Trading Systems Lab

Practical notes on EA building, MT5 testing, risk control, and market timing. Less hype, more systems.

Tip: Use short keywords like “London”, “ATR”, “spread”, “JPY”.

Parameter 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.

2026/02/17

MT5 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 Tester
2026/02/10

EA .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 Guide
2026/02/03

Understanding 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 backtesting
2026/01/27

How 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 Optimization
2026/01/20

Fixing 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 strategy
2026/01/15

Forex 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 Zones
2026/01/08
How to use this blog
  • 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.