investigate: XAUUSD/GBPUSD 0 trades in OOS 2026 Q1

[cfournel]

Observation

OOS test (2026.01.01 → 2026.03.28) produced 0 trades for XAUUSD and GBPUSD:

Symbol	Trades	Notes
XAUUSD	0	KZ1=11-14, KZ2=20-23, MacroTrend W1=true
GBPUSD	0	KZ1=8-12, KZ2=13-16, MacroTrend=true
USDJPY	3 ✓	PF=2.55
EURJPY	4 ✓	PF=1.36

Possible causes

1. Genuine signal drought — tight kill zones + MacroTrend filter blocked all entries in a 3-month window
2. W1 macro trend blocker — XAUUSD uses inpMacroTrendEnabled=true with W1 trend; if W1 was in downtrend for much of Q1 2026 it would block all LONG entries
3. Tick data gap — tester may not have had real ticks for 2026 Q1 (test ran in 22s for XAUUSD vs 177s for full-period)

Investigation steps

• Run manual XAUUSD backtest for Jan-Mar 2026 with logging to check filter rejection counts
• Check if inpMacroTrendEnabled=false produces trades in same period
• Compare tester run time: 22s vs expected ~40-50s for 3 months of real ticks

[cfournel]

Investigated: Both XAUUSD and GBPUSD placed 7 limit orders each in Q1 2026 (confirmed via individual backtest runs), but 0 filled — the market never pulled back to the limit entry levels during Jan-Mar 2026. This is expected behavior for a limit-order EA in a trending quarter. EURJPY/USDJPY filled because their kill zones and configs caught retracements. No bug, no config issue.