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My work centers on designing, optimizing, and validating Expert Advisors that operate as a coordinated portfolio rather than isolated strategies. I apply correlation analysis, temporal coverage mapping, and asset class diversification to build systems that do not rely on a single instrument or a single approach.
I currently manage algorithmic portfolios spanning forex, indices, metals, energy, and US equities, operating across multiple sessions and timeframes simultaneously.
I share my experience through technical articles and open-source tools in this community. I believe the shift from "building individual EAs" to "engineering portfolios" is the transition that separates retail from institutional thinking, and that principle guides everything I publish here.
Maximum drawdown is one number that hides what really matters: how often an equity curve declines, how long it stays below a previous peak, and how quickly it recovers. This article builds a native MQL5 tool that reconstructs the underwater curve, breaks it into individual drawdown episodes (depth, duration, recovery time), computes the Ulcer Index, Pain Index, and Recovery Factor, and combines them into a single resilience grade with practical recommendations. No external libraries, no Python, no AI.
Funded Trade Manager MT5 Most funded accounts are not lost to a bad strategy. They are lost to a single day that went too far: one oversized position, one revenge trade, one violated daily loss limit. Prop Firm Guard is a chart panel that applies the same limits your funding company applies, before the company does. What it does Tracks your daily loss limit and maximum drawdown in real time, using the same day-reset logic prop firms use (configurable server reset hour). Blocks any new trade
Most algo traders optimize Expert Advisors individually but never measure how they behave together on a single account. Correlated strategies amplify drawdowns instead of reducing them, and coverage gaps leave portfolios blind during entire trading sessions. This article builds a complete portfolio scorer in MQL5 that reads daily P&L from backtest CSV files, computes a full Pearson correlation matrix, maps trading activity by hour and weekday, evaluates asset class diversity, and outputs a composite grade from A+ to F. All source code is included; no external libraries are required.
ABQ Portfolio Correlation Scorer: Inteligencia Artificial de Grado Institucional para la Gestión de Riesgo La mayoría de los traders no fracasan por una mala estrategia de entrada, sino por una falla invisible en la arquitectura de su portafolio . El error más común es la sobreexposición por correlación: abrir múltiples posiciones pensando que se está diversificando, cuando en realidad se está multiplicando el riesgo sobre un mismo factor. ABQ Portfolio Correlation Scorer es un Copiloto de
ABQ Visual Risk Sizer - Institutional Risk & Trade Execution Category: Utilities / Risk Management Manual lot calculation costs time and money. In modern trading, especially when operating with funded accounts (Prop Firms), a lot sizing error or a 5-second delay in entering an order can mean violating the Daily Drawdown rule or missing the perfect entry price. ABQ Visual Risk Sizer is an institutional-grade tool designed to solve this problem permanently. It transforms complex mathematical
