Aurum Core

Public CORE repository for study, analysis, and demonstration.

Origin story (why this exists)

This project started as a practical, hands-on effort: reviewing and testing many “robots” and approaches to understand what is real vs. noise in live markets.

Over time, the production system evolved into something much larger than a public demo:

• It accumulated operational tooling, validation workflows, and safety constraints.
• It incorporated research and implementation details that are not appropriate to publish in full.
• It became “operationally sensitive” (easy to misuse or misrepresent if copied without context).

That is why the project is now split:

• CORE (this repo): a minimal, auditable demo for learning.
• PREMIUM (private): the production codebase and operational stack.

If you’re here to learn, CORE is intentionally kept small and readable.

What this is

• A simplified MQL5 demo EA intended for educational purposes.
• A public snapshot that intentionally excludes proprietary production components.

What this is NOT

• Not a production trading system.
• Not allowed for live/funded trading.
• Not allowed for broker-connected paper trading or any setup that mirrors live execution.

See:

• TRADING_RESTRICTIONS.md
• DATA_SOURCES.md

How to read this repo

Start with these files (in order):

1. TRADING_RESTRICTIONS.md — non-negotiable usage restrictions.
2. DATA_SOURCES.md — dataset policy (no redistribution).
3. MQL5/Experts/AurumCore.mq5 — the entire demo EA source.
4. MQL5/Indicators/ — educational indicators (spread, session windows, volatility).
5. docs/PREMIUM_NOTE.md — sanitized overview of what exists privately.

Quickstart (study/demo)

1. Open MQL5/Experts/AurumCore.mq5 in MetaEditor.
2. Compile.
3. Attach the EA to a chart.
4. Keep InpAllowTrading=false by default.
   • If you want to observe order flow mechanics in a local sandbox, you can toggle it to true.

Safety notes:

• This EA closes its own positions on remove/close (see OnDeinit).
• Uses MagicNumber to avoid touching other trades.

What the demo EA actually implements

AurumCore.mq5 intentionally keeps the logic minimal:

• Spread filter: blocks entries when spread exceeds InpMaxSpreadPoints.
• New-bar execution: evaluates signals only on a new bar for InpTf.
• Simple signal: EMA cross (InpFastMaPeriod vs InpSlowMaPeriod).
• Single-position rule: at most one position per symbol+magic.

This is meant to be understandable and auditable in one sitting.

Educational indicators (MQL5)

CORE also ships small indicators that help visualize execution constraints and market conditions (without exposing any proprietary strategy logic):

• MQL5/Indicators/AurumSpreadMonitor.mq5 — plots current spread (points) + a max threshold.
• MQL5/Indicators/AurumSessionWindow.mq5 — draws a daily time window with vertical lines (server time).
• MQL5/Indicators/AurumVolatilityATR.mq5 — plots ATR as a volatility proxy.

Feature matrix (CORE vs PREMIUM)

Legend:

• ✅ = included
• ❌ = not included
• ⚠️ = partial / simplified demo

Area	CORE (public demo)	PREMIUM (private production)
MQL5 EA source	✅	✅
Educational indicators (spread/session/ATR)	✅	✅
Minimal demo strategy (EMA cross)	✅	❌
Multi-strategy routing/selection	❌	✅
Advanced confluence / proprietary logic	❌	✅
News-aware gating / calendar	❌	✅
Risk management (prop-firm constraints, DD/HWM)	❌	✅
Time-gates / session rules	❌	✅
Slippage/commission/latency modeling	❌	✅
Backtesting engine + runners	❌	✅
Parameter search / optimization	❌	✅
Walk-forward analysis (WFA)	❌	✅
Stress testing / robustness checks	❌	✅
Overfit controls / validation tooling	❌	✅
ML experiments/models (optional)	❌	✅
Datasets redistributed	❌	❌
Live trading allowed	❌	✅ (private only, with ops controls)

Notes:

• CORE is intentionally constrained so the public code stays reviewable and does not ship operational “go-live” capability.
• PREMIUM details, datasets, and operational infra are intentionally private.

Contributing / requests

This repo is intentionally narrow-scope. Contributions that fit well:

• New educational indicators (visualization, overlays, regime/volatility tools).
• Bugfixes and clarity improvements for CORE files.

Contributions that will not be accepted:

• Anything that enables broker-connected paper/live trading.
• Anything that attempts to bypass TRADING_RESTRICTIONS.md.
• Proprietary strategy logic from the PREMIUM system.

If you want to request an indicator (MQL5): open an issue with:

• Instrument (e.g., XAUUSD), timeframe, and example screenshots.
• What you want to visualize (not “the strategy”), plus acceptance criteria.

Custom work (indicators / automation)

Contact (preferred: Telegram)

• Telegram (preferred): check my Telegram in my GitHub profile / contact details.
• Repo requests: please open a GitHub Issue using the templates (recommended so requirements stay written).
• Private / commercial: for custom development, partnerships, or investor conversations, reach out on Telegram.

Notes:

• I don’t provide real-time support; async is best.
• No promises of profitability; discussions focus on engineering, risk, and testability.

From time to time, I also take on custom development (paid/private) such as:

• MQL5 indicators tailored to your workflow
• Automation of a manual strategy you already trade, based on your written rules

Important:

• Requests must be well-specified (inputs, outputs, constraints, test cases).
• Anything involving broker-connected execution or live trading is handled privately and is out of scope for this public CORE repository.
• No guarantees of profitability; engineering work focuses on correctness, safety, and testability.

To start: open an issue describing what you want built and what “done” means (recommended). If it’s private/commercial, you can also reach out on Telegram.

Glossary (quick)

• EA (Expert Advisor): automated trading program for MetaTrader.
• CORE: public demo/study repository with minimal logic.
• PREMIUM: private production repository (full system + ops).
• MagicNumber: identifier used to tag orders/positions belonging to this EA.
• Spread: difference between bid and ask (cost); CORE can block entries above a limit.
• Slippage: difference between expected and actual fill price due to execution conditions.
• Commission: per-trade fee model (broker/venue dependent).
• Latency: execution delay that impacts fills and performance.
• Tick vs Bar: tick = every price update; bar = aggregated candle over a timeframe.
• Timeframe (TF): candle period (e.g., M5).
• DD (Drawdown): peak-to-trough equity decline.
• HWM (High-Water Mark): highest equity point used by some trailing DD rules.
• WFA (Walk-Forward Analysis): validate performance across rolling in-sample/out-of-sample windows.
• Overfitting: strategy fits historical noise and fails out-of-sample.
• Prop firm constraints: risk rules imposed by evaluation/funded accounts.
• News gating: reducing or blocking trading around scheduled high-impact news.

Contents

• MQL5/Experts/AurumCore.mq5 — demo EA source
• MQL5/Indicators/ — educational indicators

Notes

• Python/Nautilus layer is kept private (PREMIUM).
• No market data is redistributed in this repository.

Contact (preferred: Telegram)

• Telegram: @francomascareloai