AurumAI

AurumAI is a fully automated trading expert for XAUUSD (gold) on the H4 timeframe. At its core lies an ensemble of machine learning models (LightGBM, XGBoost, CatBoost) combined into a single stack via ONNX. The models analyze 21 features, including classic indicators and M1 microstructure data, to produce probability estimates for three time horizons. A trade signal is generated when the z‑score of the current probability exceeds a threshold, with the z‑score computed on a rolling window to ensure adaptation to evolving market conditions. Built‑in risk management, Chandelier+Breakeven trailing, and automatic Friday close make the robot a reliable tool for long‑term trading.

Full Description

Strategy Highlights

• Ensemble Machine Learning – 18 models (LGBM, XGB, CatBoost) predict the probabilities of upward and downward movements over 1‑, 2‑, and 4‑hour horizons. The final entry decision is based on the z‑score, which filters out random noise and improves signal quality.

• Adaptive Calibration – The probability distribution is updated on each new bar using a rolling window (default 500 bars). This allows the system to adjust to changing market regimes – trend, range, high or low volatility.

• Comprehensive Feature Set – In addition to standard indicators (moving averages, RSI, ADX, ATR), the system uses micro‑structural M1 features: intra‑hour volatility, price position within the range, volume share in the last 45 minutes, the longest run of positive changes, and others. This approach enhances the model's informational value.

• Noise Filtering – Built‑in protective mechanisms include minimum volume checks, stop‑loss verification against the broker’s stop level, spread limits (compared to the average), and filters for gaps and low volume percentiles.

• Capital Management – Risk per trade is set as a percentage of current equity (default 1.5%). Lot size is calculated taking into account the point value and the volume step, ensuring correct execution with any broker. Additional limits – maximum number of open positions (up to 3), total portfolio risk, daily and monthly drawdown – prevent uncontrolled losses.

• Chandelier + Breakeven Trailing – The stop‑loss is activated after a predefined profit (in ATR units) is reached, then it trails the price with a dynamic step. The breakeven level protects the open position against a reversal, while a modification frequency limit prevents excessive terminal load.

• Automatic Friday Close – Positions are closed at a specified server time (default 23:00) to avoid risks associated with weekends and opening gaps.

Recommended Usage Conditions

• Trading Instrument: XAUUSD (gold) – the model is specifically trained on this instrument, ensuring maximum effectiveness. Use on other symbols is possible but results may differ.

• Timeframe: H4 (recommended to use only this period).

• Account Type: Hedging – the expert is designed to manage multiple positions simultaneously.

• Minimum Deposit: from 500 USD (1,000+ USD recommended for comfortable risk management and to stay within limits).

• Broker: any broker that offers XAUUSD quotes with low spreads and quality execution.

Input Parameters

All parameters are logically grouped and clearly named:

• Instrument – instrument selection (auto / ALFA / IC).

• Lot – minimum and maximum lot size.

• Risk – risk per trade (%), ATR multiplier for SL, max positions, total portfolio risk limit, daily and monthly drawdown limits.

• Trailing – activation threshold (in ATR), Chandelier distance, breakeven buffer, minimum trailing step (in ATR and points), rate limit.

• Signals – z‑score entry threshold, max spread multiplier, average spread (0 = auto), calibration window and minimum bar count.

• Close – Friday close flag and closing hour.

• Misc – Magic number, deviation, log file option.

Testing and Reliability

The product has been backtested on real historical data from two major brokers (ICMarkets and AlfaForex) over the period from April to September 2026. The results confirm stable performance within the stated risk constraints. The code is written with reliability in mind: all critical sections are protected by checks, batch ONNX processing is used to minimise delays, and a log file helps track the expert’s performance in real time.

Important: The expert does not contain any time‑, account‑number‑ or symbol‑based limitations. It fully complies with Market rules and is ready for use after being attached to an H4 chart with XAUUSD. It is strongly recommended to test the robot in the Strategy Tester with your own settings and on a demo account before live trading.