Why martingale EAs look profitable… until they aren’t (especially on gold) - page 10

 
Ryan L Johnson #:


So true again. Just head on over to real futures listed on a centralized exchange.

I have traded futures a couple of years, but its cheaper to trade forex and you don't need that big trading account either as you need for trading mini or micro contracts in the futures market.

I have made software that fetch futures information into my forex platform instead, making the information available for my EAs. Only problem is the lag.

If you want to scalp futures, Mt5 isn't the best platform for it. Its to slow.


After many years I have come to the conclusion that I rather trade some sort of swing trading using EAs with grids and averages.

It can become boring at times when there isn't a trade for a month or so, but you don't need to be in the market all the time to make money.

 
Thomas Olof Gardling #:
I have traded futures a couple of years, but its cheaper to trade forex and you don't need that big trading account either as you need for trading mini or micro contracts in the futures market.

Just in case you're not already aware, the CME has recently listed some nano futures contracts such as 1OZ gold futures which trade 24/7 (except for several minutes of daily "FX style" clearing).

Having said that, yes, no real futures broker is going to provide 1:500 leverage. In the U.S., I'm limited to 1:50 or 1:20 for FX, depending on the specific symbol. In the E.U., it's capped at something like 1:30. In some places, switching to real futures isn't that big of a change.

Thomas Olof Gardling #:
I have made software that fetch futures information into my forex platform instead, making the information available for my EAs. Only problem is the lag.

If you want to scalp futures, Mt5 isn't the best platform for it. Its to slow.

There are a couple of CME futures broker-dealers that maintain their own exchange-MT5 gateways (similar to Metaquotes' MT5 For Hedge Funds platform). Using one of those broker-dealers, I do not experience any such lag.

Thomas Olof Gardling #:
After many years I have come to the conclusion that I rather trade some sort of swing trading using EAs with grids and averages.

Ah, I see. You're not so much straight up Martingaling but rather direct hedging and/or averaging-in.

 
Ryan L Johnson #:

Just in case you're not already aware, the CME has recently listed some nano futures contracts such as 1OZ gold futures which trade 24/7 (except for several minutes of daily "FX style" clearing).


Didn't know that, I have not traded futures for a while.


Ryan L Johnson #:

Having said that, yes, no real futures broker is going to provide 1:500 leverage. In the U.S., I'm limited to 1:50 or 1:20 for FX, depending on the specific symbol. In the E.U., it's capped at something like 1:30. In some places, switching to real futures isn't that big of a change.


Using professional accounts you will get higher leverage in forex if you want to. With 1:20 or 1:30 you will need a larger account to make any significant money.


Ryan L Johnson #:

There are a couple of CME futures broker-dealers that maintain their own exchange-MT5 gateways (similar to Metaquotes' MT5 For Hedge Funds platform). Using one of those broker-dealers, I do not experience any such lag.


The lag I'm talking about is if you compare with other futures platforms like ATAS, Quantower or Sierrachart. The data handling in mt5 is slower that other clean futures platforms. This said, you can of course trade futures with mt5.


Ryan L Johnson #:

Ah, I see. You're not so much straight up Martingaling but rather direct hedging and/or averaging-in.


I prefer using a sort of anti martingale or make calculations that opens next trade in the grid either larger or smaller depending on market conditions.


What's your preferred trading style?

 
Thomas Olof Gardling #:
What's your preferred trading style?
Single position trading, kind of by default. There is no direct hedging nor multiple position management where I am. More specifically, scalping of sorts─on small Renko brick close prices.
 
Ryan L Johnson #:
Single position trading, kind of by default. There is no direct hedging nor multiple position management where I am. More specifically, scalping of sorts─on small Renko brick close prices.
Multi position should be rather simple to code to follow fifo, hedging on the other hand isn’t. 

I tried renko many years ago, but didn’t get it to fully work. 

As long as you make money on the trading style you use, then it doesn’t matter what everybody else think or feel about it.
 
Thomas Olof Gardling #:
Multi position should be rather simple to code to follow fifo, hedging on the other hand isn’t.

To clarify, all Deals are automatically aggregated into one Position in a mandatory Netting Mode (FIFO jurisdiction) account.

Thomas Olof Gardling #:
I tried renko many years ago, but didn’t get it to fully work.

I'm not sure whether you mean that Renko didn't fully function or you simply didn't find it useful. If you want a custom Renko chart generator, just let me know.

Thomas Olof Gardling #:
As long as you make money on the trading style you use, then it doesn’t matter what everybody else think or feel about it.

I'm 100% with you on that. The opposition to Martingale in this thread is mainly aimed at some beginning traders who get tempted into blind Martingaling (with no underlying technical/fundamental analysis).

 
Ryan L Johnson #:

I'm not sure whether you mean that Renko didn't fully function or you simply didn't find it useful. If you want a custom Renko chart generator, just let me know.


I didn't find it useful for my type of trading back then.

I could probably find some way to make it work now, but why chase another strategy when I already have one that works.


Ryan L Johnson #:

I'm 100% with you on that. The opposition to Martingale in this thread is mainly aimed at some beginning traders who get tempted into blind Martingaling (with no underlying technical/fundamental analysis).


I fully understand the opposition, but not the way people here put other trading strategies on pedestals. 

I have traded most of them. 


Scalping: Way to much action for my personality, even when I made my own EAs with this concept I was sitting on nails when it traded. Can have many losing trades before it turns too.

Day trading: Need a lot of time to read the market and get information that is needed for the daily trading. Many hours in front of the screen when trading too.

News trading: To many variables to make it work, broker, spreads, lot size, to fast and big moves that can go against you.

Session start: This can be ok if you can stop for the day after the session start is over. Many people cant.

Price action: You need fast reactions to trade price action in the futures market, to read and understand a footprint chart isn't for beginners. To much spoofing going on, which makes it harder to read.

Using timeless charts: Renko and range-bars is concepts I have never found useful in my trading as I said above.

Trend trading: Usually when you see the trend, its already halfway finished or even completely over. 

Range trading: Hard to read and you don't know when price will break out of the range.

Breakout trading: I don't know why, but I have often not been able to find a breakout without it reversing on me. Maybe I strive for to long durations in trading.

Mean reversion: This I believe in more, specially if you have futures market information at your hands. This is for some reason easier for me to read and understand.

Swing trading: This I believe in too, just not the work behind it, You need to have full fundamental understanding to build your positions over weeks and even months,

Grid trading: This is something I believe in, build your positions over time and collect your money. Need a good trading concept to stand on to make it work though.

Hedge trading: Real hedge between different markets work to lower risks, doing it in the same market or the same currency pair will not.

Martingale: The pure form of martingale is shit, to double up your next trade if the last one was a bust. A streak with losing trades will wipe your account sooner or later.


I have probably missed some strategies here, but everybody have their preferred trading style that either suites their personality or just simply makes them money.


The bottom line is this.

Its always easier to read something with 20/20 hindsight vision, but to catch it when it occurs and make money off of it is something completely different. 

This is where coding your own indicators and EAs makes it way easier to find the right strategy.

 
Thomas Olof Gardling #:

I didn't find it useful for my type of trading back then.

I could probably find some way to make it work now, but why chase another strategy when I already have one that works.



I fully understand the opposition, but not the way people here put other trading strategies on pedestals. 

I have traded most of them. 


Scalping: Way to much action for my personality, even when I made my own EAs with this concept I was sitting on nails when it traded. Can have many losing trades before it turns too.

Day trading: Need a lot of time to read the market and get information that is needed for the daily trading. Many hours in front of the screen when trading too.

News trading: To many variables to make it work, broker, spreads, lot size, to fast and big moves that can go against you.

Session start: This can be ok if you can stop for the day after the session start is over. Many people cant.

Price action: You need fast reactions to trade price action in the futures market, to read and understand a footprint chart isn't for beginners. To much spoofing going on, which makes it harder to read.

Using timeless charts: Renko and range-bars is concepts I have never found useful in my trading as I said above.

Trend trading: Usually when you see the trend, its already halfway finished or even completely over. 

Range trading: Hard to read and you don't know when price will break out of the range.

Breakout trading: I don't know why, but I have often not been able to find a breakout without it reversing on me. Maybe I strive for to long durations in trading.

Mean reversion: This I believe in more, specially if you have futures market information at your hands. This is for some reason easier for me to read and understand.

Swing trading: This I believe in too, just not the work behind it, You need to have full fundamental understanding to build your positions over weeks and even months,

Grid trading: This is something I believe in, build your positions over time and collect your money. Need a good trading concept to stand on to make it work though.

Hedge trading: Real hedge between different markets work to lower risks, doing it in the same market or the same currency pair will not.

Martingale: The pure form of martingale is sh[*]t, to double up your next trade if the last one was a bust. A streak with losing trades will wipe your account sooner or later.


I have probably missed some strategies here, but everybody have their preferred trading style that either suites their personality or just simply makes them money.


The bottom line is this.

Its always easier to read something with 20/20 hindsight vision, but to catch it when it occurs and make money off of it is something completely different. 

This is where coding your own indicators and EAs makes it way easier to find the right strategy.

OMG. Your post should be in a Hall of Fame. I'm literally standing at my workstation going 👍... 🤣... 👍... 🤣... and so on. The truth is so funny in the way that you say it.👍🤣
 
Ryan L Johnson #:
OMG. Your post should be in a Hall of Fame. I'm literally standing at my workstation going 👍... 🤣... 👍... 🤣... and so on. The truth is so funny in the way that you say it.👍🤣
Haha, just some Saturday rant from me. Maybe some wine involved too..
 
Lucas Leguisamo Mallo:
Over the years, I’ve tested and observed many Expert Advisors, especially on XAUUSD.
And there’s something that keeps repeating itself again and again.
Most EAs that show amazing backtests on gold rely on some form of martingale or grid logic. At first glance, everything looks perfect: high win rate, smooth equity curve, fast growth.
The problem usually appears later.
Gold behaves differently compared to most forex pairs.
It can trend aggressively, stay volatile for longer periods, and ignore “mean reversion” much more than people expect. When that happens, recovery-based systems stop recovering.
I’ve personally seen accounts survive for months and then get wiped out in a single bad week. Not because the strategy was unlucky, but because the risk model was fragile.
Lately, my focus has shifted toward much more conservative ideas:
no position stacking
no recovery systems
accepting fewer trades if conditions are not favorable
adapting stops and targets to volatility instead of fixed values
What surprised me the most is that when you remove the pressure to “always be in the market”, the overall behavior becomes much more stable — even if trading frequency drops significantly.
I’m curious to hear other perspectives here.
Have you had better long-term experiences with aggressive systems on gold, or did you also end up moving toward more conservative approaches?
  1. I don’t believe you’ll find any EAs with phenomenal results when tested using real ticks and 100% quality historical data. Show me at least one truly phenomenal backtest—with excellent results—based on 100% quality history and real ticks.

  2. Why do so many EAs start losing money and eventually fail after a certain period? I think the answer is quite obvious: it’s often not the strategy itself, but the fact that the EA has been over-optimized. Eventually, those optimized settings are no longer relevant to the market, and performance deteriorates.