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fxrobustix
Jump into a trade the moment news drops?
in
New Traders
Yesterday 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
Yesterday 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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