Project sheet
YuRa Strategy Pipeline
An agentic pipeline that researches, backtests, and publishes MT5 trading strategies.
- Category
- Trading/Quant
- Year
- 2026
- Status
- active
- Python 3.14
- Claude Code (skills/agents)
- MetaTrader 5
- MQL5
- Next.js
- Dukascopy data
YuRa takes a forex or gold strategy from an idea to a published report without me babysitting it. Three Claude Code skills do the work against a headless MetaTrader 5: one hunts for candidate strategies, one backtests them, and one writes the report.
Every idea moves through a registry-driven state machine with fixed states: spec, implemented, backtested, optimized, validated, and published. Nothing advances past implementation until it clears a mandatory review of the Expert Advisor code, which stops broken or curve-fit logic from ever reaching a backtest and wasting a run.
Highlights
- Three cooperating agent skills instead of one monolithic prompt
- A code-review gate on the generated MT5 Expert Advisor
- Net-of-cost metrics, so commission and swaps are modelled rather than ignored
- No paid APIs: built-in web search, standard-library Python 3.14, and free Dukascopy tick data
- A Next.js site that publishes the strategies that survive the pipeline