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Beranda
fxrobustix
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Posts by
fxrobustix
Stop Looking for the Perfect Entry
in
General
Aug 28 at 06:46
One useful way to test this is to move every historical entry one or two bars later, or several pips worse, while keeping the same exit rules.If a small entry change destroys the result, the strategy is probably too dependent on perfect execution. If expectancy stays similar, then the entry is robust enough and risk management matters more.Confirmation is not automatically better because it can reduce false entries but also worsen the reward-to-risk ratio. I would compare expectancy, drawdown, MAE and MFE for both versions.
Maharsh Doshi
in
Trading Systems
Aug 28 at 06:45
With almost 7,000 trades there is enough data to analyse the system properly, but 65.95% drawdown is very high compared with the gain.I would split the results by symbol, long and short direction, session and year. This can show whether one part of the system creates most of the profit while another part creates most of the drawdown.Because it trades frequently, commission and spread stress tests are also important. I would compare balance drawdown with equity drawdown and check the longest recovery period before increasing risk.
BP System
in
Trading Systems
Aug 27 at 15:14
The return is impressive, but the 45% drawdown is the number I would study first. One more bad period similar to the historical worst could become difficult if lot size has increased with the balance.It would help to show the equity curve, maximum floating drawdown, largest lot and performance with fixed lot size. I would also check whether deposits or withdrawals affected the gain percentage.With only 270 trades, I would want to see how the system behaves across several different market periods before judging the long-term risk.
Gold Has a Strange Relationship With… Coffee
in
Experienced Traders
Aug 27 at 15:13
Nice idea. One thing I would be careful with is overlapping samples. If you measure the next K bars after every signal, many signals can share the same future candles and make the result look more significant than it really is.I would also keep a completely untouched period for final testing and compare nearby parameter values, not only the best one. If you test many features, some will look good just by chance, so the result should repeat across different periods and market conditions.For every feature I would compare average return, median return, hit rate, maximum adverse move and maximu...
What Do You Look for in a Good Prop Firm?
in
Aug 27 at 10:55
The headline profit split is not the first thing I check. I compare whether daily loss is balance or equity based, the exact reset time, and whether maximum drawdown is static or trailing. Also check if open profit can increase the loss limit and get the news, weekend and EA rules in writing. One unclear rule can matter more than the challenge price.
The Broker Rule That Silently Kills a Hedging Strategy
in
General
Aug 27 at 10:54
On MT5 this should be checked from the account mode before live use. A hedging account keeps separate buy and sell positions, while netting reduces them into one net position. I would also test margin with two opposite demo positions, because brokers can calculate hedged margin differently. The EA should detect account mode at startup and refuse to trade if it requires hedging.
Jump into a trade the moment news drops?
in
New Traders
Aug 26 at 08:35
I normally avoid the first release spike. If testing a news setup, record spread one minute before, at release and one minute after, plus requested and actual fill price. I only consider an entry after spread returns near normal and a full candle closes. For an EA, block new entries around high-impact news but still allow emergency exits
Reclaim setups journal — rules stated up front, all outcomes kept visible
in
Experienced Traders
Aug 26 at 08:34
I would define the reclaim with fixed conditions, not only visual judgement. For example, P5 must close back through the level by at least 0.1–0.2 ATR and form within maximum 2–3 bars after P4. A slow grind with overlapping candles and falling ATR can be marked as no-trade. Record both groups separately and compare MAE and MFE after at least 50 samples.
Why Your Backtest and Your Live Account Never Agree
in
General
Aug 25 at 11:35
I agree. One useful step is to separate signal differences from execution differences.For every demo trade, log the signal time, spread, requested price, actual fill price, commission and any SL/TP modification. Then compare the same trades one by one with the backtest.If the entry signals are different, the issue is probably data or candle construction. If the signals match but results are different, then spread, slippage and execution are more likely the cause. Testing with variable spread, especially around rollover and news, can also reveal a lot.
XAUUSD M3 Volatility Breakout EA — First Tradeable Backtest
in
Experienced Traders
Aug 25 at 11:35
Good that you are treating this mainly as a test of trade frequency. But 12 trades is much too small to compare the profitability of 3.0, 3.5 and 4.0 thresholds.I would test a wider fixed range of values on separate periods, because selecting thresholds after seeing the same historical data can easily become curve fitting. Also check whether most of those 12 trades happened during only one volatility regime or short period.For now I would care more about stable trade frequency and similar behaviour across different periods than profit factor. With only 12 trades, one result can change PF co...
EA #4 – XAUUSD M15 | 20-Month Backtest Results & Strategy Discussion
in
Experienced Traders
Aug 25 at 11:29
Interesting results. First thing I would check is how the 5.29 Sharpe was calculated, because it looks quite high next to PF 1.56 and 18% equity drawdown.With only 103 trades I would not add more filters yet, as it is easy to overfit this sample. Better freeze the settings, test an untouched out-of-sample period, increase spread and slippage, and vary the main parameters by around 10–20%.I would also split the results by year, trading session and long/short direction. A Monte Carlo shuffle of the trade sequence can give a more realistic idea of possible drawdown. If the profit stays stable ...
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