Aurum Causal Regime Portfolio

Aurum Causal Regime Portfolio is a multi-horizon quantitative portfolio Expert Advisor engineered specifically for Spot Gold (XAUUSD) on MetaTrader 5. Rather than relying on a single indicator or unbounded recovery sizing, it coordinates 64 causal signal archetypes across seven complementary market mechanics, filters them through a 36-bit closed-bar H1 volatility and efficiency regime vector, and manages every position with hard stop-loss, take-profit, and bounded holding-horizon exits.

Strict Risk Discipline: No martingale, no grid, no averaging down, and no unhedged overnight tail exposure without a hard server-side Stop Loss and maximum holding-bar timer (72 to 96 H1 bars).

Core Architecture

• Seven Complementary Signal Families (A00 to A63):
  • Group 1 — Macro Donchian & Pullback Continuations: Completed H1 breakouts (36h to 96h) and trend pullbacks into H1 SMA(24/36/48) followed by 10h to 20h re-breakouts.
  • Group 2 — Intrabar-Pullback Discount Breakouts: Completed breakout bars exhibiting 22% to 30% directional upper/lower wicks so entries execute at an immediate pullback discount rather than chasing bar extremes.
  • Group 3 — Tactical Bull & V-Bottom Recoveries: Captures medium-horizon bullish transitions when 5-day structure turns upward ahead of slower 30-day macro averages.
  • Group 4 — Tactical Bear Squeeze Breakdowns: Trades high-conviction downside compressions and failed rallies during macro-bull corrections and bear regimes.
  • Group 5 — Support-Spring & Liquidity-Sweep Reversals: Volatility-normalized SMA band undercuts and 24h to 48h liquidity sweeps followed by confirmed reclaim bars.
  • Group 6 — M30 Volatility Squeezes & Session Box Breakouts: Multi-timeframe M30 ATR compression breakouts alongside London and New York session coil expansions.
  • Group 7 — News-Filtered M1 First-Cross Entries: Real-time intrabar breakout confirmation with an optional 15:00 server-hour filter to step aside during major US macro releases (CPI, NFP, PPI).
• 36-Bit Causal H1 Regime Gate: Computed strictly on closed bars (shift = 1) with zero future lookahead. Evaluates fast volatility compression (ATR24 / ATR120), slow volatility structure (ATR120 / ATR480), multi-horizon Kaufman Efficiency Ratios (48h, 120h, 240h, 480h), normalized distance from H1 SMA(120), SMA(720) macro alignment, London/NY session windows, and intrabar rejection wicks.
• Uncapped Price-Proportional Exit Scaling: Older Gold algorithms clamp stop and target distances near legacy 1,800 to 2,500 USD/oz levels. With InpScaleMode = Uncapped Price-Proportional (default), initial stops, targets, H1 trailing offsets, and 3-stage tick MFE ratchets scale linearly with current Gold spot prices (including 3,000 to 4,500+ USD/oz regimes), with an optional 50/50 Price + H1 ATR(120) blend.

Execution & Live Broker Safety

• Hedging & Netting Compatible: Supports up to 7 independent concurrent portfolio positions on Hedging accounts (isolated via Magic IDs InpBaseMagic + 1..256) and automatically clamps to 1 clean non-merging position on Netting accounts.
• 2-Step Market Execution & Margin Protection: Supports Instant, Request, Exchange, and 2-step Market Execution brokers, pre-validating TickSize, StopsLevel, FreezeLevel, SymbolVolumeLimit, and OrderCalcMargin free-margin limits before every order.
• Crash-Safe Restart Persistence: Atomically checkpoints active trailing/MFE states and adopts open portfolio positions by POSITION_IDENTIFIER and Magic ID across terminal or VPS restarts.

Recommended Setup

• Primary Symbol: XAUUSD (Gold vs USD). Low-spread ECN or Raw-spread account recommended.
• Chart Timeframe: Attach to a single XAUUSD H1 (or M1) chart; H1 and M30 series are queried internally. Ensure at least 800 H1 bars are available in terminal history.
• Suggested Account Capital: Minimum 500 USD with 0.01 fixed lots, or 2,000+ USD when using Dynamic % Risk sizing (0.25% to 0.75% risk per portfolio slot) on a low-latency VPS.

Input Parameters

• InpSizingMode: Position sizing method — Fixed Lot Size (default) or Dynamic % Equity/Balance Risk calculated from exact stop-loss distance.
• InpLots: Fixed order volume in lots (default 0.01), normalized to broker minimum, step, and free-margin limits.
• InpRiskPercent: Risk percentage per trade when Dynamic Risk mode is selected (default 0.50%).
• InpRiskUseEquity: Uses Account Equity (true) or Account Balance (false) for dynamic risk calculation.
• InpMaxLotCap: Hard upper lot cap per individual position (default 10.00).
• InpMaxConcPos: Maximum concurrent open portfolio positions on Hedging accounts (default 7; auto-clamped to 1 on Netting).
• InpMaxMarginUsagePct: Maximum percentage of Free Margin permitted per new entry (default 75.0%).
• InpScaleMode: Stop/target scaling mode — 0: Legacy Capped, 1: Uncapped Price-Proportional (default), 2: Uncapped 50/50 Price + H1 ATR(120), 3: Hybrid High-Regime.
• InpNewsHourFilter: Skips Group 7 intrabar first-cross entries during the 15:00 server macro-announcement hour (default true).
• InpBaseMagic: Base Magic Number (default 920000; reserves 920001..920256).
• InpMaxSpreadBps: Digit-invariant maximum allowed spread in basis points of price (default 12.0 bps; 0 disables filter).
• InpSlippagePoints: Maximum allowed price deviation in points (default 50).
• InpShowDashboard: Displays the real-time causal regime HUD on live and visual-tester charts (default true).

Risk Disclosure: Historical Strategy Tester evaluations are provided for quantitative research transparency and do not guarantee future live trading results. Multi-horizon breakout and regime strategies can experience multi-month drawdown or consolidation phases during choppy markets; always size risk conservatively.