KCI Matrix EA: Momentum Entries, Grid Recovery, and Basket Exits
Summary
The document describes a MetaTrader 5 expert advisor that combines filtered momentum entries with a grid and hedge recovery system. Its entry rules use a Z-score, multi-timeframe trend alignment, a zero-line crossover, and a minimum slope; an overextension filter blocks entries when price has moved too far from its mean. Continuous entries are intended to add exposure while momentum persists.
After a reversal, the EA scales position size geometrically and manages buys and sells as one basket. It sums open profit, swaps, and estimated commissions, then closes the basket when the combined net amount reaches a target. The text includes illustrative code fragments and names related KCI indicators, but provides no complete specifications, performance data, or comparative test results. It explicitly characterizes the pictured results as tests rather than evidence for live trading. Grid escalation and cross-subsidizing losses can increase exposure and do not establish that the approach controls drawdowns or will be profitable.
Key ideas
- Entries require trend, crossover, and slope conditions, with a distance-from-mean filter to avoid stretched prices.
- Continuous chain entries add positions while the momentum signal remains active.
- A reversal triggers geometric grid sizing and smart hedging to manage open positions.
- The EA targets a combined basket profit after accounting for profit, swaps, and commissions.
- The document offers code excerpts but no quantified evidence of live performance or risk.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.