トレーディングシステム・ラボ
EA づくり、MT5 での検証、リスク管理、仕掛けどころ。煽りは置いておいて、仕組みの話をします。
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 development
How EA Sellers Make Money (and Why Most EAs Don't)
Most of the money in Expert Advisors is made from selling them, not from running them. Six business models, what each one needs from the EA, and what our own research looks like when nobody is selling anything: one edge that held, and twenty published rejections.
EA sellers broker rebates martingale grid trading copy trading backtesting track record MT5 EA developmentA Map of FX Techniques, and Where Ours Have Been Tested
Every family of FX technique we know of, in one table, with what our own backtests say about each: proven, rejected, or not yet tested. Two patterns stand out, and they decide what we test next.
strategy backtesting mean reversion trend following breakout sessions MT5 EA developmentOur Daily Signals Are Contrarian. Here Is the Study.
We rebuilt our three D1 signal analyzers over ten years and ten pairs and measured what happened next. The readings are anti-predictive: the stronger the signal, the worse the forward return. What that means for how to read the Signals page.
signals backtesting mean reversion D1 forward returns MT5タグ
- 時間帯(東京・ロンドン・ニューヨーク)を 1 つに絞り、アイデアを 1 つだけ検証する
- 1 トレードのリスクは固定したまま回し、成績が安定してから最適化に進む
- 手応えのあった条件は控えておき、実績として積み上げる