XAUUSD V03H SELL

Experimental machine-learning SELL model for XAUUSD / Gold.

Model information

  • Model ID: V03H_WF2025_RF_SELL
  • Strategy ID: V03H_F002_SELL
  • Instrument: XAUUSD
  • Direction: SELL
  • Timeframe: M15
  • Model family: Random Forest
  • Inference format: ONNX
  • Required features: 300

Decision rule

The model produces a SELL probability. The runtime converts the score into a historical percentile rank using score_distribution.parquet.

Current operational rule:

rank_pct >= 0.90

Original locked research threshold:

rank_pct >= 0.99

Trade contract

Direction: SELL
Timeframe: M15
Stop Loss: 1.0 ATR
Take Profit: 2.0 ATR
Maximum Hold: 32 M15 bars
Magic Number: 7300201

Included files

final_rf_sell_model.onnx
feature_order.json
score_distribution.parquet
policy_config.json
model_registry.json

Feature contract

Inputs must use exactly the features and ordering defined in:

feature_order.json

The live runtime validates:

required features = 300
missing features = 0
null features = 0
infinite features = 0

before inference.

Runtime flow

MT5 closed bars
    -> feature engineering
    -> 300-feature vector
    -> V03H ONNX model
    -> SELL probability
    -> historical percentile rank
    -> rank threshold
    -> SELL signal or HOLD

Timestamp requirement

Live market timestamps must use consistent UTC semantics.

Incorrect broker-server time handling can alter session and time-derived features even when other indicators appear correct.

Intended use

This model is intended to operate as one independent strategy inside a multi-strategy XAUUSD portfolio framework.

Other BUY or SELL models do not need to agree before this strategy generates its own signal.

Risk notice

This repository contains experimental trading research software.

Historical, validation, or backtest performance does not guarantee future profitability. Leveraged trading can result in substantial losses.

Use a demo or paper environment first and independently validate model behavior, execution, spread, commission, slippage, and risk controls.

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