Isaac Uriel Arenas Caldera / Profile

This isn't my first MQL5 account, I been in the forum for several months now, posting 1-2 times a week and reading, as well as coding and testing ideas frequently. I have coded multiple ideas and posted them into de codebase (in the other account) as

Forward testing is very common when you want to train and test your strategy by dividing your data into two parts: training on one set and testing on the other. Cross-validation, on the other hand, divides the data into equal parts (folds) and

I’m currently experimenting with dynamic stop losses for automated trading systems. Fixed SLs feel too rigid for changing market conditions, so I’d like to hear how others approach adaptive risk management in their EAs. ATR trailing? Swing

Hello community. I am validating an Expert Advisor in MetaTrader 5 and I am looking to maximize backtest realism before moving to a live account. First of all, I am using real tick data obtained externally to MT5. With this, I assume the real spread

I'd like to open a discussion about risk management and stop loss placement. A few questions I'd like to discuss: 1. Do you define your SL based on market structure or do you prefer a fixed/ATR-based approach? 2. How do you handle position sizing —

• Strong trends

  12% (2)
• Sideways markets

  44% (7)
• High volatility

  6% (1)
• Low volatility

  12% (2)
• News events

  25% (4)

The strategy that I am currently developing performs very well in the strategy tester , but when I do forward testing it fails. How can I shorteh the gap between strategy tester data and forward testing