Gold Scalping with Tick Microstructure, VWAP Rejection, and AI Filtering

Summary

The document outlines a proposed high-frequency scalping Expert Advisor for gold on a one-minute chart. It tracks tick speed and deviations from a dynamically calculated VWAP, then looks for price to sweep beyond an outer deviation band and snap back. Session, spread, and volatility filters restrict when it can trade. Risk controls include fixed or balance-based sizing, stop losses, break-even adjustments, and trailing stops.

A decision layer can use a weighted rules score or send market facts to a local Python API for a BUY, SELL, or WAIT response. The example API uses fixed conditions for snapback, velocity, deviation, higher-timeframe direction, and candle wick structure; it does not contain a trained machine-learning model. The document gives implementation and setup guidance but no measured trading results or validation evidence. Claims about institutional stop sweeps and AI-assisted decisions are not substantiated, so performance, execution costs, and live reliability remain uncertain.

Key ideas

• The EA seeks snapback entries after price moves beyond VWAP deviation bands.
• Tick velocity, spread, session, and volatility filters gate potential trades.
• Trade sizing and exits can use risk-based lots, stop losses, break-even, and trailing stops.
• A rules-based score or local API evaluates signals using market structure and trend inputs.
• The document provides no backtest results, and its sample decision logic is not a trained model.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.