Mean-Reversion Gap Strategy Trading Bot

A systematic trading system purpose-built for proprietary trading firm evaluation challenges, trading statistical price gap mean-reversion across 12 financial instruments.

Strategy Highlights

• Multi-Timeframe Gap Analysis: Integrates M5, M15, and M30 timeframe price action to confirm exhaustion gaps before initiating counter-trend orders.
• Strict Prop-Firm Protections: Hardcoded daily loss ceilings, total equity drawdown stops, and fixed-dollar risk per position to adhere strictly to funded account rules.
• Asymmetric Payoffs: Enforces a 1:5 risk-to-reward ratio with asset-specific trailing mechanics on commodities and indices.
• Open Source Popularity: 6 stars and 3 forks on GitHub.