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Soy un operador por cuenta propia con un tamaño de fondo de +1,7 millones bajo mi gestión.
Mi historial comercial se remonta a 1997, cuando estaba en la escuela secundaria. A lo largo de los años, la tecnología y la accesibilidad de las herramientas han aumentado considerablemente, pero la filosofía comercial: la actitud ganadora sigue siendo prácticamente la misma.
Aunque he estado operando manualmente durante todos estos años, no desconocía por completo el comercio algorítmico, ya que completé un doctorado en finanzas computacionales en 2013.
El comercio manual es uno de los trabajos más aburridos de este mundo. Esto se debe a que necesita esperar frente a una pantalla durante horas para captar la configuración comercial correcta. Entonces me di cuenta de que tengo mucho tiempo libre...
Pensé: "¿Por qué no estoy codificando mis configuraciones comerciales?". Mi aparición en MQL5 comienza con esta sencilla idea.
He comenzado a desarrollar algunos modelos matemáticos que imitan las características de comportamiento de mis operaciones manuales. Entonces los estás viendo en mi página.
Pruébalo y estoy seguro de que los encontrarás geniales.
Gracias por mostrar interés en visitar mi perfil y estoy seguro de que hablaremos pronto.
Los mejores deseos,
Evren Caglar
Mi historial comercial se remonta a 1997, cuando estaba en la escuela secundaria. A lo largo de los años, la tecnología y la accesibilidad de las herramientas han aumentado considerablemente, pero la filosofía comercial: la actitud ganadora sigue siendo prácticamente la misma.
Aunque he estado operando manualmente durante todos estos años, no desconocía por completo el comercio algorítmico, ya que completé un doctorado en finanzas computacionales en 2013.
El comercio manual es uno de los trabajos más aburridos de este mundo. Esto se debe a que necesita esperar frente a una pantalla durante horas para captar la configuración comercial correcta. Entonces me di cuenta de que tengo mucho tiempo libre...
Pensé: "¿Por qué no estoy codificando mis configuraciones comerciales?". Mi aparición en MQL5 comienza con esta sencilla idea.
He comenzado a desarrollar algunos modelos matemáticos que imitan las características de comportamiento de mis operaciones manuales. Entonces los estás viendo en mi página.
Pruébalo y estoy seguro de que los encontrarás geniales.
Gracias por mostrar interés en visitar mi perfil y estoy seguro de que hablaremos pronto.
Los mejores deseos,
Evren Caglar
Evren Caglar
Don't Do This Mistake In Backtesting!
veryday, thousands of retail traders are establishing a fake sense of safety by "wrong backtesting method". And they lose money.
There is an appropriate way to conduct backtesting. In this article I have mentioned about the pitfalls in backtesting and how to avert this issue. I should mention, recently developers found this "bug" and filling it "dishonesty". It is the topic of my next article. You would need more advanced methods for addressing data reading EAs.
For now, enjoy this one and let me know if you have any questions. Don't forget to visit my MQL5 profile provided in the article below:
https://www.mql5.com/en/blogs/post/757884
veryday, thousands of retail traders are establishing a fake sense of safety by "wrong backtesting method". And they lose money.
There is an appropriate way to conduct backtesting. In this article I have mentioned about the pitfalls in backtesting and how to avert this issue. I should mention, recently developers found this "bug" and filling it "dishonesty". It is the topic of my next article. You would need more advanced methods for addressing data reading EAs.
For now, enjoy this one and let me know if you have any questions. Don't forget to visit my MQL5 profile provided in the article below:
https://www.mql5.com/en/blogs/post/757884
Evren Caglar
How MT5 Tester Results Can Be Used to Test MT4 Expert Advisors
The MetaTrader platforms—MT4 (MetaTrader 4) and MT5 (MetaTrader 5)—have long been popular tools for algorithmic trading. Though MT5 was introduced as a more advanced platform with better testing and analytical capabilities, many traders and developers still rely on MT4 for its simplicity, established market presence, and large ecosystem of Expert Advisors (EAs).
A key advantage of MT5 over MT4 is the improved strategy tester, which allows for more accurate backtesting, optimizations, and simulations. MT5’s tester has capabilities that MT4 lacks, such as multi-threaded testing, built-in support for custom symbol data, and a more sophisticated modeling algorithm. Given this, traders often wonder whether MT5's advanced testing environment can be used to evaluate and improve MT4 Expert Advisors (EAs). This article will explore how MT5 tester results can be leveraged to test and enhance MT4 EAs.
Why MT5's Strategy Tester is Superior?
MT5's strategy tester outshines MT4’s in several critical areas:
Multi-Currency and Multi-Symbol Testing: MT5 can handle multi-currency EAs and complex strategies that interact across different symbols, which MT4 cannot test simultaneously.
Multi-Threading Support: MT5’s tester uses multiple CPU cores for faster backtesting, while MT4 only uses a single core.
Custom Symbols and Timeframes: In MT5, you can easily create custom symbols and backtest on different custom timeframes, a feature that MT4 lacks.
Accurate Ticks Mode: MT5 has a more refined tick-generation model for accurate backtesting. It simulates more realistic price movement than MT4's testing, which is often based on interpolating data between bars.
Using MT5 Tester for MT4 Expert Advisors
While MT5 and MT4 operate on different platforms, with MT5 using the MQL5 language and MT4 using the MQL4 language, the testing results from MT5 can still be insightful for MT4 EAs, provided you follow some guidelines. Here are some ways you can leverage MT5’s tester results to evaluate and improve your MT4 EAs.
1. Use MT5 version of a MT4 EA.
One way to use MT5’s superior strategy tester for MT4 EAs is to use EAs available in MT4 and MT5 at the same time. Since the MQL4 and MQL5 languages are similar, this is often a straightforward process. You can run the EA through MT5’s strategy tester to get more accurate and detailed results.
Will the algorithm differ in MT4 and MT5: The basic logic of your EA remains unchanged and therefore on your side you have nothing to do. Howeevr, you will need to make adjustments for differences in the order management functions and some event handlers, as MT5 handles orders and trade events differently from MT4. You can ask this to the developer if the MT4 version is the same as MT5 version.
Use MT5 for Backtesting: After translating your EA, perform backtests in MT5, taking advantage of the improved modeling quality, multi-threaded performance, and more precise data simulation. This can give you insights into how the EA might perform in real trading conditions, which can be difficult to fully assess on MT4's simpler tester.
2. Use MT5 to Backtest Custom Indicators
Many EAs rely on custom indicators, and MT5’s tester is much better suited for testing these than MT4’s. Even if your EA remains on MT4, testing the behavior of custom indicators on MT5 allows you to evaluate their accuracy, responsiveness, and how well they adapt to different market conditions.
Enhanced Indicator Performance: By testing the custom indicators used by your MT4 EA in MT5, you can determine if they exhibit any inefficiencies or inconsistencies in certain market conditions. You can use this information to adjust the EA on MT4 for better results.
3. Optimize Strategy Parameters
Parameter optimization is an essential part of refining an EA's performance, and MT5’s strategy tester has superior tools for optimization compared to MT4.
Optimization on MT5: You can use MT5’s powerful optimization features to test various parameter combinations in a much shorter time than MT4. Once you’ve found optimal settings on MT5, you can manually apply those settings to your MT4 EA.
Genetic Algorithm: MT5's genetic optimization algorithm helps identify the most promising parameter combinations without needing to test every possible combination. This results in faster and more efficient optimization compared to MT4's brute-force approach.
4. Simulate Forward Testing with Realistic Data
Forward testing is critical to ensure that your EA performs well in live market conditions. MT5’s tester allows you to simulate forward testing with greater accuracy than MT4.
Apply Forward Testing Results: Once you have simulated forward testing in MT5, you can apply the insights gained to your MT4 EA. For example, if the forward testing reveals that your EA struggles during high-volatility periods, you can adjust your MT4 EA to handle these scenarios better.
5. Analyze Market Conditions with Better Granularity
The MT5 tester allows for a more granular analysis of market conditions, thanks to its ability to process tick-level data and multi-symbol strategies. By testing your EA's logic and strategy under different market conditions in MT5, you can adjust your MT4 EA accordingly.
Conclusion
Although MT5 is superior to MT4, the vast majority of customers still tend to use MT4 version. Using MT4 version of a bot can also be advantageous because MT4 is more stable and not updated very often as much as MT5. Moreover, after several recent updates, MT4 versions come closer to MT5. But since MT5 provides more functionality and tools in backtesting and optimization, optimizing and backtesting our MT4 bot in MT5 version can be an effective way for utilizing our M4 expert advisors.
Evren Caglar
Trader, Quant Trader, Developer
Institution Breaker
The MetaTrader platforms—MT4 (MetaTrader 4) and MT5 (MetaTrader 5)—have long been popular tools for algorithmic trading. Though MT5 was introduced as a more advanced platform with better testing and analytical capabilities, many traders and developers still rely on MT4 for its simplicity, established market presence, and large ecosystem of Expert Advisors (EAs).
A key advantage of MT5 over MT4 is the improved strategy tester, which allows for more accurate backtesting, optimizations, and simulations. MT5’s tester has capabilities that MT4 lacks, such as multi-threaded testing, built-in support for custom symbol data, and a more sophisticated modeling algorithm. Given this, traders often wonder whether MT5's advanced testing environment can be used to evaluate and improve MT4 Expert Advisors (EAs). This article will explore how MT5 tester results can be leveraged to test and enhance MT4 EAs.
Why MT5's Strategy Tester is Superior?
MT5's strategy tester outshines MT4’s in several critical areas:
Multi-Currency and Multi-Symbol Testing: MT5 can handle multi-currency EAs and complex strategies that interact across different symbols, which MT4 cannot test simultaneously.
Multi-Threading Support: MT5’s tester uses multiple CPU cores for faster backtesting, while MT4 only uses a single core.
Custom Symbols and Timeframes: In MT5, you can easily create custom symbols and backtest on different custom timeframes, a feature that MT4 lacks.
Accurate Ticks Mode: MT5 has a more refined tick-generation model for accurate backtesting. It simulates more realistic price movement than MT4's testing, which is often based on interpolating data between bars.
Using MT5 Tester for MT4 Expert Advisors
While MT5 and MT4 operate on different platforms, with MT5 using the MQL5 language and MT4 using the MQL4 language, the testing results from MT5 can still be insightful for MT4 EAs, provided you follow some guidelines. Here are some ways you can leverage MT5’s tester results to evaluate and improve your MT4 EAs.
1. Use MT5 version of a MT4 EA.
One way to use MT5’s superior strategy tester for MT4 EAs is to use EAs available in MT4 and MT5 at the same time. Since the MQL4 and MQL5 languages are similar, this is often a straightforward process. You can run the EA through MT5’s strategy tester to get more accurate and detailed results.
Will the algorithm differ in MT4 and MT5: The basic logic of your EA remains unchanged and therefore on your side you have nothing to do. Howeevr, you will need to make adjustments for differences in the order management functions and some event handlers, as MT5 handles orders and trade events differently from MT4. You can ask this to the developer if the MT4 version is the same as MT5 version.
Use MT5 for Backtesting: After translating your EA, perform backtests in MT5, taking advantage of the improved modeling quality, multi-threaded performance, and more precise data simulation. This can give you insights into how the EA might perform in real trading conditions, which can be difficult to fully assess on MT4's simpler tester.
2. Use MT5 to Backtest Custom Indicators
Many EAs rely on custom indicators, and MT5’s tester is much better suited for testing these than MT4’s. Even if your EA remains on MT4, testing the behavior of custom indicators on MT5 allows you to evaluate their accuracy, responsiveness, and how well they adapt to different market conditions.
Enhanced Indicator Performance: By testing the custom indicators used by your MT4 EA in MT5, you can determine if they exhibit any inefficiencies or inconsistencies in certain market conditions. You can use this information to adjust the EA on MT4 for better results.
3. Optimize Strategy Parameters
Parameter optimization is an essential part of refining an EA's performance, and MT5’s strategy tester has superior tools for optimization compared to MT4.
Optimization on MT5: You can use MT5’s powerful optimization features to test various parameter combinations in a much shorter time than MT4. Once you’ve found optimal settings on MT5, you can manually apply those settings to your MT4 EA.
Genetic Algorithm: MT5's genetic optimization algorithm helps identify the most promising parameter combinations without needing to test every possible combination. This results in faster and more efficient optimization compared to MT4's brute-force approach.
4. Simulate Forward Testing with Realistic Data
Forward testing is critical to ensure that your EA performs well in live market conditions. MT5’s tester allows you to simulate forward testing with greater accuracy than MT4.
Apply Forward Testing Results: Once you have simulated forward testing in MT5, you can apply the insights gained to your MT4 EA. For example, if the forward testing reveals that your EA struggles during high-volatility periods, you can adjust your MT4 EA to handle these scenarios better.
5. Analyze Market Conditions with Better Granularity
The MT5 tester allows for a more granular analysis of market conditions, thanks to its ability to process tick-level data and multi-symbol strategies. By testing your EA's logic and strategy under different market conditions in MT5, you can adjust your MT4 EA accordingly.
Conclusion
Although MT5 is superior to MT4, the vast majority of customers still tend to use MT4 version. Using MT4 version of a bot can also be advantageous because MT4 is more stable and not updated very often as much as MT5. Moreover, after several recent updates, MT4 versions come closer to MT5. But since MT5 provides more functionality and tools in backtesting and optimization, optimizing and backtesting our MT4 bot in MT5 version can be an effective way for utilizing our M4 expert advisors.
Evren Caglar
Trader, Quant Trader, Developer
Institution Breaker
Evren Caglar
After 3 months of hard work - Cybele Unbound V3 has been released. Over 2k hours of development and testing has been spent for this version. The result is amazing:
Evren Caglar
Real trades- real money. Markets collapse or rally - it does not matter for Cybele. New version is on the way with even more advanced neural network micro structure and increased profitability. Price will also add up with this version, so don't miss out this huge discounted price...
Evren Caglar
Among this strong sell of wave in forex, commodity and equity markets, all my expert advisors are doing great job with almost no stress and pressure at all. It is the strength of the reflection of the professional approach to algorithmic trading.
Take your time and have a look at these and you will see the success in such a stressful period:
Veltro Cycleripper for EURUSD trading :
https://www.mql5.com/en/market/product/120343?source=Site+Market+My+Products+Page
Cybele Unbound for NASDAQ trading :
https://www.mql5.com/en/market/product/118056?source=Site+Market+My+Products+Page
Cipher for Gold trading:
https://www.mql5.com/en/market/product/119028?source=Site+Market+My+Products+Page
Cipher Chase for Silver trading :
https://www.mql5.com/en/market/product/119191?source=Site+Market+My+Products+Page
Secutor for DAX trading:
https://www.mql5.com/en/market/product/117784?source=Site+Market+My+Products+Page
Take your time and have a look at these and you will see the success in such a stressful period:
Veltro Cycleripper for EURUSD trading :
https://www.mql5.com/en/market/product/120343?source=Site+Market+My+Products+Page
Cybele Unbound for NASDAQ trading :
https://www.mql5.com/en/market/product/118056?source=Site+Market+My+Products+Page
Cipher for Gold trading:
https://www.mql5.com/en/market/product/119028?source=Site+Market+My+Products+Page
Cipher Chase for Silver trading :
https://www.mql5.com/en/market/product/119191?source=Site+Market+My+Products+Page
Secutor for DAX trading:
https://www.mql5.com/en/market/product/117784?source=Site+Market+My+Products+Page
Evren Caglar
The information in this article is found nowhere and would completely transform your trading:
HOW INSTITUTIONS TRADE AND HOW CAN WE SPOT THEIR TRADE LOCATIONS?
https://www.mql5.com/en/blogs/post/758619
HOW INSTITUTIONS TRADE AND HOW CAN WE SPOT THEIR TRADE LOCATIONS?
https://www.mql5.com/en/blogs/post/758619
Evren Caglar
Our quant algo bot Cipher Gold also manages gold trades perfectly well by utilizing Hybrid-HTF approach. The result is from the unrestricted version. There is also a low risk set available:
Cipher Gold Trader:
https://www.mql5.com/en/market/product/119028?source=Site+Profile+Seller
Cipher Gold Trader:
https://www.mql5.com/en/market/product/119028?source=Site+Profile+Seller
Evren Caglar
Last 2 weeks we have strong sell-off wave in stock markets.
Cybele Unbound has perfectly managed this process with Nasdaq without stress and generated profits with almost no drawdown.
It is because it reflects our trading philosophy -- wait till A+ trading setup comes. Why would we need to get stress often? No we don't have to!
Do not forget, in trading, the less is more! I have shared the July trades :
Cybele Unbound:
https://www.mql5.com/en/market/product/118056?source=Site+Profile+Seller
Cybele Unbound has perfectly managed this process with Nasdaq without stress and generated profits with almost no drawdown.
It is because it reflects our trading philosophy -- wait till A+ trading setup comes. Why would we need to get stress often? No we don't have to!
Do not forget, in trading, the less is more! I have shared the July trades :
Cybele Unbound:
https://www.mql5.com/en/market/product/118056?source=Site+Profile+Seller
Evren Caglar
Cipher Gold and Cipher Chase have been doing a great work in the last 2 days by perfectly reflecting out trading philosophy:
"Do not enter trades if not A+ quality."
Cipher Gold: https://www.mql5.com/en/market/product/119028?source=External
Cipher Chase : https://www.mql5.com/en/market/product/119191?source=Site+Profile+Seller
"Do not enter trades if not A+ quality."
Cipher Gold: https://www.mql5.com/en/market/product/119028?source=External
Cipher Chase : https://www.mql5.com/en/market/product/119191?source=Site+Profile+Seller
Evren Caglar
Have a great weekend!
We continue to exploit market inefficiencies with another trading algorithm: Veltro Cycleripper. Veltro is design to operate in EURUSD market on H1 timeframe. It does not use grid and martingale systems.
Like our all algo traders, Veltro is also designed for long term consistency and safe profits.
Here is the link of Veltro: https://www.mql5.com/en/market/product/120343?source=Site+Profile+Seller
Here we show how it operates : https://www.youtube.com/watch?v=jQA0x_YJ1hg
We continue to exploit market inefficiencies with another trading algorithm: Veltro Cycleripper. Veltro is design to operate in EURUSD market on H1 timeframe. It does not use grid and martingale systems.
Like our all algo traders, Veltro is also designed for long term consistency and safe profits.
Here is the link of Veltro: https://www.mql5.com/en/market/product/120343?source=Site+Profile+Seller
Here we show how it operates : https://www.youtube.com/watch?v=jQA0x_YJ1hg
Evren Caglar
Turning $1k initial capital to $12.8k in 3.5 years with Institution Breaker...
Professional approach in trading and 'true' risk diversification yields nearly x13 return of initial capital with just 1k max risk! I have prepared an example portfolio for 1k equity with 4 instruments and with our 4 different EAs: Cipher Gold, Cipher Chase, Cybele Unbound and Secutor EAs.
All cost on these 4 EAs is not even $300. Most developers sell more expensive EAs that will bring you only LOSS or huge DD...For all these 3.5 years the maximum drawdown of this portfolio is computed as $1061 and it happened in only ONE occasion...Aren't they great numbers and this x13 return opportunity and safety are provided you so cheap?
Professional approach in trading and 'true' risk diversification yields nearly x13 return of initial capital with just 1k max risk! I have prepared an example portfolio for 1k equity with 4 instruments and with our 4 different EAs: Cipher Gold, Cipher Chase, Cybele Unbound and Secutor EAs.
All cost on these 4 EAs is not even $300. Most developers sell more expensive EAs that will bring you only LOSS or huge DD...For all these 3.5 years the maximum drawdown of this portfolio is computed as $1061 and it happened in only ONE occasion...Aren't they great numbers and this x13 return opportunity and safety are provided you so cheap?
Evren Caglar
Is AI lying to me?
Scientists warn of growing capacity for deception. They can outwit humans at board games, decode the structure of proteins and hold a passable conversation, but as AI systems have grown in sophistication so has their capacity for deception, scientists warn.
The analysis, by Massachusetts Institute of Technology (MIT) researchers, identifies wide-ranging instances of AI systems double-crossing opponents, bluffing and pretending to be human. One system even altered its behaviour during mock safety tests, raising the prospect of auditors being lured into a false sense of security.
“As the deceptive capabilities of AI systems become more advanced, the dangers they pose to society will become increasingly serious,” said Dr Peter Park, an AI existential safety researcher at MIT and author of the research.
Scientists warn of growing capacity for deception. They can outwit humans at board games, decode the structure of proteins and hold a passable conversation, but as AI systems have grown in sophistication so has their capacity for deception, scientists warn.
The analysis, by Massachusetts Institute of Technology (MIT) researchers, identifies wide-ranging instances of AI systems double-crossing opponents, bluffing and pretending to be human. One system even altered its behaviour during mock safety tests, raising the prospect of auditors being lured into a false sense of security.
“As the deceptive capabilities of AI systems become more advanced, the dangers they pose to society will become increasingly serious,” said Dr Peter Park, an AI existential safety researcher at MIT and author of the research.