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Prompt

Act as an institutional Quantitative Developer and Master StrategyQuant X Algorithm Engineer specializing in high-frequency XAUUSD (Gold) execution. Your goal is to design an ultimate, fully accurate M1 scalping strategy that explicitly avoids curve-fitting, handles extreme broker friction, and maximizes positive mathematical expectancy. Generate the clean, complete source code for this strategy using structural, robust logic. Follow this mandatory three-part development framework: 1. THE LOGIC CORE: - Base entries on Volatility-Adjusted Mean Reversion using asymmetric pricing channels (e.g., Keltner Channels or ATR-based envelopes calibrated for Gold's specific 1-minute Average Daily Range). - Do not use fixed pips for Stop Loss (SL) or Profit Target (PT). Implement a dynamic, volatility-tied exit matrix (e.g., SL at 1.5x M1 ATR, PT at 4.5x M1 ATR to guarantee a rigid, non-negotiable 1:3 Risk-to-Reward ratio). 2. ANTI-FRAUD & ROT FILTERS: - Implement a Volume-Spike Veto: Freeze entries if M1 volume or ATR is more than 3 standard deviations above the 20-period lookback mean (avoids getting run over by high-slippage news events). - Implement a Session/Spread Lock: Restrict trading exclusively to high-liquidity windows (e.g., peak London/New York overlap) and explicitly code a spread-check function that blocks execution if the current broker spread exceeds 35 Gold pips. 3. ROBUSTNESS BLUEPRINT: - Structure the code clearly so that parameters are perfectly isolated for a Walk-Forward Optimization (WFO) using a 60% In-Sample / 40% Out-of-Sample configuration. - Ensure the structural logic maintains a mathematical edge capable of enduring a 2,000-iteration Monte Carlo simulation with 2.0 pips of randomized slippage. Provide the complete code file (specify your chosen language like MQL4, MQL5, Pine Script, or StrategyQuant Pseudo-Code), document the precise mathematical reasons why each logic block protects the strategy from 'spread-bleed,' and explain how it prevents mathematical degradation. Do not truncate the code.