This article walks through E023 TallyBreak — Volume x Turning Line Strategy, a E023 TallyBreak — Volume x Turning Line Strategy trading strategy. It covers the strategy logic, signals and parameter settings, and ships ready-to-use MT4 / MT5 EAs with source download and live position tracking so you can evaluate and deploy it fast.
Magic 1084
[tv_ticker]
Overview 策略概述
TallyBreak pairs two tools that look at the market from very different angles so that each one covers the other’s blind spot. A patient, noise-filtering reversal-line structure tells you which way the market has actually committed. A running tally of volume-weighted momentum tells you the moment fresh participation shows up. TallyBreak only lights up when both agree.
TimeframeH1
Stop-loss1.5× ATR
Reward:Risk1.8
Simulated freq.~1.2/day
How It Works 核心逻辑
DIRECTION GATE
Three Line Break (reversal count 3)
Instead of plotting every candle, a new line only appears once price truly breaks past the extreme of the last three lines — a Japanese charting technique that quietly filters out noise. Whichever line is currently standing (up or down) tells you the prevailing lean, and we use it purely as a regime gate: up-line, only look up; down-line, only look down.
TIMING TRIGGER
Volume Price Trend (VPT) × its own 14-EMA
VPT keeps a running tally of volume × percentage price change, so it rises when up-moves carry real participation and falls when down-moves do. A cross above its own EMA marks a fresh bullish push; a cross below marks a fresh bearish one. This is the trigger that actually fires the window.
Signal Logic 信号判断
[tv_analysis symbol=”XAUUSD”]
Execution Flow 执行流程
- A new H1 bar closes; pull the last 200–300 bars of price and volume history.
- Compute VPT and its own 14-EMA; detect a fresh cross above or below.
- Rebuild the Three Line Break structure and read the standing line’s direction.
- Confirm the ATR(14) activity floor — at least 0.5× its 50-bar average.
- If everything aligns, send the order with a 1.5× ATR stop and 1.8 reward-to-risk, capped at 10 windows per day.
Default Parameters 参数设置
| Parameter | Default | Notes |
|---|---|---|
| Three Line Break reversal count | 3 | Rebuilt over the last 300 bars |
| VPT signal EMA | 14 | Rebuilt over the last 200 bars |
| ATR period / activity floor | 14 / 0.5× 50-bar avg | Skips dead, quiet markets |
| Stop-loss | 1.5× ATR | From entry price |
| Reward-to-risk | 1.8 | Take-profit = 1.8× stop distance |
| Risk per trade | 1% of account | Position sized from stop distance |
| Max trades per day | 10 | Resets at day change |
| Suitable symbols | FX majors · BTC · Indices | Volume-dependent trigger favors real-volume markets |
[tv_minichart symbol=”XAUUSD”]
Risk Disclosure 风险提示
This page is an educational walkthrough of a rule-based trading concept. It is not financial advice and does not guarantee any return. All markets carry the risk of loss. Please validate on a demo account and with historical backtesting before considering any live use, and always size positions conservatively.
[mt5_calc_position]
Source & Download
1. Place the EA file in
MQL5/Experts/ folder2. Add
https://jybj.org to WebRequest whitelist: Tools → Options → Expert Advisors → Allow WebRequest for listed URL3. One invite code = one account (non-transferable)
Ready to use · MT4 / MT5 · Parameters preconfigured 即开即用,参数已预设
Source code & compiled files: GitHub
Full documentation: Online strategy page
Live performance: View this strategy live →
Live Positions 实时持仓
[mt5_position magic=1084]
Related Trading Strategies
Want to compare more automated strategies? These related ones are worth a look:
- E022 SpanCaster — Projection Fan + Range-Opening Gauge — related strategy — compare parameters and live positions
- E021 SounderTrace — related strategy — compare parameters and live positions
- E020 FloodDraft — Volume-Ignited Trend System — related strategy — compare parameters and live positions
E023 TallyBreak — Volume x Turning Line Strategy Trading Strategy FAQ
Which symbols and timeframe does E023 TallyBreak — Volume x Turning Line Strategy suit?
E023 TallyBreak — Volume x Turning Line Strategy adapts to major FX and gold symbols; validate on demo first. Fine-tune for your broker’s spread and leverage, and rely on demo results before going live.
How do I download and run the E023 TallyBreak — Volume x Turning Line Strategy MT4/MT5 EA?
The Source & Download section provides compiled MT4/MT5 files and source. Drop it into MT5’s Experts folder, restart, and attach it to a chart — parameters are preset.
What are the risks of the E023 TallyBreak — Volume x Turning Line Strategy trading strategy?
No trading strategy guarantees profit; past and backtested results don’t predict the future. Run it on demo, cap per-trade and total risk, and understand the logic before trading live.
Further Reading
Risk Warning: The results shown are based on simulated or historical trading data. Past performance is not indicative of future results and does not constitute investment advice. Trading involves risk; please proceed with caution.
风险提示：本文所示为模拟/历史交易数据，过往表现不代表未来收益，不构成任何投资建议。