Mean Reversion Trading Bot – Multi-Symbol (MT5)

A professional algorithmic trading bot designed for the MetaTrader 5 (MT5) platform. This bot implements a Mean Reversion strategy across multiple financial instruments, including FX pairs, Gold (XAUUSD), and Indices (S&P 500).

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📈 Strategy Overview

The bot identifies overextended price movements and trades the return to the mean. It uses a combination of volatility, momentum, and trend strength filters.

Core Indicators

• Bollinger Bands (BB): Defines the "mean" and standard deviation boundaries.
• Relative Strength Index (RSI): Confirms overbought/oversold conditions.
• Average Directional Index (ADX): Acts as a regime filter to ensure trades are only taken in low-trend (sideways) environments.
• Average True Range (ATR): Used for dynamic volatility-based Stop Loss calculation.

Entry Conditions

• BUY: Price crosses above the Lower Bollinger Band AND RSI < 30 AND ADX < 18.
• SELL: Price crosses below the Upper Bollinger Band AND RSI > 70 AND ADX < 18.

Risk Management

• Dynamic SL: 1.5x ATR distance from entry.
• Risk/Reward (RR): Default 0.9 (configurable).
• Time Filter: Operates strictly between 13:00 – 17:00 (GMT+7) to capture specific liquidity windows.

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🛠 Project Structure

mean_reversion_eurusd_bot/
├── config/
│   └── strategy_config.json    # Bot parameters & symbol list
├── src/
│   ├── indicators.py           # Technical indicator logic (BB, RSI, ADX, ATR)
│   ├── mt5_connector.py        # MT5 API bridge & order execution
│   └── strategy.py             # Signal generation logic
├── scripts/
│   ├── run_bot.py              # Main execution loop
│   └── export_history.py       # Trade history exporter
├── data/                       # Historical data & exports
├── notebooks/                  # Performance analysis & backtesting
├── requirements.txt            # Project dependencies
└── .gitignore                  # Git exclusion rules

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🚀 Installation & Setup

1. Prerequisites

• Windows OS (Required for MetaTrader 5 Python API).
• MetaTrader 5 Terminal installed and logged into an account.
• Algo Trading enabled in MT5 (Tools > Options > Expert Advisors).

2. Environment Setup

Clone the repository and install dependencies:

# Create virtual environment
python -m venv .venv

# Activate environment
# Windows:
.venv\Scripts\activate

# Install requirements
pip install -r requirements.txt

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📖 Usage

Test Connection

Before running the bot, verify the connection to MT5:

python test_connection.py

Run the Bot

To start the live trading loop:

python scripts/run_bot.py

Export History

To export your trade history to a CSV file for analysis:

python scripts/export_history.py

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⚙️ Configuration

Modify config/strategy_config.json to adjust the bot's behavior:

{
  "symbols": ["EURUSDm", "GBPUSDm", "XAUUSDm"],
  "timeframe": "M1",
  "bb_period": 10,
  "bb_std": 1.8,
  "rsi_period": 8,
  "adx_threshold": 18,
  "risk_reward": 0.9
}

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⚠️ Disclaimer

Trading financial instruments involves significant risk. This bot is for educational and research purposes only. Past performance does not guarantee future results. Use at your own risk. The developer is not responsible for any financial losses incurred.

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Author: [Your Name/Github]
License: MIT