Caijac
I'm a self-taught developer building MetaTrader 5 Expert Advisors, currently focused on NNFX-based systems. My main interest is testing discipline as much as strategy itself — in-sample vs. out-of-sample validation, ablation testing to catch overfitting before it matters, and production robustness (restart/recovery handling, error handling) that a backtest alone won't reveal.
Currently running two EAs on demo (EURUSD, and a separate CHFJPY/AUDCAD build with a regime filter), and working through a project log of around 18 tested variants — most rejected, a few adopted, all checked against unseen data before being trusted.
Also building a horse racing rating model as a separate project, applying similar testing discipline outside forex.
Currently running two EAs on demo (EURUSD, and a separate CHFJPY/AUDCAD build with a regime filter), and working through a project log of around 18 tested variants — most rejected, a few adopted, all checked against unseen data before being trusted.
Also building a horse racing rating model as a separate project, applying similar testing discipline outside forex.
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Caijac
Been building an NNFX-based EA over the past while — currently running two on demo (EURUSD, and a separate CHFJPY/AUDCAD build with a regime filter). Spent a good chunk of time on testing discipline specifically: out-of-sample validation, ablation testing to catch overfitting, and recently a robustness pass catching a restart-recovery bug that would've orphaned open positions on a terminal restart.
Posted a write-up on that specific finding in the forum. New here, but looking forward to learning from others working on similar things.
Posted a write-up on that specific finding in the forum. New here, but looking forward to learning from others working on similar things.