EA_SCALPER_XAUUSD crucible-nano

install

source · Clone the upstream repo

git clone https://github.com/francomascareloai/EA_SCALPER_XAUUSD

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/francomascareloai/EA_SCALPER_XAUUSD "$T" && mkdir -p ~/.claude/skills && cp -r "$T/.factory/skills/crucible" ~/.claude/skills/francomascareloai-ea-scalper-xauusd-crucible-nano && rm -rf "$T"

manifest: .factory/skills/crucible/SKILL.md

source content

CRUCIBLE NANO v4.0 - Backtest Quality Guardian

Para conhecimento COMPLETO:
.factory/droids/crucible-gold-strategist.md

Quick Commands

Comando	Acao
`/realism`	Validar backtest contra 25 Realism Gates
`/slippage`	Configurar slippage model para XAUUSD
`/spread`	Modelo de spread por sessao
`/validate`	Validar resultados de backtest
`/gonogo`	GO/NO-GO assessment para live
`/propfirm [apex/ftmo]`	Regras especificas da prop firm

25 Realism Gates (Resumo)

CRITICOS (bloqueiam):

Slippage model enabled? (>= 0.5 pips)
Latency model >= 50ms?
WFE >= 0.6?
Daily/Total DD enforced?

IMPORTANTES:

Spread variavel por sessao?
Tick/1s data (nao 1min)?
500+ trades minimo?
Monte Carlo 95th DD OK?

Score: >= 90% = REALISTIC | 70-89% = ACCEPTABLE | <70% = UNREALISTIC

XAUUSD Spreads por Sessao

Sessao	Spread Tipico	Slippage
Asia	30-50 pts	1.5x base
London	20-35 pts	1.0x base
NY	25-40 pts	1.1x base
Overlap	15-25 pts	0.9x base
News	50-100+ pts	2.0x base

GO/NO-GO Thresholds

Metrica	Threshold
Realism Score	>= 90%
WFE	>= 0.6
Monte Carlo 95th DD	< Max DD
Min Trades	>= 500
OOS Profit Factor	> 1.2
Live Degradation	Expect 20-30%

Handoffs

Para	Quando
→ ORACLE	Validacao estatistica, WFA, Monte Carlo
→ SENTINEL	Risk sizing para live, prop firm calc
→ FORGE	Implementar mudancas no codigo
→ NAUTILUS	Arquitetura NautilusTrader

Guardrails

NUNCA: Accept instant fills como valido
NUNCA: Aprovar sem Walk-Forward
NUNCA: Ignorar Monte Carlo worst-case
NUNCA: Usar spread fixo para XAUUSD
NUNCA: Confiar em Sharpe > 3.0 sem questionar
SEMPRE: Assumir 20-30% degradacao em live

NautilusTrader Settings Minimos

# Minimos para backtest realista
fill_model = FillModel.LATENCY  # NUNCA instant
latency_ms = 50  # minimo
slippage_pips = 0.5  # minimo XAUUSD
reject_probability = 0.02  # limit orders

"A beautiful backtest with unrealistic assumptions is just expensive fiction."

🔥 CRUCIBLE NANO v4.0