can someone please write an HFT cAlgo cBot simulor to Luxor HFT XAU Bot

Hello I would like to have an HFT cAlgo cBot with simulor performance to Luxor HFT XAU Bot in the attached image file. 

If you do not know of a method to replicated such profits in a cAlgo cBot. Then use the following as example to code some type of profitalbe HFT bot with the following Paramaters:

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class OptimizedHFTradingBot : Robot
    {
        [Parameter("Percent Risk Per Trade", DefaultValue = 1.0)]
        public double PercentRiskPerTrade { get; set; }

        [Parameter("Fixed Lot Size", DefaultValue = 10000)]
        public int FixedLotSize { get; set; }

        [Parameter("Dynamic Stop Loss Multiplier (ATR)", DefaultValue = 1.5)]
        public double StopLossMultiplier { get; set; }

        [Parameter("Dynamic Take Profit Multiplier (ATR)", DefaultValue = 2.0)]
        public double TakeProfitMultiplier { get; set; }

        private RelativeStrengthIndex rsi;
        private ExponentialMovingAverage ema;
        private BollingerBands bb;
        private MacdHistogram macd;
        private OnBalanceVolume obv;
        private AverageTrueRange atr;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Bars.ClosePrices, 14);
            ema = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 21);
            bb = Indicators.BollingerBands(Bars.ClosePrices, 20, 2, MovingAverageType.Simple);
            macd = Indicators.MacdHistogram(Bars.ClosePrices, 12, 26, 9);
            obv = Indicators.OnBalanceVolume(Bars.ClosePrices);
            atr = Indicators.AverageTrueRange(Bars, 14, MovingAverageType.Simple);
        }

        protected override void OnBar()
        {
            double lastClose = Bars.ClosePrices.LastValue;
            double currentEMA = ema.Result.LastValue;
            double currentOBV = obv.Result.LastValue;
            double lastOBV = obv.Result.Last(1);

            double stopLossPips = atr.Result.LastValue * StopLossMultiplier;
            double takeProfitPips = atr.Result.LastValue * TakeProfitMultiplier;

            if (ShouldBuy(lastClose, currentEMA, currentOBV, lastOBV))
            {
                ExecuteTrade(TradeType.Buy, stopLossPips, takeProfitPips);
            }
            else if (ShouldSell(lastClose, currentEMA, currentOBV, lastOBV))
            {
                ExecuteTrade(TradeType.Sell, stopLossPips, takeProfitPips);
            }
        }

        private bool ShouldBuy(double lastClose, double currentEMA, double currentOBV, double lastOBV)
        {
            return lastClose > currentEMA && currentOBV > lastOBV && macd.Histogram.LastValue > 0;
        }

        private bool ShouldSell(double lastClose, double currentEMA, double currentOBV, double lastOBV)
        {
            return lastClose < currentEMA && currentOBV < lastOBV && macd.Histogram.LastValue < 0;
        }

        private void ExecuteTrade(TradeType tradeType, double stopLossPips, double takeProfitPips)
        {
            long volume = CalculateVolume();
            var result = ExecuteMarketOrder(tradeType, SymbolName, volume, label: tradeType.ToString() + "Order", -stopLossPips, takeProfitPips);

            if (result.IsSuccessful)
            {
                Print($"{tradeType} order executed successfully at {result.Position.EntryPrice}");
            }
            else
            {
                Print($"Error executing {tradeType} order: {result.Error}");
            }
        }

        private long CalculateVolume()
        {
            double riskAmount = Account.Balance * PercentRiskPerTrade / 100;
            return riskAmount >= FixedLotSize ? Convert.ToInt64(riskAmount) : FixedLotSize;
        }
    }
}

Please try to make this following code profitable tweak or invent any code that can achieve such trading results as below image. 

Thank you.