ToE Gold
- Experts
- Versione: 1.0
- Attivazioni: 5
One expert, 25 independent intraday strategies on XAUUSD.
Nothing here is invented by an optimizer. Every strategy starts from a market behaviour documented in published research (arXiv, SSRN): opening range breakout, intraday momentum, overnight drift, VWAP mean reversion and others. The search only tuned a few settings of each one (timing, entry, stop, exit) for gold. If a behaviour had no published, structural reason to exist, it was not used.
The 25 strategies Each one has its own logic, session, entry, stop and exit, and all 25 run inside one EA. Asian, European and US hours, long and short, breakout, reversion and momentum. They are not variations of one system: the correlation of their daily results is close to zero (average 0.03, see the matrix in the screenshots).
How they were selected
Walk-forward matrix: each strategy was built on alternating in-sample / out-of-sample blocks across 2020-2026 (the shaded bands on the curve) and kept only if it held up on the periods it never saw. The last out-of-sample period started in mid June 2026.What the EA does
Monte Carlo on the whole portfolio, 1,000 runs, two methods: bootstrap (sessions resampled with replacement) and resample + skip (10% of the sessions dropped as well). The drawdown to plan for comes from there, not from the single backtest.
Prop-firm style drawdown checks on the whole portfolio.
The 25 were then combined for low correlation, so they do not lose on the same days.
Every strategy trades its own position with its own magic number, sends its stop with every entry, and is flat before the end of its session.Requirements
USD news filter (optional): no new entry around high-impact USD events, hours before / after adjustable (default 2 / 2).
Lot size: fixed, or automatic (default 0.01 per 1,000 of balance, adjustable).
XAUUSD, M1 chart, hedging account.
Server time: set ServerMinusChicago (8 for brokers on New York + 7, the usual GMT+2 / GMT+3 servers).
Backtest on "Every tick based on real ticks". The news filter only works on a live or demo account: the economic calendar is not available in the Strategy Tester.
