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Sophie™ • Breakout category

AQS-SyntheticBreakOut PRO

A daily breakout Expert Advisor for MetaTrader 5 engineered around a synthetic UTC day. This design makes the strategy more portable across brokers and server time settings, while maintaining disciplined execution controls and robustness-first risk features.

Buy on MQL5 – Pricing, live stats & reviews

Preset (.set) files used in our testing are available upon request after purchase (via MQL5 private message or by email at support@auroraquantsystems.com).

Published on the MQL5 Market – distributed via the official MetaQuotes marketplace.

Read our testing standards
Designed for real execution Our research and validation are performed under conservative execution assumptions (including higher-friction environments such as spread betting conditions where relevant) to prioritise robustness over idealised backtests.

Synthetic day portability

The “day” boundary is defined in UTC (configurable). Breakout levels are computed from completed synthetic days using H1 data, helping reduce broker-time dependency.

AQS Synthetic BreakOut PRO
Market
FX / Indices
Timeframe
Best for M30 / H1
Style
BreakOut
Risk Control
ATR exits • Exposure caps • Safeguards
Best Use
Multistrategy portfolio component
How it trades
Day structure Synthetic trading day constructed in UTC
Range definition High / low boundaries defined from synthetic session
Breakout trigger Rule-based entry on range expansion
Risk & exits ATR-based stops, targets, and exposure caps
Breakout Session-aware Risk-controlled

Trading logic summary

  • Synthetic day model: price action is grouped into a consistent UTC-based trading session.
  • Range logic: breakout levels are derived from the synthetic session high and low.
  • Entry logic: trades are executed only when price expands beyond predefined boundaries.
  • Risk management: ATR-based stop-loss and take-profit with optional trailing behaviour.
  • Operational controls: spread filters, session limits, and maximum exposure constraints.
Important note
SyntheticBreakOut is designed to remove broker-specific session distortions. Configuration updates and structural changes are communicated transparently through official AuroraQuantSystems channels.

Key strategy features

The diagram below illustrates how AQS-SyntheticBreakOut PRO constructs a consistent UTC-based “synthetic day”, defines range boundaries, triggers breakout entries, and applies systematic risk and execution safeguards. It is intended to visualise the decision flow and operational logic rather than represent historical or live performance.

Illustrative annotated example of SyntheticBreakOut session range, breakout trigger, and risk controls
  • Synthetic day model: price action is grouped into a fixed UTC session to reduce broker-specific distortions.
  • Range definition: session high/low boundaries form the breakout levels used for trade decisions.
  • Entry trigger: breakouts execute only when expansion beyond the boundary is confirmed by rules.
  • Risk & safeguards: ATR-based stops/targets, exposure caps, and spread/session gates protect execution quality.

Why a synthetic-day breakout?

Many “daily” strategies are sensitive to broker server time, which can shift the daily range and materially change results. AQS-SyntheticBreakOut PRO is built to reduce that dependence using a synthetic UTC day definition.

Portable day definition

  • Define the synthetic day start in UTC (default 00:00 UTC).
  • Optionally align to alternative boundaries (e.g., “NY close” style).
  • More consistent behaviour across brokers and VPS environments.

Breakout window from completed days

  • Breakout levels are computed from completed synthetic days.
  • High/low window built from H1 history grouped by synthetic day key.
  • Helps reduce intraday noise in level formation.

Execution discipline

  • Daily trade cap (synthetic day) and cooldown between entries.
  • Direction control: Buy-only / Sell-only / Both.
  • Designed for systematic, repeatable deployment.

Risk controls & hardening

  • ATR-based SL/TP with optional volatility-aware sizing.
  • Trailing stop with failure handling and freeze-level awareness.
  • Optional pre-trail risk cut (partial close) as a defensive feature.

How the strategy works

The EA computes a breakout range from the last N completed synthetic days and looks for confirmation beyond that range using a configurable buffer. Entries are evaluated on a new bar event to keep behaviour structured.

01 Define synthetic day boundary (UTC)
The day start is configurable in UTC. This impacts how daily highs/lows are grouped and reduces broker-time dependency.
02 Compute breakout levels from H1 history
H1 bars are grouped into synthetic days. The EA builds a high/low range using the last N completed synthetic days.
03 Confirm breakout with buffer + optional ADX
A breakout is confirmed when the previous bar close exceeds the range plus a buffer. An optional ADX filter can be used to favour stronger trend conditions.
04 Apply risk controls & trade management
ATR-based SL/TP, optional volatility-aware lot sizing, trailing stop management, and execution hardening help standardise behaviour.

Key features

The feature set is designed to prioritise operational realism: risk controls, portability, and execution guardrails.

Signal & filters

  • Breakout lookback: BreakoutPeriod synthetic days.
  • Confirmation buffer: EntryBreakBufferPips.
  • Optional trend filter: ADX (period and minimum threshold).

Stops & targets

  • Primary mode: ATR-based SL/TP (multipliers + displacement buffer).
  • Fallback mode: fixed SL/TP in points (if ATR stops are disabled).
  • Broker stop-distance compliance (widen or skip options).

Position sizing

  • Base fixed lot size (fixedlot).
  • Optional volatility scaling: size adjusts inversely to ATR vs ATR_Ref_Pips.
  • Broker min/max/step rounding for operational compatibility.

Trade management & safety

  • Trailing stop: start-at and trail-by distances in pips.
  • Freeze-level awareness when modifying stops.
  • Optional pre-trail partial close “risk cut” trigger.

Configuration overview

Below is a high-level overview of the main configuration areas. Full parameter documentation, presets, and optimisation notes are provided on the MQL5 product page.

  • Trading session logic: Optional synthetic trading day to standardise daily limits and resets.
  • Support & resistance depth: Controls how price history is used to identify key levels.
  • Breakout confirmation: Requires price to move beyond support or resistance before entry.
  • Trade direction: Buy only, Sell only, or Both.
  • Daily exposure limits: Caps the number of trades per day to control risk.
  • Cooldown between trades: Enforces a minimum pause between executed entries.
  • Optional trend filter: Restricts trading to conditions with sufficient directional strength.
  • Stop-loss & take-profit logic: Fixed distance or volatility-adjusted exits.
  • Position sizing: Fixed lot or volatility-scaled sizing for consistent exposure.
  • Trailing management: Locks in profits once price moves favourably.
  • Early risk reduction: Optionally reduces position size if price moves toward stop-loss.
  • Execution safeguards: Adapts orders to broker stop levels, freeze zones, and execution constraints.

Performance, pricing, and delivery

We recommend keeping strategy-specific performance statistics, pricing, and delivery details on the MQL5 product page, where users also receive licensing, updates, and feedback visibility. This website focuses on methodology, positioning, and product clarity.

Where to find the key numbers

  • Backtest statistics and reporting screenshots
  • Inputs, presets, and recommended usage notes
  • Pricing, licensing model, and version updates
Buy on MQL5 – Pricing, live stats & reviews

Preset (.set) files used in our testing are available upon request after purchase (via MQL5 private message or by email at support@auroraquantsystems.com).

Published on the MQL5 Market – distributed via the official MetaQuotes marketplace.

Important note

Our models are continuously monitored in live conditions and are recalibrated when market dynamics change. When an update is required, the recalibration and release notes are shared transparently with our community through our official channels.

Contact AQS support

Research updates

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