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I am also in favor of having the logic of signals and execution live in different "apartments" — this makes it easier to understand who is messing up: the predictor neural network or the crooked hands of a broker with an extended spread on the news.For gold robots, I usually separate the signal logic from the execution assumptions. The same idea can look solid in a backtest, but I would want to compare it across spread regimes, then check out-of-sample behavior and forward-test drift. Session timing matters too, especially when liquidity thins out or the broker widens spread around news. If the result changes a lot when those inputs move, the edge is probably too fragile.
Everything looks beautiful on the backtest — the graph goes into space, no martingales are needed. But once you turn on a realistic spread, add slippage, and remove the Asian session with its ghost spikes— the Grail turns into a pumpkin.
The Expert Advisor already has a session filter and a spread check — this is the first echelon of defense against market brutality.
Comparing the behavior on different configurations is like a test drive of a car in ice and rain: if it drifts on a wet road, it means that the suspension is not very good, and the advantage is really fragile.
In short, the idea is sound — dig deeper, test harder.

