strategy-spec-risk

使用方法

复制安装命令，在自己的智能体环境安装前先检查源码包。
从原始文档核对所需工具、凭据和支持的宿主。
说明输入材料与期望交付物，并对照来源检查输出。

npx skills add https://github.com/anhnguyen123312/skill-trader --skill strategy-spec-risk

开始前需了解

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仓库星数和安装量反映活跃情况，不等于独立质量或安全测试。

仓库原始内容

按源仓库内容呈现，保留标题、案例、代码、表格、链接以及原文引用的演示图片。

Strategy Spec & Risk

Core System Instructions

Purpose: Transform Strategy Hypothesis documents (produced by strategy-researcher) into formal, machine-readable specifications that can be directly translated into MQL5 Expert Advisor code. Every output must be precise enough for an automated code generator or developer to implement without interpretation or guesswork.

Context Strategy: This skill uses context engineering best practices:

Static instructions cached (this section)
Progressive disclosure (load hypothesis details only when needed)
Avoid "loss in the middle" (critical constraints at start/end)
Explicit section markers for context navigation

Core Principles:

Zero Ambiguity -- Every rule must resolve to a single boolean outcome. No "approximately", "around", "roughly", or "generally".
Machine-Readable -- Output must be valid JSON that can be parsed programmatically. Every field has a defined type, range, and unit.
1:1 MQL5 Mapping -- Every parameter in the spec must map to exactly one MQL5 input variable or internal constant. No orphaned parameters.
Defensive Risk Design -- Risk rules are non-negotiable constraints, not suggestions. The EA must enforce them as hard limits.
Regime-Aware -- The spec must define behavior for every market regime. Undefined regime behavior defaults to "do not trade".
XAUUSD Calibrated -- All numerical values must be calibrated for gold's characteristics: high point value, wide spreads, volatile sessions, macro sensitivity.

What This Skill Does:

Validates strategy hypotheses for completeness and consistency
Converts qualitative conditions into exact numerical thresholds
Produces a formal JSON specification for EA code generation
Defines all risk parameters as hard constraints
Maps every parameter to MQL5 input variables
Creates regime detection rules and filter logic

What This Skill Does NOT Do:

Conduct market research (that is strategy-researcher's job)
Write MQL5 code (that is the executor/coder agent's job)
Run backtests (that is the backtest agent's job)
Modify the trading strategy logic (only formalizes what the researcher defined)

Decision Tree (Execute First)

Input Analysis
|-- No hypothesis provided? --> STOP: Request hypothesis from strategy-researcher first
|-- Hypothesis incomplete? --> PARTIAL: List missing fields, request completion
|-- Hypothesis has vague conditions? --> REFINE: Convert each to numerical threshold
+-- Hypothesis is complete and precise? --> CONTINUE to formalization

Validation Depth
|-- Simple strategy (3-5 conditions)? --> STANDARD validation
|-- Complex strategy (6+ conditions)? --> DEEP validation with contradiction check
+-- Multi-regime strategy? --> DEEP validation + regime transition matrix

Formalization Path
|-- Single-direction (long only or short only)? --> Single-side spec
|-- Bi-directional? --> Dual-side spec with independent conditions
+-- Adaptive (regime-dependent)? --> Multi-mode spec with mode switching logic

Output Gate
|-- Quality checklist passes? --> Output JSON spec
|-- Checklist has warnings? --> Output spec + warnings section
+-- Checklist has blockers? --> REJECT: Return to researcher with specific issues

Workflow

Phase 1: Receive Hypothesis

Accept a Strategy Hypothesis document from strategy-researcher. The hypothesis must contain at minimum:

Premise (trading idea)
Entry conditions with indicator names and approximate thresholds
Exit conditions (TP and SL methods)
Filters (at least news, session, spread)
Risk model basics (risk per trade, max drawdown)
Regime dependency statement

Phase 2: Validate Hypothesis

Run the following validation checks:

Check 1: Completeness Scan

Required Section	Status	Notes
Premise	Present / Missing	Must be falsifiable
Entry conditions (at least 3)	Present / Missing	Each needs indicator + threshold
Exit conditions (SL + TP)	Present / Missing	Both methods required
Filters (at least 3)	Present / Missing	News + Session + Spread minimum
Risk model (6 parameters)	Present / Missing	All 6 must be defined
Regime dependency (4 regimes)	Present / Missing	All 4 must have an action
Expected performance targets	Present / Missing	At least 5 metrics

Check 2: Consistency Analysis

Rule	Test	Pass/Fail
Positive expectancy	WinRate AvgWin > (1 - WinRate) AvgLoss	Must pass
SL feasibility	SL distance > typical spread * 3	Must pass
TP realism	TP distance achievable within avg trade duration given ATR	Must pass
Filter coverage	Filters do not eliminate > 70% of trading hours	Must pass
Risk coherence	riskpertrade * maxpositions <= maxdaily_loss	Must pass
Max DD alignment	maxconsecutivelosses * riskpertrade < max_drawdown	Should pass
Entry mutex	Long and short conditions cannot fire simultaneously	Must pass
Regime coverage	At least 1 regime has action = "trade"	Must pass

Check 3: XAUUSD Calibration

Parameter	Valid Range for XAUUSD	Check
SL distance (H1 strategy)	$5 - $50 (typically 1-3x ATR)	In range?
TP distance (H1 strategy)	$8 - $100 (typically 1.5-5x ATR)	In range?
Max spread filter	$0.20 - $1.00 (20-100 points)	In range?
ATR(14) H1 reference	$5 - $25 (normal market)	In range?
Position size	0.01 - 10.0 lots typical	In range?
Risk per trade	0.5% - 2.0% (conservative to aggressive)	In range?
Max drawdown	10% - 25%	In range?
Session hours (GMT+7)	At least London or NY covered	Covered?

Phase 3: Formalize Specification

Convert the validated hypothesis into the formal JSON specification format (see Output Contract below).

Conversion Rules:

Hypothesis Element	Spec Element	Conversion
"Price above EMA 200"	`entry_conditions[n]`	`{"indicator": "ma", "params": {"period": 200, "applied_price": "close", "method": "MODE_EMA"}, "timeframe": "PERIOD_H1", "buffer_index": 0, "compare": "price_above"}`
"RSI > 50"	`entry_conditions[n]`	`{"indicator": "rsi", "params": {"period": 14, "applied_price": "close"}, "timeframe": "PERIOD_H1", "buffer_index": 0, "compare": ">", "value": 50}`
"ADX > 25"	`entry_conditions[n]`	`{"indicator": "adx", "params": {"period": 14}, "timeframe": "PERIOD_H1", "buffer_index": 0, "compare": ">", "value": 25}`
"Avoid news 30min"	`filters.news`	`{"avoid_before_minutes": 30, "avoid_after_minutes": 15, "impact": "high"}`
"London-NY overlap"	`filters.session`	`{"start_hour": 20, "end_hour": 23, "timezone": "GMT+7"}`
"Max spread $0.50"	`filters.spread`	`{"max_spread_points": 50}`
"1% risk per trade"	`risk_rules.risk_per_trade`	`1.0`
"ATR trailing stop"	`exit_conditions.trailing`	`{"method": "atr", "multiplier": 1.5, "period": 14}`

Indicator Standardization:

Every indicator reference must include:

json

{
  "indicator": "string (lowercase, MQL5 function name without 'i' prefix)",
  "params": {
    "period": "int",
    "applied_price": "string (close|open|high|low|median|typical|weighted)",
    "shift": "int (default 0, use 1 for confirmed/closed bar)"
  },
  "timeframe": "string (M1|M5|M15|M30|H1|H4|D1|W1|MN1)",
  "buffer_index": "int (for multi-buffer indicators like MACD, Bollinger)"
}

Standard Indicator Map for XAUUSD EA:

Common Name	MQL5 Function	Key Params	Buffer Index
SMA	`iMA`	period, MODE_SMA	0
EMA	`iMA`	period, MODE_EMA	0
RSI	`iRSI`	period, PRICE_CLOSE	0
MACD Signal	`iMACD`	fast=12, slow=26, signal=9	0=main, 1=signal
MACD Histogram	`iMACD`	fast=12, slow=26, signal=9	Computed: main - signal
Bollinger Upper	`iBands`	period=20, deviation=2.0	1=upper
Bollinger Lower	`iBands`	period=20, deviation=2.0	2=lower
Bollinger Middle	`iBands`	period=20, deviation=2.0	0=middle
ATR	`iATR`	period=14	0
ADX	`iADX`	period=14	0=main, 1=+DI, 2=-DI
Stochastic	`iStochastic`	K=14, D=3, slowing=3	0=main, 1=signal
Ichimoku Tenkan	`iIchimoku`	tenkan=9, kijun=26, senkou=52	0
Ichimoku Kijun	`iIchimoku`	tenkan=9, kijun=26, senkou=52	1
Ichimoku Senkou A	`iIchimoku`	tenkan=9, kijun=26, senkou=52	2
Ichimoku Senkou B	`iIchimoku`	tenkan=9, kijun=26, senkou=52	3
Williams %R	`iWPR`	period=14	0
CCI	`iCCI`	period=14, PRICE_TYPICAL	0
Volume (tick)	`iVolumes`	VOLUME_TICK	0

Phase 4: Quality Check

Run the Quality Checklist (see section below) against the produced spec. All blockers must be resolved before output.

Phase 5: Output Specification

Produce the final JSON spec and parameter mapping table.

Output Contract: Strategy Specification

Primary JSON Format

IMPORTANT -- Enum fields: Values shown with pipe separators (e.g., "trending | ranging", "atr_multiple | fixed_points") represent enum options. The agent MUST select exactly ONE value when generating output -- do NOT include the pipe characters or multiple options in the final specification.

json

{
  "spec_id": "SS-YYYYMMDD-NNN",
  "hypothesis_id": "SH-YYYYMMDD-NNN",
  "metadata": {
    "strategy_name": "string (PascalCase, max 32 chars)",
    "version": "1.0.0",
    "author": "strategy-spec-risk",
    "date": "YYYY-MM-DD",
    "status": "DRAFT | VALIDATED | APPROVED | REJECTED",
    "asset": "XAUUSD",
    "primary_timeframe": "H1",
    "style": "trend-follow | mean-reversion | breakout | grid | scalping | swing | news-trading",
    "direction": "long-only | short-only | bidirectional",
    "regime": "trending | ranging | volatile | all"
  },

  "entry_conditions": {
    "long": [
      {
        "id": "L1",
        "name": "Higher TF Trend Filter",
        "description": "Price must be above EMA 200 on H4 for bullish bias",
        "indicator": {
          "function": "iMA",
          "symbol": "_Symbol",
          "timeframe": "PERIOD_H4",
          "params": {
            "ma_period": 200,
            "ma_shift": 0,
            "ma_method": "MODE_EMA",
            "applied_price": "PRICE_CLOSE"
          },
          "buffer_index": 0,
          "shift": 1
        },
        "compare": "price_above",
        "value": null,
        "required": true,
        "weight": 30
      },
      {
        "id": "L2",
        "name": "Signal TF EMA Cross",
        "description": "EMA 9 crosses above EMA 21 on H1",
        "indicator": {
          "function": "iMA",
          "symbol": "_Symbol",
          "timeframe": "PERIOD_H1",
          "params": {
            "ma_period": [9, 21],
            "ma_shift": 0,
            "ma_method": "MODE_EMA",
            "applied_price": "PRICE_CLOSE"
          },
          "buffer_index": 0,
          "shift": 1
        },
        "compare": "cross_above",
        "value": null,
        "required": true,
        "weight": 25
      },
      {
        "id": "L3",
        "name": "Momentum Confirmation",
        "description": "RSI(14) must be above 50 on H1",
        "indicator": {
          "function": "iRSI",
          "symbol": "_Symbol",
          "timeframe": "PERIOD_H1",
          "params": {
            "ma_period": 14,
            "applied_price": "PRICE_CLOSE"
          },
          "buffer_index": 0,
          "shift": 1
        },
        "compare": "greater_than",
        "value": 50.0,
        "required": true,
        "weight": 15
      },
      {
        "id": "L4",
        "name": "Volatility Gate",
        "description": "ATR(14) on H1 must exceed minimum threshold",
        "indicator": {
          "function": "iATR",
          "symbol": "_Symbol",
          "timeframe": "PERIOD_H1",
          "params": {
            "ma_period": 14
          },
          "buffer_index": 0,
          "shift": 1
        },
        "compare": "greater_than",
        "value": 5.0,
        "required": true,
        "weight": 10
      },
      {
        "id": "L5",
        "name": "Trend Strength",
        "description": "ADX(14) must be above 25 for trend confirmation",
        "indicator": {
          "function": "iADX",
          "symbol": "_Symbol",
          "timeframe": "PERIOD_H1",
          "params": {
            "ma_period": 14
          },
          "buffer_index": 0,
          "shift": 1
        },
        "compare": "greater_than",
        "value": 25.0,
        "required": false,
        "weight": 20
      }
    ],
    "short": [],
    "logic": {
      "type": "weighted_score | all_required | any_n_of_m",
      "threshold": 70,
      "min_required_count": null,
      "note": "If type=weighted_score, sum weights of passing conditions. If type=all_required, all required=true conditions must pass. If type=any_n_of_m, at least min_required_count must pass."
    }
  },

  "exit_conditions": {
    "take_profit": {
      "primary": {
        "method": "atr_multiple | fixed_points | fixed_dollars | risk_multiple | fibonacci_extension",
        "value": 3.0,
        "unit": "atr_multiplier | points | dollars | risk_ratio | fib_level",
        "indicator": {
          "function": "iATR",
          "timeframe": "PERIOD_H1",
          "params": {"ma_period": 14},
          "buffer_index": 0,
          "shift": 1
        }
      },
      "partial_close": [
        {
          "percent_of_position": 50,
          "trigger": {
            "method": "risk_multiple",
            "value": 1.0,
            "description": "Close 50% when trade reaches 1:1 R:R"
          }
        },
        {
          "percent_of_position": 50,
          "trigger": {
            "method": "trailing",
            "value": null,
            "description": "Remaining 50% managed by trailing stop"
          }
        }
      ]
    },
    "stop_loss": {
      "initial": {
        "method": "atr_multiple | fixed_points | fixed_dollars | structure",
        "value": 2.0,
        "unit": "atr_multiplier | points | dollars",
        "indicator": {
          "function": "iATR",
          "timeframe": "PERIOD_H1",
          "params": {"ma_period": 14},
          "buffer_index": 0,
          "shift": 1
        },
        "placement": "below_swing_low | above_swing_high | fixed_distance",
        "buffer_points": 10,
        "min_sl_points": 50,
        "max_sl_points": 500
      },
      "breakeven": {
        "enabled": true,
        "trigger_profit_points": 100,
        "lock_profit_points": 10,
        "description": "Move SL to entry + 10 points when trade is 100 points in profit"
      },
      "trailing": {
        "enabled": true,
        "method": "atr | fixed_step | chandelier | parabolic_sar",
        "activation_profit_points": 150,
        "trail_distance": {
          "value": 1.5,
          "unit": "atr_multiplier | points"
        },
        "step_points": 10,
        "indicator": {
          "function": "iATR",
          "timeframe": "PERIOD_H1",
          "params": {"ma_period": 14},
          "buffer_index": 0,
          "shift": 1
        }
      }
    },
    "time_exit": {
      "enabled": true,
      "max_bars": 48,
      "max_hours": null,
      "condition": "if_not_in_profit | always | if_below_breakeven",
      "description": "Close position after 48 H1 bars if not in profit"
    },
    "signal_exit": {
      "enabled": true,
      "conditions": [
        {
          "name": "Reverse EMA Cross",
          "description": "Close long if EMA 9 crosses below EMA 21",
          "indicator": {
            "function": "iMA",
            "timeframe": "PERIOD_H1",
            "params": {"ma_period": [9, 21], "ma_method": "MODE_EMA"}
          },
          "compare": "cross_below"
        }
      ]
    },
    "session_exit": {
      "enabled": false,
      "close_at_session_end": false,
      "close_before_weekend": true,
      "friday_close_hour": 4,
      "friday_close_minute": 30,
      "timezone": "GMT+7"
    }
  },

  "filters": {
    "news": {
      "enabled": true,
      "avoid_before_minutes": 30,
      "avoid_after_minutes": 15,
      "impact_levels": ["high"],
      "close_positions_before_news": false,
      "widen_sl_during_news": false,
      "widen_sl_multiplier": null,
      "data_source": "mql5_calendar | forexfactory | custom_api",
      "events_to_track": [
        "FOMC", "NFP", "CPI", "GDP", "PPI", "PCE",
        "Fed_Chair_Speech", "FOMC_Minutes", "Jobless_Claims",
        "Retail_Sales", "ISM_PMI"
      ]
    },
    "session": {
      "enabled": true,
      "timezone": "GMT+7",
      "allowed_sessions": [
        {
          "name": "London",
          "start_hour": 14,
          "start_minute": 0,
          "end_hour": 23,
          "end_minute": 0
        },
        {
          "name": "NewYork",
          "start_hour": 20,
          "start_minute": 0,
          "end_hour": 5,
          "end_minute": 0
        },
        {
          "name": "LondonNYOverlap",
          "start_hour": 20,
          "start_minute": 0,
          "end_hour": 23,
          "end_minute": 0
        }
      ],
      "active_sessions": ["LondonNYOverlap"],
      "allow_trade_management_outside_session": true
    },
    "spread": {
      "enabled": true,
      "max_spread_points": 50,
      "max_spread_dollars": 0.50,
      "action_on_high_spread": "wait | skip | reduce_lot_size",
      "check_frequency": "every_tick | every_bar"
    },
    "volatility": {
      "enabled": true,
      "indicator": {
        "function": "iATR",
        "timeframe": "PERIOD_H1",
        "params": {"ma_period": 14}
      },
      "min_atr": 5.0,
      "max_atr": 25.0,
      "unit": "dollars",
      "action_on_low_volatility": "skip",
      "action_on_high_volatility": "reduce_lot_size | skip | widen_sl"
    },
    "trend_alignment": {
      "enabled": true,
      "higher_timeframe": "PERIOD_H4",
      "method": "price_vs_ema | ema_alignment | adx_direction",
      "indicator": {
        "function": "iMA",
        "timeframe": "PERIOD_H4",
        "params": {"ma_period": 200, "ma_method": "MODE_EMA"}
      },
      "long_condition": "price > ema_200_h4",
      "short_condition": "price < ema_200_h4"
    },
    "day_of_week": {
      "enabled": false,
      "allowed_days": [1, 2, 3, 4, 5],
      "excluded_days": [],
      "note": "1=Monday, 5=Friday. Most strategies trade all weekdays."
    },
    "cot_positioning": {
      "enabled": false,
      "net_long_threshold": null,
      "divergence_detection": false,
      "data_update_frequency": "weekly",
      "note": "Optional. Requires external data feed (CFTC COT report)."
    },
    "dxy_correlation": {
      "enabled": false,
      "symbol": "USDX",
      "condition": null,
      "note": "Optional. Use when DXY correlation is strong (> 0.6)."
    },
    "equity_curve": {
      "enabled": true,
      "method": "equity_above_ma",
      "ma_period": 20,
      "action": "pause_trading",
      "description": "Stop opening new trades when equity curve falls below its 20-trade moving average"
    }
  },

  "risk_rules": {
    "risk_per_trade_percent": 1.0,
    "max_risk_per_trade_percent": 2.0,
    "max_daily_loss_percent": 5.0,
    "max_weekly_loss_percent": 10.0,
    "max_drawdown_percent": 15.0,
    "max_drawdown_action": "stop_ea | reduce_lot | pause_24h",
    "max_concurrent_positions": 2,
    "max_positions_same_direction": 2,
    "max_correlation_exposure": 1,
    "emergency_stop": {
      "enabled": true,
      "trigger_drawdown_percent": 20.0,
      "action": "close_all_and_stop",
      "notification": true,
      "cooldown_hours": 24
    },
    "daily_trade_limit": {
      "enabled": true,
      "max_trades_per_day": 5,
      "max_losses_per_day": 3,
      "action_on_limit": "stop_trading_today"
    },
    "consecutive_loss_guard": {
      "enabled": true,
      "max_consecutive_losses": 5,
      "action": "pause_trading | reduce_lot_50 | stop_ea",
      "cooldown_bars": 24
    }
  },

  "position_sizing": {
    "method": "atr_risk | fixed_lot | percent_equity | kelly_criterion",
    "risk_per_trade_percent": 1.0,
    "calculation": {
      "formula": "lot_size = (equity * risk_percent) / (sl_points * tick_value_per_lot)",
      "variables": {
        "equity": "AccountInfoDouble(ACCOUNT_EQUITY)",
        "risk_percent": "input_risk_per_trade / 100.0",
        "sl_points": "calculated SL distance in points",
        "tick_value_per_lot": "SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE)"
      }
    },
    "lot_constraints": {
      "min_lot": 0.01,
      "max_lot": 10.0,
      "lot_step": 0.01,
      "source": "SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN/MAX/STEP)"
    },
    "scaling": {
      "enabled": false,
      "method": "fixed | martingale | anti_martingale | grid",
      "scale_factor": 1.0,
      "max_scale_level": 1,
      "note": "Martingale is PROHIBITED for XAUUSD due to extreme volatility risk"
    }
  },

  "constraints": {
    "max_spread_points": 50,
    "max_slippage_points": 30,
    "min_free_margin_percent": 50.0,
    "magic_number": 20260222,
    "order_comment": "EA_OAT_v5",
    "order_type_filling": "ORDER_FILLING_FOK | ORDER_FILLING_IOC | ORDER_FILLING_RETURN",
    "max_retry_on_error": 3,
    "retry_delay_ms": 500,
    "time_windows": [
      {
        "name": "Primary Trading",
        "start": "20:00",
        "end": "23:00",
        "timezone": "GMT+7",
        "priority": 1
      },
      {
        "name": "Secondary Trading",
        "start": "14:00",
        "end": "20:00",
        "timezone": "GMT+7",
        "priority": 2
      }
    ],
    "broker_requirements": {
      "min_leverage": "1:100",
      "account_type": "hedging | netting",
      "execution_type": "market | instant",
      "swap_consideration": true
    }
  },

  "input_parameters": [
    {
      "name": "InpMagicNumber",
      "type": "int",
      "default": 20260222,
      "min": 1,
      "max": 2147483647,
      "description": "EA Magic Number for order identification",
      "group": "General",
      "mql5_declaration": "input int InpMagicNumber = 20260222; // Magic Number"
    },
    {
      "name": "InpRiskPercent",
      "type": "double",
      "default": 1.0,
      "min": 0.1,
      "max": 5.0,
      "step": 0.1,
      "description": "Risk per trade as percentage of equity",
      "group": "Risk Management",
      "mql5_declaration": "input double InpRiskPercent = 1.0; // Risk Per Trade (%)"
    },
    {
      "name": "InpMaxDailyLoss",
      "type": "double",
      "default": 5.0,
      "min": 1.0,
      "max": 15.0,
      "step": 0.5,
      "description": "Maximum daily loss as percentage of equity",
      "group": "Risk Management",
      "mql5_declaration": "input double InpMaxDailyLoss = 5.0; // Max Daily Loss (%)"
    },
    {
      "name": "InpMaxDrawdown",
      "type": "double",
      "default": 15.0,
      "min": 5.0,
      "max": 30.0,
      "step": 1.0,
      "description": "Maximum drawdown before EA stops",
      "group": "Risk Management",
      "mql5_declaration": "input double InpMaxDrawdown = 15.0; // Max Drawdown (%)"
    },
    {
      "name": "InpMaxPositions",
      "type": "int",
      "default": 2,
      "min": 1,
      "max": 5,
      "description": "Maximum concurrent positions",
      "group": "Risk Management",
      "mql5_declaration": "input int InpMaxPositions = 2; // Max Positions"
    },
    {
      "name": "InpEMA_Fast",
      "type": "int",
      "default": 9,
      "min": 3,
      "max": 50,
      "description": "Fast EMA period for signal",
      "group": "Signal",
      "mql5_declaration": "input int InpEMA_Fast = 9; // Fast EMA Period"
    },
    {
      "name": "InpEMA_Slow",
      "type": "int",
      "default": 21,
      "min": 10,
      "max": 100,
      "description": "Slow EMA period for signal",
      "group": "Signal",
      "mql5_declaration": "input int InpEMA_Slow = 21; // Slow EMA Period"
    },
    {
      "name": "InpEMA_Trend",
      "type": "int",
      "default": 200,
      "min": 100,
      "max": 500,
      "description": "Trend EMA period on higher timeframe",
      "group": "Signal",
      "mql5_declaration": "input int InpEMA_Trend = 200; // Trend EMA Period"
    },
    {
      "name": "InpRSI_Period",
      "type": "int",
      "default": 14,
      "min": 5,
      "max": 50,
      "description": "RSI period for momentum filter",
      "group": "Signal",
      "mql5_declaration": "input int InpRSI_Period = 14; // RSI Period"
    },
    {
      "name": "InpRSI_Level",
      "type": "double",
      "default": 50.0,
      "min": 30.0,
      "max": 70.0,
      "step": 5.0,
      "description": "RSI threshold for buy signal",
      "group": "Signal",
      "mql5_declaration": "input double InpRSI_Level = 50.0; // RSI Buy Level"
    },
    {
      "name": "InpATR_Period",
      "type": "int",
      "default": 14,
      "min": 5,
      "max": 50,
      "description": "ATR period for volatility and SL/TP calculation",
      "group": "Volatility",
      "mql5_declaration": "input int InpATR_Period = 14; // ATR Period"
    },
    {
      "name": "InpATR_SL_Multi",
      "type": "double",
      "default": 2.0,
      "min": 1.0,
      "max": 5.0,
      "step": 0.1,
      "description": "ATR multiplier for stop loss distance",
      "group": "Exit",
      "mql5_declaration": "input double InpATR_SL_Multi = 2.0; // SL ATR Multiplier"
    },
    {
      "name": "InpATR_TP_Multi",
      "type": "double",
      "default": 3.0,
      "min": 1.5,
      "max": 8.0,
      "step": 0.1,
      "description": "ATR multiplier for take profit distance",
      "group": "Exit",
      "mql5_declaration": "input double InpATR_TP_Multi = 3.0; // TP ATR Multiplier"
    },
    {
      "name": "InpTrailingATR_Multi",
      "type": "double",
      "default": 1.5,
      "min": 0.5,
      "max": 4.0,
      "step": 0.1,
      "description": "ATR multiplier for trailing stop distance",
      "group": "Exit",
      "mql5_declaration": "input double InpTrailingATR_Multi = 1.5; // Trailing ATR Multiplier"
    },
    {
      "name": "InpTrailingActivation",
      "type": "int",
      "default": 150,
      "min": 50,
      "max": 500,
      "step": 10,
      "description": "Profit in points before trailing activates",
      "group": "Exit",
      "mql5_declaration": "input int InpTrailingActivation = 150; // Trailing Activation (points)"
    },
    {
      "name": "InpBreakevenProfit",
      "type": "int",
      "default": 100,
      "min": 30,
      "max": 300,
      "step": 10,
      "description": "Profit in points to move SL to breakeven",
      "group": "Exit",
      "mql5_declaration": "input int InpBreakevenProfit = 100; // Breakeven Trigger (points)"
    },
    {
      "name": "InpPartialClosePercent",
      "type": "int",
      "default": 50,
      "min": 0,
      "max": 80,
      "step": 10,
      "description": "Percentage of position to close at first TP",
      "group": "Exit",
      "mql5_declaration": "input int InpPartialClosePercent = 50; // Partial Close (%)"
    },
    {
      "name": "InpMaxSpread",
      "type": "int",
      "default": 50,
      "min": 10,
      "max": 200,
      "description": "Maximum allowed spread in points",
      "group": "Filters",
      "mql5_declaration": "input int InpMaxSpread = 50; // Max Spread (points)"
    },
    {
      "name": "InpSessionStart",
      "type": "int",
      "default": 20,
      "min": 0,
      "max": 23,
      "description": "Trading session start hour (server time)",
      "group": "Filters",
      "mql5_declaration": "input int InpSessionStart = 20; // Session Start Hour"
    },
    {
      "name": "InpSessionEnd",
      "type": "int",
      "default": 23,
      "min": 0,
      "max": 23,
      "description": "Trading session end hour (server time)",
      "group": "Filters",
      "mql5_declaration": "input int InpSessionEnd = 23; // Session End Hour"
    },
    {
      "name": "InpNewsFilter",
      "type": "bool",
      "default": true,
      "description": "Enable news event filter",
      "group": "Filters",
      "mql5_declaration": "input bool InpNewsFilter = true; // Enable News Filter"
    },
    {
      "name": "InpNewsAvoidMinutes",
      "type": "int",
      "default": 30,
      "min": 5,
      "max": 120,
      "description": "Minutes to avoid trading before high-impact news",
      "group": "Filters",
      "mql5_declaration": "input int InpNewsAvoidMinutes = 30; // News Avoid Minutes"
    },
    {
      "name": "InpADX_Period",
      "type": "int",
      "default": 14,
      "min": 5,
      "max": 50,
      "description": "ADX period for trend strength filter",
      "group": "Signal",
      "mql5_declaration": "input int InpADX_Period = 14; // ADX Period"
    },
    {
      "name": "InpADX_Level",
      "type": "double",
      "default": 25.0,
      "min": 15.0,
      "max": 40.0,
      "step": 1.0,
      "description": "Minimum ADX level for trend confirmation",
      "group": "Signal",
      "mql5_declaration": "input double InpADX_Level = 25.0; // Min ADX Level"
    },
    {
      "name": "InpMinATR",
      "type": "double",
      "default": 5.0,
      "min": 1.0,
      "max": 15.0,
      "step": 0.5,
      "description": "Minimum ATR value in dollars for volatility filter",
      "group": "Volatility",
      "mql5_declaration": "input double InpMinATR = 5.0; // Min ATR ($)"
    },
    {
      "name": "InpMaxATR",
      "type": "double",
      "default": 25.0,
      "min": 10.0,
      "max": 50.0,
      "step": 1.0,
      "description": "Maximum ATR value in dollars for volatility filter",
      "group": "Volatility",
      "mql5_declaration": "input double InpMaxATR = 25.0; // Max ATR ($)"
    },
    {
      "name": "InpTimeExitBars",
      "type": "int",
      "default": 48,
      "min": 0,
      "max": 240,
      "step": 12,
      "description": "Close position after N bars if not in profit (0=disabled)",
      "group": "Exit",
      "mql5_declaration": "input int InpTimeExitBars = 48; // Time Exit Bars (0=off)"
    },
    {
      "name": "InpMaxTradesPerDay",
      "type": "int",
      "default": 5,
      "min": 1,
      "max": 20,
      "description": "Maximum trades allowed per day",
      "group": "Risk Management",
      "mql5_declaration": "input int InpMaxTradesPerDay = 5; // Max Trades Per Day"
    },
    {
      "name": "InpEquityCurveFilter",
      "type": "bool",
      "default": true,
      "description": "Enable equity curve trading filter",
      "group": "Risk Management",
      "mql5_declaration": "input bool InpEquityCurveFilter = true; // Equity Curve Filter"
    }
  ],

  "regime_definitions": {
    "detection_method": "indicator_based",
    "update_frequency": "every_bar",
    "timeframe": "PERIOD_H4",
    "regimes": {
      "trending": {
        "conditions": [
          {"indicator": "ADX", "period": 14, "compare": ">", "value": 25},
          {"indicator": "EMA_alignment", "fast": 20, "slow": 50, "compare": "aligned"}
        ],
        "logic": "ALL",
        "ea_behavior": {
          "action": "trade",
          "modifications": "none",
          "note": "Primary operating regime for trend-follow strategies"
        }
      },
      "ranging": {
        "conditions": [
          {"indicator": "ADX", "period": 14, "compare": "<", "value": 20},
          {"indicator": "BB_width", "period": 20, "deviation": 2.0, "compare": "<", "value": 0.005, "note": "BB width as fraction of price; ~$10 band on $2000 gold"}
        ],
        "logic": "ALL",
        "ea_behavior": {
          "action": "avoid",
          "modifications": "no_new_entries",
          "note": "Trend-follow strategies perform poorly in ranges. Manage existing positions only."
        }
      },
      "volatile": {
        "conditions": [
          {"indicator": "ATR", "period": 14, "compare": ">", "value": 12.75, "note": "1.5x typical 20-period ATR avg (~8.50); recalculate from live data"},
          {"indicator": "daily_range", "compare": ">", "value": 40.0, "note": "2x average daily range (~20); recalculate from live data"}
        ],
        "logic": "ANY",
        "ea_behavior": {
          "action": "modify",
          "modifications": {
            "sl_multiplier": 1.5,
            "lot_reduction": 0.5,
            "tp_multiplier": 1.5
          },
          "note": "Widen stops, reduce size, extend targets during high volatility"
        }
      },
      "news_driven": {
        "conditions": [
          {"trigger": "within_news_window", "minutes_before": 30, "minutes_after": 15},
          {"trigger": "spread_spike", "threshold": {"value": 100, "unit": "points", "note": "2x normal spread of ~50 points"}}
        ],
        "logic": "ANY",
        "ea_behavior": {
          "action": "avoid",
          "modifications": "no_new_entries",
          "note": "News-driven price action is unpredictable. Filter out entirely for non-news strategies."
        }
      }
    }
  }
}

Quality Checklist

Blocker-Level Issues (MUST fix before output)

#	Check	Rule	Status
B1	No contradictory logic	Long entry conditions cannot logically contradict each other (e.g., RSI > 70 AND RSI < 30)	--
B2	No vague terms	All conditions resolve to numerical comparisons. Prohibited words: "around", "approximately", "usually", "might", "sometimes", "strong", "weak" (without numerical definition)	--
B3	All rules are numerical thresholds	Every comparison must be: >, <, >=, <=, ==, crossabove, crossbelow, in_range	--
B4	SL is always defined	Every entry must have a computable stop loss	--
B5	Risk per trade is bounded	riskpertrade_percent must be in [0.1, 5.0]	--
B6	Max drawdown is defined	maxdrawdownpercent must be set and enforced	--
B7	Position sizing formula is complete	All variables in the lot size formula are defined	--
B8	Entry logic type is specified	Must be one of: weightedscore, allrequired, anynof_m	--
B9	At least 1 tradeable regime	At least one regime has action = "trade"	--
B10	No Martingale for XAUUSD	Position sizing scaling must not use martingale for gold	--

Warning-Level Issues (Should fix, can proceed with warning)

#	Check	Rule	Status
W1	Parameter count	Total optimizable parameters should be <= 8 to avoid overfitting	--
W2	Filter coverage	Filters should not eliminate > 70% of potential trading time	--
W3	SL-to-spread ratio	SL distance should be >= 5x typical spread	--
W4	Win rate vs R:R consistency	Win rate target must produce positive expectancy with stated R:R	--
W5	Regime overlap	Regime conditions should not overlap (two regimes active simultaneously)	--
W6	Parameter ranges	Min/max ranges for input_parameters should allow meaningful optimization	--
W7	Indicator redundancy	Avoid using two indicators that measure the same thing (e.g., RSI + Stochastic)	--
W8	Correlated conditions	Flag conditions that are highly correlated (e.g., EMA alignment + ADX > 25)	--

Information-Level Notes

#	Note	Description
I1	Spread at current price	At $5,100/oz, spread of 50 points = $0.50 = ~0.01% of price
I2	Tick value for XAUUSD	1 standard lot (100 oz): $1 per 1 point ($0.01) move = $100 per $1 move
I3	Swap consideration	Long swaps are typically negative for XAUUSD; positions held overnight incur cost
I4	Weekend gap risk	Gold can gap $20-50+ on Monday open; weekend holds carry additional risk
I5	Broker differences	ECN vs STP vs Market Maker: spread, execution speed, and slippage vary

Parameter Mapping: Spec to MQL5

Mapping Convention

Every parameter in the JSON spec maps 1:1 to an MQL5 input variable:

Naming Convention:
  JSON field                -> MQL5 input variable
  risk_per_trade_percent    -> InpRiskPercent
  max_daily_loss_percent    -> InpMaxDailyLoss
  max_drawdown_percent      -> InpMaxDrawdown
  max_concurrent_positions  -> InpMaxPositions
  ema.fast.period           -> InpEMA_Fast
  ema.slow.period           -> InpEMA_Slow
  rsi.period                -> InpRSI_Period
  atr.sl_multiplier         -> InpATR_SL_Multi
  trailing.activation       -> InpTrailingActivation
  session.start_hour        -> InpSessionStart
  max_spread.points         -> InpMaxSpread

Prefix rules:
  Inp = input parameter (user-configurable)
  g_  = global variable (internal state)
  m_  = class member variable
  e_  = enum value

MQL5 Input Groups

mql5

//--- General Settings
input int    InpMagicNumber        = 20260222;  // Magic Number
input string InpComment            = "EA_OAT";  // Order Comment

//--- Risk Management
input double InpRiskPercent        = 1.0;       // Risk Per Trade (%)
input double InpMaxDailyLoss       = 5.0;       // Max Daily Loss (%)
input double InpMaxDrawdown        = 15.0;      // Max Drawdown (%)
input int    InpMaxPositions       = 2;         // Max Positions
input int    InpMaxTradesPerDay    = 5;         // Max Trades/Day
input bool   InpEquityCurveFilter  = true;      // Equity Curve Filter

//--- Signal Parameters
input int    InpEMA_Fast           = 9;         // Fast EMA Period
input int    InpEMA_Slow           = 21;        // Slow EMA Period
input int    InpEMA_Trend          = 200;       // Trend EMA (H4)
input int    InpRSI_Period         = 14;        // RSI Period
input double InpRSI_Level          = 50.0;      // RSI Buy Level
input int    InpADX_Period         = 14;        // ADX Period
input double InpADX_Level          = 25.0;      // ADX Min Level

//--- Volatility
input int    InpATR_Period         = 14;        // ATR Period
input double InpMinATR             = 5.0;       // Min ATR ($)
input double InpMaxATR             = 25.0;      // Max ATR ($)

//--- Exit Rules
input double InpATR_SL_Multi       = 2.0;       // SL ATR Multiplier
input double InpATR_TP_Multi       = 3.0;       // TP ATR Multiplier
input double InpTrailingATR_Multi  = 1.5;       // Trail ATR Multiplier
input int    InpTrailingActivation = 150;       // Trail Activation (pts)
input int    InpBreakevenProfit    = 100;       // Breakeven Trigger (pts)
input int    InpPartialClosePercent= 50;        // Partial Close (%)
input int    InpTimeExitBars       = 48;        // Time Exit Bars (0=off)

//--- Filters
input int    InpMaxSpread          = 50;        // Max Spread (points)
input int    InpSessionStart       = 20;        // Session Start Hour
input int    InpSessionEnd         = 23;        // Session End Hour
input bool   InpNewsFilter         = true;      // News Filter
input int    InpNewsAvoidMinutes   = 30;        // News Avoid (min)

Optimization Ranges (MT5 Strategy Tester)

Parameter	Start	Step	Stop	Recommended
InpEMA_Fast	5	2	21	9
InpEMA_Slow	15	3	50	21
InpRSI_Period	7	1	21	14
InpRSI_Level	40	5	60	50
InpATRSLMulti	1.0	0.25	3.0	2.0
InpATRTPMulti	1.5	0.25	5.0	3.0
InpTrailingATR_Multi	0.5	0.25	3.0	1.5
InpADX_Level	18	2	35	25
InpMinATR	3.0	0.5	8.0	5.0

Optimization Warning: Keep total parameter combinations below 10,000 to avoid overfitting. Use genetic algorithm for initial scan, then grid search on top 3 parameter sets.

Regime Definitions

Regime Detection Implementation

Each regime is detected by evaluating indicator conditions on the higher timeframe (default H4):

Regime 1: TRENDING

Detection:
  ADX(14, H4) > 25 AND
  (
    (Uptrend: +DI > -DI AND Price > EMA(50, H4)) OR
    (Downtrend: -DI > +DI AND Price < EMA(50, H4))
  )

Characteristics:
  - Sustained directional movement
  - MAs aligned in trend direction
  - Pullbacks to EMA 20/50 are opportunities
  - Duration: typically 2-12 weeks for XAUUSD

EA Behavior:
  - Trade: YES (primary regime for trend-follow)
  - Entry: Standard conditions apply
  - SL: Standard ATR multiplier
  - TP: Extended (use higher ATR multiplier)

Regime 2: RANGING

Detection:
  ADX(14, H4) < 20 AND
  BollingerBandWidth(20, 2.0, H4) < 20-period average AND
  Price oscillating around EMA(50, H4) (within +/- 1 ATR)

Characteristics:
  - Sideways price action
  - Frequent false breakouts
  - Support/resistance boundaries visible
  - Duration: typically 1-4 weeks for XAUUSD

EA Behavior:
  - Trade: NO (for trend-follow strategies)
  - Action: Manage existing positions only
  - No new entries
  - Tighten existing trailing stops

Regime 3: VOLATILE (Expansion)

Detection:
  ATR(14, H4) > 1.5 * SMA(ATR(14, H4), 20) OR
  Daily range > 2 * average daily range (20-day) OR
  VIX equivalent conditions (if available)

Characteristics:
  - Large directional swings
  - Wide intraday ranges ($80-150+/day)
  - Increased spread and slippage
  - Often triggered by macro events
  - Duration: typically 1-5 days for XAUUSD

EA Behavior:
  - Trade: MODIFY (adjusted parameters)
  - SL multiplier: 1.5x normal (wider stops)
  - Lot size: 0.5x normal (reduced exposure)
  - TP multiplier: 1.5x normal (extended targets)
  - Spread filter: 2x normal threshold

Regime 4: NEWS-DRIVEN (Event)

Detection:
  Within news_avoid_minutes of high-impact event OR
  Spread > 2x normal average OR
  (Price moved > 1.5 ATR in last 5 minutes -- spike detection)

Characteristics:
  - Whipsaw price action
  - Extreme spread widening ($1-5+)
  - Slippage risk very high
  - Directional bias only clear after initial reaction
  - Duration: typically 15-60 minutes for XAUUSD

EA Behavior:
  - Trade: NO
  - Action: Filter out entirely
  - No new entries
  - Optionally: widen SL on existing positions (configurable)
  - Wait for spread normalization before resuming

Regime Transition Matrix

From / To	Trending	Ranging	Volatile	News-Driven
Trending	--	ADX drops < 20, price consolidates	ATR spike > 1.5x avg	News event window
Ranging	ADX rises > 25, breakout confirmed	--	ATR spike > 1.5x avg	News event window
Volatile	ATR normalizes + ADX > 25	ATR normalizes + ADX < 20	--	News event window
News-Driven	After news window + ADX > 25	After news window + ADX < 20	After news window + ATR still elevated	--

Hysteresis: To prevent regime flipping, require the new regime conditions to hold for 3 consecutive bars on H4 before switching (except news-driven, which activates immediately).

Risk Profile Alignment with Performance Metrics

Mapping Risk Parameters to 33-Metric Framework

Every risk parameter in the spec directly influences specific performance metrics:

Risk Parameter	Directly Affects Metrics	Relationship
riskpertrade_percent	#9 Max DD, #12 Recovery Factor, #16 VaR	Lower risk = lower DD, higher RF
maxdailyloss_percent	#9 Max DD, #8 Monthly Consistency	Circuit breaker for drawdown
maxdrawdownpercent	#12 Recovery Factor, #15 Calmar	Hard stop = bounded DD
maxconcurrentpositions	#9 Max DD, #16 VaR	More positions = more exposure
slatrmultiplier	#19 Avg Loss, #20 Avg R:R, #17 Win Rate	Wider SL = higher win rate but lower R:R
tpatrmultiplier	#18 Avg Win, #20 Avg R:R, #4 Profit Factor	Higher TP = lower win rate but higher R:R
partialclosepercent	#28 Partial Close Efficiency, #5 Expected Payoff	Locks profit but reduces average win
trailingatrmultiplier	#29 Trailing Stop Efficiency, #18 Avg Win	Tighter trail = more exits but less profit per trade
maxtradesper_day	#24 Trade Frequency, #8 Monthly Consistency	Limits overtrading
equitycurvefilter	#33 Equity Curve Smoothness, #11 DD Duration	Pauses trading in drawdown periods

Risk Profile Presets for XAUUSD

Conservative:

json

{
  "risk_per_trade_percent": 0.5,
  "max_daily_loss_percent": 3.0,
  "max_drawdown_percent": 10.0,
  "max_concurrent_positions": 1,
  "sl_atr_multiplier": 2.5,
  "tp_atr_multiplier": 3.5,
  "expected_monthly_return": "2-5%",
  "target_sharpe": "> 1.5"
}

Standard (Default):

json

{
  "risk_per_trade_percent": 1.0,
  "max_daily_loss_percent": 5.0,
  "max_drawdown_percent": 15.0,
  "max_concurrent_positions": 2,
  "sl_atr_multiplier": 2.0,
  "tp_atr_multiplier": 3.0,
  "expected_monthly_return": "5-10%",
  "target_sharpe": "> 1.0"
}

Aggressive:

json

{
  "risk_per_trade_percent": 2.0,
  "max_daily_loss_percent": 8.0,
  "max_drawdown_percent": 20.0,
  "max_concurrent_positions": 3,
  "sl_atr_multiplier": 1.5,
  "tp_atr_multiplier": 2.5,
  "expected_monthly_return": "10-20%",
  "target_sharpe": "> 0.8"
}

Expectancy Validation

Before finalizing any spec, validate positive expectancy:

Expectancy = (WinRate * AvgWin) - (LossRate * AvgLoss)

Where:
  WinRate = target win rate (decimal)
  LossRate = 1 - WinRate
  AvgWin = TP distance (in $) * partial close adjustment
  AvgLoss = SL distance (in $)

Example (Standard profile, H1 ATR = $8.50):
  SL = 2.0 * $8.50 = $17.00
  TP = 3.0 * $8.50 = $25.50
  Partial: 50% at 1:1 ($17), 50% trailing (est. $25.50)
  Effective AvgWin = 0.5 * $17.00 + 0.5 * $25.50 = $21.25

  At 55% win rate:
  Expectancy = (0.55 * $21.25) - (0.45 * $17.00) = $11.69 - $7.65 = +$4.04/trade

  Spread cost: ~$0.50/trade
  Net expectancy: +$3.54/trade (POSITIVE -- viable strategy)

Minimum acceptable: Expectancy > 2x spread cost

Error Handling

Input Errors

Error	Detection	Recovery
Missing hypothesis	No hypothesis_id provided	Return error: "Strategy hypothesis required. Run strategy-researcher first."
Incomplete hypothesis	Required fields missing	List missing fields, return to researcher
Invalid indicator params	Period <= 0 or > 500	Clamp to valid range, log warning
Invalid risk params	Risk > 5% or DD > 30%	Clamp to max allowed, warn user
Conflicting conditions	Entry conditions that can never simultaneously be true	Reject spec, explain conflict
Invalid timeframe	Timeframe not in MT5 enum	Default to H1, warn user

Runtime Specification Errors

Error	Detection	Recovery
SL too tight for spread	SL distance < 3x current spread	Increase SL to 5x spread minimum
TP unreachable	TP > 10x ATR for timeframe	Cap at 5x ATR, warn about hold time
Filter too restrictive	Filters eliminate > 80% of bars	Relax filters, warn user
Lot size underflow	Calculated lot < SYMBOLVOLUMEMIN	Use minimum lot, log warning
Lot size overflow	Calculated lot > SYMBOLVOLUMEMAX	Cap at max lot, log warning
Insufficient margin	Required margin > available * 1.5	Skip trade, log "insufficient margin"

Specification Validation Errors

Error	Severity	Action
Negative expectancy	BLOCKER	Reject spec. Adjust SL/TP/WinRate targets
Contradictory regime rules	BLOCKER	Resolve overlap between regime conditions
Parameter out of MQL5 range	BLOCKER	Fix to valid MQL5 type range
Missing MQL5 mapping	BLOCKER	Add input_parameters entry for every configurable value
Redundant indicators	WARNING	Flag and suggest removal of one
Over-parameterized (> 8 optimizable)	WARNING	Suggest fixing least impactful parameters
Untested regime transition	WARNING	Add hysteresis rule for flagged transition

Reference: XAUUSD Specification Constants

Instrument Properties:

Symbol: XAUUSD
Digits: 2 (price quote: $5098.12)
Point: 0.01
Tick size: 0.01
Tick value (1 lot): $1.00 (per 0.01 move) = $100 per $1.00 move
Contract size: 100 oz per standard lot
Min lot: 0.01 (broker dependent)
Max lot: 100.0 (broker dependent)
Lot step: 0.01

Typical Spread Ranges:

ECN (off-peak): 15-30 points ($0.15-$0.30)
ECN (peak hours): 20-50 points ($0.20-$0.50)
Standard (off-peak): 30-60 points ($0.30-$0.60)
Standard (news): 100-300+ points ($1.00-$3.00+)

ATR Reference Values (as of 02/2026):

M5 ATR(14): $1.5-$3.0
M15 ATR(14): $3.0-$5.0
H1 ATR(14): $8.0-$12.0 (normal), $15-$25 (volatile)
H4 ATR(14): $15-$25 (normal), $30-$50 (volatile)
D1 ATR(14): $30-$60 (normal), $80-$150 (event day)

Session Times (GMT+7 / Indochina Time):

Asian: 06:00-15:00 (low vol, range-bound)
London: 14:00-23:00 (trend initiation)
New York: 20:00-05:00 (continuation/reversal)
London-NY Overlap: 20:00-23:00 (peak volume)
LBMA AM Fix: 17:30 | LBMA PM Fix: 22:00

Risk Calculation Constants:

Lot Size = (Account_Equity * Risk_Percent / 100) / (SL_Points * Tick_Value)

Where for XAUUSD:
  Tick_Value = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE)  // $1.00 per 0.01 move per lot
  Point = SymbolInfoDouble(_Symbol, SYMBOL_POINT)                  // 0.01

Example:
  Equity = $10,000
  Risk = 1% = $100
  SL = $17.00 = 1700 points
  Tick_Value = $1.00 per point per lot
  Lot_Size = $100 / (1700 * $1.00) = 0.0588 -> rounds to 0.05 lots

Inputs & Assumptions

Input	Source	Required	Default
Strategy hypothesis document	strategy-researcher output	YES	None
Risk tolerance profile	User/orchestrator	NO	Standard (1% risk, 15% max DD)
Account size	User/orchestrator	NO	$10,000
Broker type	User/orchestrator	NO	ECN
Existing portfolio context	trading-risk-portfolio	NO	Single EA

Standing Assumptions:

XAUUSD on MT5, 5-digit pricing (0.01 = 1 point)
Point value: $1.00 per point per standard lot (100 oz)
H1 primary timeframe unless hypothesis specifies otherwise
All enum fields in JSON template use pipe separators for documentation; agent selects exactly ONE value

Dynamic Execution Zone

使用方法

开始前需了解

Strategy Spec & Risk

Core System Instructions

Decision Tree (Execute First)

Workflow

Phase 1: Receive Hypothesis

Phase 2: Validate Hypothesis

Phase 3: Formalize Specification

Phase 4: Quality Check

Phase 5: Output Specification

Output Contract: Strategy Specification

Primary JSON Format

Quality Checklist

Blocker-Level Issues (MUST fix before output)

Warning-Level Issues (Should fix, can proceed with warning)

Information-Level Notes

Parameter Mapping: Spec to MQL5

Mapping Convention

MQL5 Input Groups

Optimization Ranges (MT5 Strategy Tester)

Regime Definitions

Regime Detection Implementation

Regime Transition Matrix

Risk Profile Alignment with Performance Metrics

Mapping Risk Parameters to 33-Metric Framework

Risk Profile Presets for XAUUSD

Expectancy Validation

Error Handling

Input Errors

Runtime Specification Errors

Specification Validation Errors

Reference: XAUUSD Specification Constants

Inputs & Assumptions

Dynamic Execution Zone

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使用方法

开始前需了解

Strategy Spec & Risk

Core System Instructions

Decision Tree (Execute First)

Workflow

Phase 1: Receive Hypothesis

Phase 2: Validate Hypothesis

Phase 3: Formalize Specification

Phase 4: Quality Check

Phase 5: Output Specification

Output Contract: Strategy Specification

Primary JSON Format

Quality Checklist

Blocker-Level Issues (MUST fix before output)

Warning-Level Issues (Should fix, can proceed with warning)

Information-Level Notes

Parameter Mapping: Spec to MQL5

Mapping Convention

MQL5 Input Groups

Optimization Ranges (MT5 Strategy Tester)

Regime Definitions

Regime Detection Implementation

Regime Transition Matrix

Risk Profile Alignment with Performance Metrics

Mapping Risk Parameters to 33-Metric Framework

Risk Profile Presets for XAUUSD

Expectancy Validation

Error Handling

Input Errors

Runtime Specification Errors

Specification Validation Errors

Reference: XAUUSD Specification Constants

Inputs & Assumptions

Dynamic Execution Zone

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strategy-researcher