This repository contains a quantitative trading research project using Jupyter Notebook and Python. It focuses on identifying and backtesting bullish momentum setups for Gold (XAUUSD), aiming to automate the strategy on MetaTrader 5.
From the README
Gold Momentum Strategy Research A quantitative trading research project focused on identifying and backtesting bullish momentum continuation setups on Gold (XAUUSD). Project Objective The goal of this project is to: • Detect high-momentum bullish candles • Generate trading setups based on candle structure • Backtest the strategy on historical Gold data • Evaluate profitability using quantitative metrics • Optimize strategy parameters through research The final objective is to automate the strategy on MetaTrader 5 (MT5). --- Strategy Logic Setup Candle Requirements A candle qualifies as a setup candle if: • Bullish candle (Close Open) • Body Size = 4 points • Upper Wick = 6 improved...
Skills
- Jupyter Notebook
- Python