aware money open/shut cooldowns — Indexium EA is essentially the most complete index-native SMC buying and selling system obtainable.
Half 1: Getting Began
Set up:
- Copy Indexium_EA.ex5 to your MetaTrader 5 Specialists folder (MQL5/Specialists)
- Restart MT5 or click on “Refresh” within the Navigator panel
- Drag Indexium EA onto any chart (the chart image doesn’t matter)
- Allow “Permit Algo Buying and selling” within the toolbar and EA properties dialog
- The EA auto-detects your dealer’s index image names (NAS100/USTEC/US100, US30/DJ30/WS30, DAX40/GER40/DE40, and many others.)
On first load, the EA maps all index symbols to your dealer’s format utilizing its intensive alias database, hundreds preserved stats from Indexium_Stats.csv, hundreds the Q-Desk from Indexium_QTable.csv (if current), initializes the VWAP engine, applies per-index profiles, configures session home windows, applies the chosen Buying and selling Mode, and shows the interactive dashboard.
Default Index Checklist:
Index Checklist: NAS100, US30, SPX500, DAX40, UK100
Index Solely Mode: true (blocks non-index symbols)
Customized Mapping: auto (or guide: NAS100=USTEC, US30=DJ30, and many others.)
Half 2: Per-Index Profiles
Every index has distinctive volatility, unfold conduct, and session traits. Indexium EA applies customized profiles mechanically:
| Index | SL Vary (pts) | Session | Class |
|---|---|---|---|
| NAS100 | 40-250 | US (13:30-21:00 GMT) | US Index |
| US30 | 60-400 | US (13:30-21:00 GMT) | US Index |
| SPX500 | 5-40 | US (13:30-21:00 GMT) | US Index |
| DAX40 | 20-150 | EU (07:00-16:30 GMT) | EU Index |
| UK100 | 10-70 | EU (07:00-16:30 GMT) | EU Index |
Half 3: Buying and selling Mode Presets
Index-specific mode names: Institutional (conservative), Customary (balanced), Momentum (aggressive), and Customized.
| Parameter | Institutional | Customary | Momentum | Customized |
|---|---|---|---|---|
| Entry Timeframe | M15 | M5 | M1 | Person enter |
| Min Confluence Rating | 14+ | 9+ | 5 or much less | Person enter |
| Min R:R | 2.5+ | 1.5+ | 1.0 or much less | Person enter |
Default rating threshold of 9 (out of 28 most — greater than foreign exchange resulting from VWAP, hole fill, and ORB bonus sources).
Half 4: Q-Studying Reinforcement Studying Engine
The core intelligence. An identical 14-feature structure because the ium collection, however learns index-specific patterns — which indices carry out finest during which classes, which POI sorts work for indices, and the way hole/VWAP situations have an effect on outcomes.
14 Options Per Sign:
Function 1: H4 Bias | Function 2: H1 Construction | Function 3: Entry Sample
Function 4: Session Code | Function 5: RSI Zone | Function 6: Quantity Zone
Function 7: Unfold Zone | Function 8: ADX Zone | Function 9: Hour Block
Function 10: Day of Week | Function 11: H4 Value Zone | Function 12: POI Sort
Function 13: Image Class (US Index / EU Index) | Function 14: Divergence
Max Q-Desk Dimension: 2,000 states | Rating Modifier: -4 to +4
Adaptive Threat: 0.5x to 2.0x | Studying Fee: 0.15
Min Trades Earlier than Studying: 30 | Min Trades Per Image: 10
Persistence: Indexium_QTable.csv
Pure MQL5. No Python, no DLL, no exterior dependencies.
Half 5: Index-Native SMC Evaluation (5 Layers)
Index-calibrated parameters all through:
Layer 1 — H4 Macro Pattern:
EMA Quick: 50 | EMA Gradual: 200 | ADX Interval: 14 | ADX Threshold: 20.0
Layer 2 — H1 Construction:
Swing Lookback: 40 bars (Indices: sooner constructions than foreign exchange’s 50)
Layer 3 — M15 POI Detection:
OB Max Age: 60 bars (Indices: medium-life OBs)
FVG Min Dimension: ATR auto
Layer 4 — M5 Momentum (Index-Tuned):
RSI Interval: 14 (Indices: 14 vs foreign exchange 7 — smoother for index noise)
Stochastic: Ok=8, D=3, Gradual=5 (wider settings for index volatility)
Quantity Threshold: 1.5x (Indices: actual trade quantity obtainable)
Layer 5 — Entry Patterns:
Pin Bar Wick/Physique: 2.0
Engulfing Protection: 0.7 (Indices: gap-candle pleasant — barely looser)
Retest Lookback: 8 bars (Indices: retest sooner than foreign exchange)
Half 6: VWAP Confluence Filter
Quantity-Weighted Common Value is the institutional benchmark for index buying and selling. Indexium EA calculates intraday VWAP in actual time for every index and makes use of it as a confluence filter:
VWAP Filter: true
VWAP Alignment Bonus: +2 (sign path aligns with worth vs VWAP)
Counter-VWAP Penalty: -1 (sign conflicts with VWAP positioning)
How It Works:
- Value above VWAP + BUY sign = bullish alignment, +2 bonus
- Value beneath VWAP + SELL sign = bearish alignment, +2 bonus
- Value above VWAP + SELL sign = counter-VWAP, -1 penalty
- VWAP resets every day at session open for every index
VWAP is among the most dependable indicators of institutional sentiment in index markets. Trades aligned with VWAP path have statistically greater win charges.
Half 7: Hole Fill Engine
Inventory indices repeatedly hole at market open (the distinction between earlier shut and present open). Many of those gaps “fill” — worth returns to the earlier shut degree. Indexium EA detects these patterns:
Hole Fill Sample: true
Min Hole Dimension: 0.10 ATR (filters insignificant gaps)
When a major hole is detected at market open, the Hole Fill Engine creates a tradeable sample within the path of the hole fill. This can be a well-documented institutional sample — market makers continuously drive worth again to the earlier near fill orders left in a single day.
Half 8: Opening Vary Breakout (ORB)
The primary half-hour of the money session establishes the Opening Vary — a key reference for the remainder of the day:
Opening Vary Breakout: true
ORB Length: half-hour (first half-hour of money session)
After the Opening Vary is established, Indexium EA displays for breakouts above the excessive or beneath the low. These breakouts, when mixed with SMC confluence (development, construction, POI), present high-probability directional alerts.
Half 9: Index Correlation Guard & SPX Sentiment
US indices (NAS100, US30, SPX500) are extremely correlated. Buying and selling the identical path on all three concurrently creates concentrated danger. The Correlation Guard manages this:
Max Identical-Route Trades: 3 (throughout all indices)
SPX Sentiment Bonus: +1 (when SPX500 confirms path for different US indices)
SPX500 serves as a market-wide sentiment indicator. When SPX500’s development aligns with a sign on NAS100 or US30, a further +1 bonus is utilized.
Half 10: Session Administration
Session Filter: true
Money Open Cooldown: half-hour (skip first 30 min after market open)
Money Shut Buffer: half-hour (cease buying and selling 30 min earlier than shut)
GMT Offset: 99 (auto-detect)
The Money Open Cooldown avoids the chaotic first half-hour when spreads are vast and worth motion is erratic. The Shut Buffer prevents getting into new trades close to session finish when liquidity drops.
Information Guard:
Information Guard: true (MQL5 Calendar integration)
Pre-Occasion Buffer: quarter-hour | Publish-Occasion Buffer: 10 minutes
OPEX Day Safety: false (elective — skip choices expiration days)
Friday Shut Safety:
Friday Safety: true
Friday Cease Hour: 19 (GMT — 1 hour earlier than market shut)
Half 11: Threat Administration (Index-Calibrated)
Threat Per Commerce: 1.0%
Lot Mode: Mounted (default) or Threat P.c
Mounted Lot: 0.02
Min R:R: 1.5
ATR Interval: 14
BE Buffer: 3.0 factors (per-index dynamic)
Trailing Step: 3.0 pips | Trailing Begin: 5.0 pips
TP1: 35% | TP2: 40% | TP3: 30% (bigger runner for index traits)
Slippage: 30 factors (greater for indices — index execution could be slower)
Half 12: Configuration Suggestions
New Index Merchants:
Buying and selling Mode: Institutional (Conservative)
Threat Per Commerce: 0.5%
Commerce Filter: PAPER_FIRST
VWAP Filter: true
Hole Fill: true
ORB: true
Information Guard: true
Friday Safety: true
Customary Index Buying and selling (Beneficial):
Buying and selling Mode: Customary (Balanced)
Threat Per Commerce: 1.0%
Commerce Filter: WR_GUARD
All filters enabled
RL Enabled: true
Skilled Scalpers:
Buying and selling Mode: Momentum (Aggressive)
Threat Per Commerce: 1.0-2.0%
RL Enabled: true
Half 13: Persistent Knowledge
Indexium_Stats.csv — Per-index win/loss statistics
Indexium_QTable.csv — Q-Studying state-action values (your index studying historical past)
Indexium_TradeLog.csv — Full commerce historical past with 14 options per commerce
Conclusion
Indexium EA v1.0 offers a devoted, self-learning index buying and selling system:
- Per-Index Profiles — Customized SL ranges, unfold limits, classes for NAS100, US30, SPX500, DAX40, UK100
- Q-Studying RL Engine — 14 options, learns which index setups work on your dealer
- VWAP Confluence — Institutional benchmark alignment with +2/-1 rating affect
- Hole Fill Engine — Detects and trades market-open hole patterns
- Opening Vary Breakout — 30-minute ORB sample detection
- Index Correlation Guard — Prevents overexposure to correlated US indices
- SPX Sentiment — Market-wide sentiment affirmation bonus
- Session-Conscious — Money open/shut cooldowns, Information Guard, OPEX safety, Friday safety
Full ium Buying and selling Sequence
Indexium EA is a part of the ium Sequence. Every product makes use of the identical confirmed SMC + Reinforcement Studying structure however is totally optimized for its particular asset class:
| Product | Asset Class | Specialty | Hyperlink |
|---|---|---|---|
| Stratum EA | Foreign exchange (20 FX pairs) | OCM Foreign money Energy Filter, FX Solely Mode, 20-pair scanning | View Product | Learn Information |
| Goldium EA | Gold (XAUUSD) | DXY USD Energy Filter, Kill Zone Buying and selling, Asian Vary Breakout, Information Guard | View Product | Learn Information |
| Indexium EA (You Are Right here) | Indices (NAS100, US30, SPX500, DAX40, UK100) | VWAP Confluence, Hole Fill Engine, Opening Vary Breakout, Index Correlation Guard | View Product |
| Satoshium EA | Bitcoin (BTCUSD) | 24/7 BTC classes, Weekend Safety, BTC volatility calibration | View Product | Learn Information |
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Disclaimer: Buying and selling entails substantial danger of loss. Inventory indices are unstable devices with hole danger and session-specific liquidity. Indexium EA assists with automated Good Cash Ideas evaluation and commerce execution — it doesn’t assure outcomes. Previous efficiency doesn’t point out future outcomes. At all times commerce responsibly and by no means danger greater than you’ll be able to afford to lose.