Multi-module automated execution framework for US30 on M5

It combines two internal strategies in one instance:

1. LONDON

A London-range breakout module using Madrid session timing, breakout buffer validation, spread control, monthly directional risk allocation, day-based risk multipliers, and an NY open protection rule for SELL-side filtering.

2. RRL

A separate range-and-breakout execution module with independent BUY and SELL session ranges, dedicated trading windows, monthly directional risk tables, weekday multipliers, Friday neutral/late handling, and selective low-risk confirmation layers.

The protection layer includes:

- hard max drawdown control

- hard max daily loss control

- forced position closing near the end of the New York session

- blocked calendar days

- event-based NewsGuard Lite blocking

- ATR and volume validation for low-risk conditions

- drawdown-based risk scaling

Performance and result interpretation

The historical results shown for this system are based on a 6-year backtest from 01/01/2020 to 31/12/2025 and should be interpreted in the context of dynamic capital allocation.

This strategy uses a compounding-based risk model, meaning position size can increase or decrease as account equity changes over time.

In addition, the system does not apply the same static risk level forever. Risk allocation is recalibrated by period through its internal configuration framework, including monthly directional settings, weekday weighting, and drawdown-based adjustment logic.

As a result, historical returns are not based on a fixed-lot model. They reflect a structured capital progression model in which exposure is periodically renewed and adapted according to the internal risk rules active at that stage.

For transparency:

- the results shown come from a 6-year historical backtest

- performance is based on compounding, not fixed lot size

- exposure can increase during favorable periods

- exposure can be reduced during drawdown phases

- reported results reflect both execution logic and dynamic risk management

This cBot is intended for traders who want structured execution logic with configurable internal controls and a stronger emphasis on risk containment.