Trading Systems Lab
Practical notes on EA building, MT5 testing, risk control, and market timing. Less hype, more systems.
Why Winning Streaks Are More Dangerous Than Losing Ones
Discover why winning streaks in trading can be more lethal to your account than losses. Master trading psychology, avoid overconfidence, and protect your capital.
Trading Psychology Overconfidence Risk Escalation Capital Protection Forex Winning StreaksParameter Optimization Without Overfitting Your EA
Learn how to optimize MT5 EAs without curve fitting. Discover how to choose parameter ranges, avoid overfitting traps, and build robust trading systems that survive live markets.
From Indicator to Execution: Turning Ideas Into MT5 EAs
Learn the real EA development process from indicator idea to live MT5 execution. A practical guide covering indicator logic, signal generation, risk handling, and order execution for building robust Expert Advisors.
EA development process indicator logic signal generation order execution MT5 EA developmentTrend vs Range: Identifying Market State with Indicators
Learn how to identify whether the market is trending or ranging using indicators the right way. A practical guide to market regime detection for EA developers, focusing on trend filters, range filters, and volatility awareness.
Market Regime Detection Trend Filter Range Filter Volatility Technical IndicatorsThe Psychology Behind Overtrading (and How to Stop It)
Overtrading is one of the fastest ways to destroy a trading account. Learn the psychology behind overtrading, why traders and EAs fall into it, and how discipline and structure stop it.
Overtrading Psychology Trade Frequency Emotional Control Trading Discipline Forex Risk ManagementTrendEA.mq5 + Trend.mqh Explained: Line-by-Line Walkthrough (MT5) Part 2
A practical, line-by-line walkthrough of a production-ready MT5 Trend EA architecture: a pure strategy module (Trend.mqh) and an execution engine (TrendEA.mq5). Learn how indicator logic becomes signals, how signals become orders, and how safety gates keep EAs reliable in live trading.
MQL5 Code Walkthrough Trend EA MT5 EA Architecture EA Execution Engine Maintainable EATrendEA.mq5 + Trend.mqh Explained: Line-by-Line Walkthrough (MT5) Part 1
A practical, line-by-line walkthrough of a production-ready MT5 Trend EA architecture: a pure strategy module (Trend.mqh) and an execution engine (TrendEA.mq5). Learn how indicator logic becomes signals, how signals become orders, and how safety gates keep EAs reliable in live trading.
MQL5 Code Walkthrough Trend EA MT5 EA Architecture EA Execution Engine Maintainable EAMT5 Backtest Report Fields Explained: Profit, Drawdown, and Trade Stats
A practical guide to MetaTrader 5 backtest report fields. Learn what Profit Factor, drawdowns, Sharpe ratio, expected payoff, and trade statistics mean, and how to read them for stable EA evaluation.
MT5 Backtest Profit Factor Drawdown Expert Advisor Strategy TesterDesigning EA Logic That Survives Market Regime Changes
Markets change faster than most EAs. Learn how to design EA trading logic that survives market regime changes using adaptive structure, regime filters, and robustness-first thinking instead of brittle optimization.
EA trading logic market regimes adaptive EA system robustness MT5 EA developmentBollinger Bands as a Volatility Tool, Not a Signal
Bollinger Bands are widely misunderstood as buy/sell signals. Learn how professional traders and EA developers use Bollinger Bands correctly as a volatility and market regime tool for range detection, squeezes, and expansion phases.
Bollinger Bands Volatility Expansion Bollinger Squeeze Range Detection Technical IndicatorsRisk of Ruin: Why Most Traders Blow Up Eventually
Risk of ruin explains why many traders and EAs fail over time. Learn how probability, account survival, and loss streaks determine whether your trading system lives or dies.
Risk of Ruin Probability Trading Account Survival Loss Streaks Forex Risk ManagementEA .set Files Explained: How to Tune a Scalp Strategy Safely
Learn how to adjust a MetaTrader EA .set file for a scalping strategy. This guide explains ADX, ATR, filters, risk controls, and why systematic backtesting is essential for maximizing EA performance.
EA Set File MT5 Scalping Strategy ADX ATR Trading EA Parameters EA Backtesting GuideRangeRevert EA Explained: Mean Reversion With ATR + ADX Gates (MT5)
A developer-friendly breakdown of the RangeRevert MT5 EA: what it is, how the MQ5 engine and MQH strategy module work, key inputs, and a real .set example you can copy and tune.
RangeRevert EA MT5 mean reversion ATR filter ADX range filter Bollinger reclaimHow Professional Traders Think About Drawdowns
Drawdown management is the difference between surviving and quitting. Learn how professional and EA traders think about equity curves, risk tolerance, and recovery strategies.
Drawdown Management Equity Curves Risk Tolerance Recovery Strategy Forex Risk ManagementUnderstanding MT5 Modeling Quality: What the Numbers Actually Mean
A deep, practical explanation of MT5 modeling quality. Learn what the numbers really mean, how tick data and real ticks affect backtest precision, and why high modeling quality can still produce misleading results.
MT5 modeling quality tick data real ticks backtest precision MT5 backtestingCommon EA Coding Mistakes That Quietly Kill Performance
Discover the most common EA programming mistakes in MQL5 that silently destroy performance. Learn how small bugs, poor assumptions, and optimization errors quietly drain profitability in real trading.
EA programming mistakes MQL5 bugs EA optimization trading system errors MT5 EA developmentPosition Sizing in Forex: The Only Formula That Actually Matters
Position sizing is the true core of profitable forex and EA trading. Learn how lot calculation, account risk, and trade sizing determine long-term performance more than any entry strategy.
Position Sizing Lot Calculation Account Risk Trade Sizing Forex Risk ManagementHow to Backtest MT5 EAs the Right Way (and Avoid False Confidence)
Learn how to backtest MT5 Expert Advisors the right way. Avoid false confidence caused by poor modeling quality, bad historical data, and unrealistic assumptions. A practical guide for serious EA traders.
MT5 Backtesting Backtest Accuracy Modeling Quality Historical Data MT5 EA OptimizationClean MQL5 Code: Writing EAs You Can Maintain for Years
Learn how professional EA developers write clean, maintainable MQL5 code that survives years of refactoring, optimization, and live trading. Practical patterns, real EA examples, and refactoring mindset for serious algo traders.
MQL5 Programming Clean Code Maintainable EA EA Refactoring MT5 EA DevelopmentWhy Risk Management Matters More Than Your Entry Strategy
Learn why trading risk management beats perfect entries. Practical guidance for EA traders on position sizing, drawdown control, and risk vs reward to achieve consistent performance.
trading risk management position sizing drawdown control risk vs reward EA tradingHow I Structure a Profitable MT5 EA From Scratch
Learn how to structure a profitable MT5 Expert Advisor from scratch. This guide covers EA architecture, MQL5 file structure, trading logic design, and production-ready best practices used in real trading systems.
MT5 EA development EA architecture MQL5 structure trading logic design algorithmic tradingFixing My Least-Winning MT5 EA: Tokyo Swing Trend (USDJPY H1) — Why Exits, Trailing, and Sizing Matter More Than Entries
I break down my “least winning” MT5 EA (Tokyo_SwingTrend_USDJPY_H1) and explain the real reasons it struggles: an ambitious 2.5R target paired with RSI pullbacks, a too-tight ATR trailing stop, and fixed minimum lot sizing. I also share practical, code-ready optimization directions: 1.5R–1.8R targets, trailing start at 1.5R with wider steps, equity-risk position sizing, and session/time logic driven by data.
MT5 EA development USDJPY algorithmic trading ATR trailing stop risk-based position sizing RSI pullback strategyRSI Beyond Overbought and Oversold | Trading Systems Lab
The RSI indicator is more than an overbought and oversold tool. Learn how system traders use RSI for momentum analysis, divergence detection, and mean reversion in EA-based trading.
RSI indicator momentum analysis RSI divergence mean reversion trading EA systemsBollinger Bands as a Volatility Tool, Not a Signal | Trading Systems Lab
Bollinger Bands explained for EA traders. Learn how professional systems use Bollinger Bands to measure volatility expansion, detect squeezes, and classify range conditions instead of chasing false signals.
Bollinger Bands Volatility Expansion Bollinger Squeeze Range Detection EA Trading SystemsEA Predefined Methods Explained: The Real Structure of MT5 Expert Advisors
Learn all predefined methods used in MT5 Expert Advisors. This beginner-friendly guide explains OnInit, OnTick, OnTrade, indicators, trading functions, and which ones actually matter when building real EAs.
MT5 EA Methods MQL5 Predefined Functions Expert Advisor Tutorial EA Programming Basics MT5 AutomationMACD for Trend Following Systems | Trading Systems Lab
MACD strategy explained for system traders. Learn how EAs use MACD for momentum shifts, signal line behavior, and trend confirmation instead of naive crossovers.
MACD Strategy Trend Following EA Momentum Shifts MACD Signal Line Trend ConfirmationWhy Profitable Forex EAs Avoid Irregular Markets (And How to Detect Them)
Most Forex EAs fail not because of bad strategies, but because they trade during irregular market conditions. Learn how professional system traders detect untradable markets using volatility, structure, and session behavior filters.
Irregular Market Forex EA Market Filter Forex Trading Regimes Session Based EA Avoid Bad TradesMoving Averages Explained for System Traders | EA Trading Guide
A system trader’s guide to moving averages. Learn how SMA and EMA really work, why they lag, and how to use them correctly for EA trend filtering and performance.
Moving Averages SMA EMA Trend Filtering EA Trading SystemsWhy Technical Indicators Don’t Work the Way You Think | EA Trading Reality
Most traders misuse technical indicators and blame false signals. Learn what indicators really measure, why they lag, and how EAs use them correctly for consistent performance.
Technical Indicators Lagging Indicators False Signals Indicator Myths EA Trading SystemsForex Market Hours Explained: When Your EA Should Trade — and When It Should Stay Quiet
Learn which Forex market hours matter for EA trading, how each session behaves, and when your automated strategy should trade or stay idle.
Forex Market Hours EA Trading Time Best Time to Trade FOREX Automated Trading Time ZonesCategories
Tags
- Pick a session (Tokyo/London/NY) and test one idea.
- Use fixed risk per trade, then optimize only after stability.
- Bookmark your best setups and keep a track record.