You're tasked with designing and implementing an automated trading system based on Reinforcement Learning (RL). The goal is to manage a portfolio of 20-30 stocks in a highly liquid equity market, but one with significant microstructure frictions such as transaction costs, market impact, and order book depth limitations. This system needs to make intraday, high-frequency trading decisions, aiming to maximize the portfolio's risk-adjusted returns (e.g., Sharpe Ratio or Sortino Ratio), while strictly controlling Maximum Drawdown (MDD) and minimizing market impact. Please detail your system design, including the core RL components (state, action, reward), model selection, training methodology, how you'd address market microstructure challenges, your risk management strategies, and most importantly – how you would rigorously backtest and perform production validation to ensure its robustness and safety before deployment.