EA Tradde copier from MT5 to Tradovate API

I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 designed primarily for US30 (Dow Jones Index) . The EA performs consistently and profitably on demo accounts, but when I run it on an IC Markets Raw or Standard live account, it starts generating losses under what appear to be the same trading conditions. At this time, I cannot provide the source code (.mq4/.mq5). I can only provide the

Act as a professional Quantitative Developer and Risk Manager. I want to build a systematic trading strategy rulebook that prioritizes capital preservation and statistical edge over raw performance. Please generate a structured trading strategy using the following framework: 1. ASSET CLASS & TIMEFRAME: - Asset: [e.g., Apple (AAPL), Bitcoin (BTC), or EUR/USD] - Timeframe: [e.g., 5-minute, 1-hour, Daily] 2. CORE