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In 7.8 years of retail FX data, none of the rules I tested had a positive net expectancy after spreads.

I've spent several years writing MQL4 indicators and EAs for FX. Recently I stopped tuning and tested properly: 20 instruments, 7.8 years of M1 data, realistic retail spreads subtracted, rules written down before running them, and judged on data I hadn't used to design them. I tested my own pullback