EZQUANTGold CFD Quant Strategy Library
Grid / hedgeDynamic volatility grid scalingMT4 + MT5Aggressive

黄金双卫 Shuang Wei

Trend scaling × dynamic grid refill × multi-momentum confluence filter

Instrument: XAUUSD (gold)
Timeframe: Whatever chart it's attached to (M5 suggested)
Suggested minimum capital: $3,000+
Suggested leverage: 1:100 or higher

Historical performance

Instrument XAUUSDStarting capital $100,000Starting lot size From 0.03
Cumulative net profit+$77,949YTD 2026
Cumulative return+77.9%Net profit ÷ starting capital
Max equity drawdown32.5%Highest across periods
Profit factor1.56Gross profit ÷ gross loss · 6,852 trades
Return vs. max drawdown by periodReturnMax equity drawdown
YTD 2026
+77.9%DD 32.5%
PeriodNet profitReturnMax equity drawdownProfit factorTrades
YTD 2026+$77,949+77.9%32.5%1.566,852

The figures above are historical performance statistics, not a live trading record; past performance does not indicate future results. Return = net profit ÷ starting capital, not compounded, and excludes deposits/withdrawals. Max equity drawdown is the largest decline in account equity (including open floating loss), not just closed-trade drawdown. Ask us for a demo account to see live results.

Overview

Shuang Wei is a strategy that combines "trend scaling" with "dynamic grid refill" in one program, driven by the market's real-time realized volatility: grid entry spacing and settlement/exit thresholds automatically expand or contract with volatility — wider defense and higher profit ceilings when the market moves hard, tighter when it's quiet — built to capture swings with a clear direction.

Overall direction is judged with multiple EMAs on the attached timeframe, combined with momentum, strength and oscillation-structure indicators to confirm signals and avoid single-indicator misreads; exits are handled by unified take-profit, floating-profit-in-dollars triggers, average-price trailing, and head/tail hedging working together.

Key features

Trend scaling + dynamic grid

The trend module scales up as a trend extends; the grid module refills on pullbacks using spacing calculated from real market volatility — built to handle both trending and ranging conditions.

Dual momentum filter

Trend scaling only fires when spacing conditions are met and the system confirms momentum is still strong, reducing chasing entries into exhausted moves.

Extreme-sentiment filter

Before refilling the grid, the system checks an extreme-sentiment indicator, only allowing a refill order when it detects a sharp panic move or a capitulation sell-off.

Dynamic swing settlement

Profit targets adjust dynamically with real market volatility — the more violent the move, the larger the exit target — avoiding an early exit that leaves money on the table.

Breathing room to unwind against you

When a grid basket's total P&L turns from negative to positive, it doesn't close immediately at breakeven — it waits for a set amount of dynamic-volatility room first, giving reversals a chance to develop into real profit.

Head/tail hedge and cross-zone rescue

When grid orders pile up, the system automatically pairs the most-profitable and most-losing orders for a hedge close; when combined profit from trend-winning trades and grid-losing trades reaches a safe net value, it can also close across zones, speeding up position reduction.

Entry logic

Overall direction is set by multiple EMAs on the attached timeframe, then confirmed by momentum, strength and oscillation-structure filters together — only a confluence of signals counts as a valid entry, avoiding single-indicator misreads. The first grid spacing against the trend is calculated dynamically from real market volatility, not a fixed point distance.

ItemDescription
First entryTrend module sets overall direction, short-term momentum indicators pick relative highs/lows as the entry point.
Spread/slippage protectionChecks live spread against a set cap before entering; skips new orders if exceeded.
Direction / session controlCan be set to long-only, short-only, or both directions; new first entries can be blocked during set sessions.

Position management

Trend-direction orders scale up in layers by "spacing × lot multiplier"; counter-trend orders refill in layers at dynamically calculated grid spacing to average down cost — both sides' lot sizes scale up by multiplier with layer count. The system has a hard cap on layers per side: no matter how the layer-count parameter is set, once a side hits that hard cap, no further layers are added, keeping exposure bounded.

ItemDescription
Lot multiplierEach layer's size = starting lot × multiplier^(layer count) — a limited-layer grid-scaling structure.
Hard layer cap per sideNo matter how the layer-count parameter is set, hitting the hard cap forces scaling to stop.
Max lot limitA per-trade lot cap prevents excessive exposure in extreme conditions.

Exit and risk-control priority

The system runs multiple exit/protection layers checked top-down each cycle; it's primarily a floating-profit-triggered, multi-layer settlement design and sets no overall hard stop-loss.

OrderMechanismTrigger (plain language)Action
1Spread filterLive spread exceeds set cap.Pauses new orders and scaling until spread normalizes.
2Unified take-profitPosition average price reaches a set point target.Closes that direction's whole basket.
3Floating-profit exitLong / short / total floating profit hits a set dollar threshold.Closes the corresponding side, or everything.
4Average-price trailingAfter hitting activation layers/points, price pulls back from its high by the set retracement.Closes that direction's whole basket, locking in floating gains.
5Head/tail hedge unwindLayers on one side hit a set threshold, and the first and last orders net positive combined.Hedge-closes those two orders, reducing position count.
6Cross-zone hedgeCombined net profit from trend-winning and grid-losing orders reaches a safe value.Hedge-closes orders across the two zones.

Risk tier and capital guidance

This strategy is a "limited-layer grid-scaling" structure: the counter-trend side refills at dynamic spacing to average down cost, with a hard cap on layers per side, but it sets no overall hard stop-loss or max-drawdown protection — exits rely entirely on floating-profit-triggered, multi-layer settlement. If a trend runs longer than the grid's capacity to absorb it, floating losses can become substantial. Risk tier: Aggressive — participate with capital that can handle higher volatility and ample margin.

Risk tierSuggested min. capitalSuggested leverageExpected max drawdown range
Aggressive (r3)$100,000+1:100 or higherDepends on parameters

Who it's for

System requirements

ItemDescription
PlatformRuns on both MetaTrader 4 and MetaTrader 5.
InstrumentPrimarily gold CFD (XAUUSD).
MT5 account typeMust be a hedging account.
EnvironmentStable 24-hour connectivity; VPS recommended.
Attach toWhatever chart it's attached to, M5 suggested.
Capital sizingEstimate potential exposure from the max layer count and lot multiplier; reserve ample margin.

Usage notes

This is a scaling strategy with grid refills and no overall hard stop-loss — extreme one-directional moves can still produce substantial floating drawdown.
We recommend starting with the smallest lot size to verify behavior, and only scaling up capital once you fully understand the layer cap and exit mechanisms.
Actual parameters (spacing, multiplier, layers, take-profit thresholds, etc.) affect risk and capital requirements — size everything to your own risk tolerance.

Want to see it running live?

Message us on Telegram, or WeChat ezmoney50 and mention "Shuang Wei" — we'll set you up with a read-only MT4/MT5 demo account and walk you through licensing. Partners get their own pricing.

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