Aurum · XAU/USD

Profit Factor—no closed trades

Expectancy / Trade—no closed trades

Win Rate—no closed trades

Max Drawdown—from peak equity

Trades0since inception

—

ADX (14)—

ATR (14)—

Vol Ratio—

SMA (200)—

Risk Circuit Breakers

Daily P&L

$0 / $— 0%

circuit armed

Weekly P&L

$0 / $— 0%

circuit armed

Drawdown from Peak

$0 / $— 0%

circuit armed

Capacity

Live Decision Tree

✓

Rule 1a — Regime filter

Close > SMA200 → BULL

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✓

Rule 1b — Trend filter

ADX ≥ 25 → TRENDING

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✓

Rule 1c — Volatility cap

Vol < 2.0× → PASS

0×cap 2.0×

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Rule 2 — Entry trigger

Close ≤ Donchian-20 high

D20LD20H ▶

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Exit monitor

D10 low on deck: —

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WAITING FOR BREAKOUT

Trade History0 shown

No closed trades yet

XAU/USD · M15 Donchian Breakout

SMA 200 Donchian 20 Trailing stop

Equity Curve · since inceptionCurrent: — · Peak: —

MODELIVE · PAPER

FEEDTwelve Data

LAST TICK—

SESSION—

M15 CLOSE—

How this algorithm works

It buys gold when a strong uptrend breaks to a new high — and gets out the moment that trend stops paying.

No predictions, no AI guessing. Just five plain rules checked every hour. The bot only acts when the market is trending hard and price punches above its recent ceiling. Everything else is about not losing money while it waits.

🌊

Read the weather

Is gold in an uptrend and moving with conviction? If the market is choppy or flat, the bot stays out entirely.

→

🎯

Wait for the break

It watches the highest price of the last 5 hours (20 × 15-min bars). The instant price closes above that ceiling, that's the buy signal.

→

🛡️

Size & protect

It risks only 1% of the account per trade and sets a hard stop-loss right away. Losses are capped before they happen.

→

🚪

Ride, then exit

It trails the stop behind the trend. When price falls back through the recent floor, it's out — keeping the gains.

The five rules, in plain english

Filter

Only trade in a trend

Gold has to be above its 200-bar (50-hour) moving average and the trend strength gauge (ADX) has to read above 25. If not, the bot does nothing.

Close > SMA(200) && ADX(14) ≥ 25

Filter

Skip the chaos

If the market is unusually violent — more than twice its normal hourly range — the bot refuses to enter. Wild volatility means unreliable breakouts.

vol_ratio = ATR / 100-bar median ATR < 2.0×

Entry

Buy the breakout

When price closes above the highest point of the last 5 hours, the trend just made a new high — the bot buys and joins the move.

close > Donchian(20) high → ENTER LONG

Risk

Never bet the farm

Each trade risks just 1% of the account. The position size is calculated automatically from the stop distance, so the dollar risk is always the same.

qty = equity × 0.01 / (ATR × 2)

Exit

Cut losers fast

A hard stop sits two ATRs below entry from the very first second. If the breakout fails, the bot is out with a small, known loss.

hard stop = entry − 2 × ATR(14)

Exit

Let winners run

As the trade profits, a trailing stop follows price up. When price closes back below the 2.5-hour low (Donchian 10-bar), the bot banks the gain and exits.

exit when close < Donchian(10) low

System architecture

◆

Data Ingestion

Pulls live XAU/USD prices and session-aware volatility from OANDA.

data/twelvedata_feed.py

◉

Strategy / Regime

Runs the SMA/ADX filter and the Donchian breakout logic each M15 close.

strategy/signal_generator.py

◎

Risk Engine

8-rule sequential circuit breaker. Sizes positions, enforces loss limits.

risk/engine.py

⬢

Execution Engine

Simulates fills with realistic slippage and reconciles every order.

execution/engine.py

Python 3.12asyncioFastAPInumpy Lightweight Charts v5WebSocketOANDA v3

Full parameter reference

Module	Parameter	Value	Description
Regime	SMA lookback	200 bars	close above/below SMA(200) → BULL / BEAR
Regime	ADX threshold	≥ 25	below = choppy, entries blocked (EXP-020)
Regime	H1 trend gate	Enabled	price must be above H1 SMA(200) — ~200 hours lookback
Vol filter	ATR ratio cap	< 2.0×	vol_ratio = ATR / 100-bar median ATR
Entry	Donchian breakout	20 bars	close > D20H (long only)
Entry	Confirmation bars	3 bars	price must hold above breakout for 3 bars before entry
Entry	Direction	Long only	no short entries — system targets gold bull regimes
Exit	Donchian trail	10 bars	close crosses D10 in adverse direction
Exit	Regime flip	SMA(200)	close crosses SMA(200), exits matching position
Risk	Position risk	1% equity	qty = equity × 0.01 / (ATR × 2 × 100)
Risk	ATR stop mult	2.0×	hard stop = entry ± 2×ATR(14) at time of entry
Risk	Daily loss limit	2% equity	circuit breaker, halts new entries
Risk	Weekly loss limit	5% equity	circuit breaker, halts new entries
Risk	Max drawdown	15% peak	emergency state, all orders blocked

Intraday (M15) is the active forward-test profile: same Donchian-breakout rule structure as the validated benchmark, running on a 15-min clock for higher trade frequency. Walk-forward validation is pending. Swing (H1) is the backtested, validation-gated benchmark (walk-forward + Monte Carlo + cost-stress). Parameters are identical across both profiles.

Paper-trading forward test. Past and simulated performance does not guarantee future results. All decisions are deterministic and rule-based — there is no machine-learning model in the loop.