Recent content by AriaS

Back testing 10 years back is exactly what curve-fitting is. That's not how you back test. You need to back test the back testing algorithm, not the strategy itself.

What are you even talking about? What is Clause or Clouse? And no, large regulated brokers don't close your account if you are profitable. I can show you proof. Forex is always OTC. You never have DMA anyway. You have DMA only with Futures, equities etc.

No profitability from eyeballing charts

No, it's not about how many instruments we trade, it's about the how.

Not satisfied with the result, but since no rule of mine has been broken, I will keep on. At least I know that if it weren't for the equity stop accident (in the middle) it would be much better. The gain would be 55% (48% by equity).

Hi again to the guy who copied my text ;) Congrats for this fantastic result with the new Darwin. Why did you stop the previous Darwin and why after 5 years of success (you even had 1m invested at one point) suddenly the 2023 was a break even? Did you change the strategy?

As a swing trader, I always trade in the direction of positive swaps (unless the negative swap is smaller than 7 usd per lot). On the other hand, this increases the risk of price turning against me, if sudden risk aversion happens. How do you solve this? I mean, we can trade in both directions...

Update: need only +1.05% this month to get the allocation to 90k. The Loss Aversion score is very low now. I guess that's because the algorithm keeps holding some losing trades for a very long time, since the dynamic SL does not get triggered. Anyway, I trust its logic, since it always closes...

I shared a principle, not a method. But I can share my tools too. I don't think I even understand what you are talking about. I do in on Metatrader 5: perfect backtesting (from longtime experience), easy coding by LLMs (I use claude) or cheap enough to order on MQL5 website. How I know that my...

I believe we can never prove an edge; we can only increase confidence in its existence. It’s like the speed of light — we can never reach it, only approach it. We optimize frequently for a certain market behavior and assume that this behavior has some probability of persisting for a while. In...

When we backtest trading strategies, we must be careful and do it in a way that makes our backtests reliable. For example, we design a strategy and want to backtest it. We might think that the more historical data we use, the better the result will be. So we take three years of data, optimize...

And you are failing once again to read correctly. Have I said that it's fast? No. You seem to not see the difference between "fast" and "the fastest". And it is indeed the fastest way to try and see what works. No one can deny this ridiculously simple truth (except apparently on your planet.)...

“Finding a strategy that makes more than it loses is not difficult” is an assertion, not a fact. In practice, it is exactly what most traders fail to achieve. Executing is not a problem at all, because thanks Universe it is the 21st century and any strategy can be easily automated You...

Can you manually backtest a statistically representative group of trades? It's not 10 trades and sometimes not even a 100. Do you have so much time? Besides, you nee to back test different setups. So it may well become thousands trades to backtest.

"Your goal is a profitable strategy, and the only way do that is to try and see what works. And what is the fastest way to do it?" What is the fastest way "to try and see what works"?