Lab Sistem Trading
Catatan praktis soal membangun EA, menguji di MT5, mengendalikan risiko, dan memilih waktu masuk. Sedikit gembar-gembor, banyak sistem.
28 Studies, One Survivor
Since September we have written up 28 studies, and exactly one mechanism has held up. Here is what failed, why most of it failed the same way, and what we now do with strategies that work for a while but cannot be proven.
research log regime forward testing Tokyo fix stop rules backtesting MT5 EA development
Three Ideas We Can't Prove Yet, So We're Watching Them
Three ideas looked good in our data, but only because we went looking. So we froze the rules, wrote down in advance what would count as success or failure, and are now watching them on data that did not exist when the rules were written. Why that takes years, and what we will publish either way.
forward testing out-of-sample backtesting FOMC US100 EURGBP mean reversion MT5 EA developmentTag
- Pilih satu sesi (Tokyo/London/New York) dan uji satu ide saja
- Kunci dulu risiko per transaksi, optimasi belakangan setelah hasilnya stabil
- Simpan setelan yang terbukti jalan, lalu kumpulkan rekam jejaknya