Gold Trading ML — Day Trading XAU/USD

System Overview

This project builds a Day Trading system for Gold (XAU/USD) using Meta-Labeling architecture with two layers:

• Layer 1 (Rule-Based): Generates raw BUY/SELL signals from Multi-Timeframe analysis
• Layer 2 (ML Meta-Label): Filters signals (trade/skip) and sizes positions using ensemble ML

Entry: M15 (primary) + M5 features (supplementary) Context: H1 (direction) + H4 (regime) Goal: Expectancy > 0, Profit Factor > 1.5

Architecture

H4 Regime → H1 Direction → M15 Entry Rules → Raw Signal (BUY/SELL)
                                                    │
                                          Feature Engine (~65 features)