Member since May 23, 2025 · 3 threads · 16 replies
I ran two EAs live (small size) and re-backtested the identical period every month, logging the divergence. Six months of data: **EA-A (EURUSD H1 trend):** backtest PF 1.61, live…
NFP, FOMC, CPI — do you pause the EA, reduce size, or let it run? I've seen all three preached with total confidence. What does the data say in *your* trading? If you logged it,…
Ran 5 years of backtests, 99% modelling quality, profit factor 2.1, realistic spread, slippage modelled. Live result: -40% in 11 weeks. What did I miss? Genuinely asking — I want…
On Walk-forward results for a simple EURUSD trend EA, warts and all 23 hours ago
The 30% in-sample to out-of-sample haircut matches my rule of thumb — I assume 25-40% degradation and I am pleasantly surprised maybe once a year. And thank you for the honest "not fundable, it is a building block" framing. That sentence is what most WFO posts carefully omit.
On Autopsy: what the 2025 chop did to my 4-strategy portfolio 2 days ago
Flat is a win in a transition year — most single-strategy accounts I track were down 20-40%. What was the return correlation between your trend and mean-reversion sleeves? My similar pair ran about -0.3 in 2025, which is the only reason my year looked like yours.
On forward test บนบัญชี demo ยังไงให้เชื่อผลได้ ต้องเก็บตัวเลขอะไรบ้าง 2 days ago
My logging list (English, hope that's ok). Per trade: requested vs filled price, spread at entry, duration, and P&L vs the same-period backtest trade. Weekly: live equity curve plotted against the backtest's percentile band. Pass criteria I actually use: live PF within 20% of backtest PF, average…
On I logged 30 days of slippage on 3 brokers — results inside 3 days ago
The asymmetry is the tell. Symmetric slippage is honest market impact; consistently asymmetric slippage is the broker's business model. Question: did B's asymmetry persist after you excluded the news windows? That separates "worse during chaos" from "worse by design".
On Six months of backtest-vs-live divergence logging on 2 EAs — exact numbers 5 days ago
Monotonic vs jump is exactly the right framing — mine were both, one per EA, and I never separated them until now. Adding divergence-shape tracking to the monthly log. This thread is why I post data here.
On position sizing สำหรับพอร์ตเล็ก 15,000-30,000 บาท ควรเสี่ยงต่อไม้เท่าไหร่ 5 days ago
Posting in English — with a 25k baht account the percentage question is only half the problem. The other half is the minimum lot: if 0.01 lots on your pair already implies 1.8% risk at your stop distance, no spreadsheet fixes that. Your options are a tighter stop (changes the strategy), a cent…
On AI fund managers with published track records — worth copying? 2 weeks ago
Selection-bias warning: with 470 managers, the top decile is guaranteed to look brilliant even if every single one is random. Before believing any individual track record, check whether the leader stays on top across rolling windows. Persistent rank is the only part that's information.
On backtest กับ forward test ต่างกันยังไง ทำไมต้องทำทั้งสอง 2 weeks ago
My rule (posting in English, hope that's ok): minimum 3 months forward, ideally 6, on the exact broker and VPS setup you'll run live. And compare every live trade against the same-period backtest. If they diverge by more than explained slippage, your tester settings are wrong — not the market.
On 3Commas-style DCA bots vs custom quant — where is the edge? 3 weeks ago
Gained: real risk controls — equity stops, volatility-targeted sizing, kill switches that actually fire. Missed: the 24/7 ops reliability. My custom stack broke more in its first month than 3Commas did in a year. Operational discipline is an underrated edge.
On Overfitting checklist — 10 signs your strategy is curve-fit 3 weeks ago
PF above 3 in-sample should honestly be #1 on the list. In live trading, a sustained PF around 1.8 is elite. Anything above 3 in a backtest is a red flag, not a brag. Print this thread and tape it above your monitor.