XAU Forge builds on our open-source research engine research engine: it extracts rule systems from institutional trading books, encodes them as detectors and backtests, and audits every strategy for robustness before a single live order is placed.
One codebase produces research backtests and live execution — the same detectors, the same pairing logic, the same risk rules. No translation layer between backtest and broker.
Signals derive only from fully-closed bars. Causality is enforced by construction and pinned by tests — no look-ahead leakage.
Market structure (BOS / CHoCH / IDM), order blocks, imbalance, liquidity sweeps and IFC events — each implemented from primary source rules and unit-tested.
Cost-stress (1.0× / 1.5× / 2.0×), leave-one-out symbol tests, weekly splits, and train/test separation. A strategy earns a live core only after it survives.
The engine that ran the backtest is the engine that trades. A cTrader Open API adapter is the only thing between research artifacts and live orders.
# run the exact book backtest across 6 symbols $ pip install -r uploads/requirements.txt $ python -m pytest xauforge -q # 49 passed $ python xauforge/exact_book_backtest.py BTCUSD M15_POIs=127 M1_signals=111 CHoCH=123 IDM_grab= 75 EURUSD M15_POIs= 18 M1_signals= 13 CHoCH= 17 IDM_grab= 8 COST 1.0× ALL filled=218 wr=8.7% pf=0.34 # published honestly, warts and all
Most retail backtest repos publish a screenshot of a green equity curve. This lab publishes negative results, cost-stress failures, and invalid-run archives — because a research process you can't audit is a research process you can't trust.
Every detector traces back to a documented rule — extracted from the source books via OCR, catalogued in a SQLite book database, and frozen in rule documents under version control.
Failed and invalidated experiments are kept in reports/invalid_* with provenance, so the audit trail of what was tried and rejected survives.
~30 days per symbol, one market regime, headline numbers without costs — the README says so up front. Research artifacts, not profitability claims.
The lab is open source today; the hosted platform is where it's going. In-development items are active work on GitHub.
| Capability | Status |
|---|---|
| Open-source research engine (detectors, backtests, audits) | shipped · v0.1.0 |
| cTrader Open API live execution core | shipped (engine core + docs) |
| Hosted backtest runs — upload data, get audited reports in the browser | in development |
| Multi-broker adapters beyond cTrader | planned |
| LLM-assisted rule extraction from trading books (API integration) | planned |