EdgeForge
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- バージョン: 1.10
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EdgeForge - Strategy Reality Check
Most backtests lie. A curve that goes up and to the right can hide luck, curve-fitting, a martingale, a grid, or a "return" that is really just an escalating lot size. EdgeForge is the second opinion you run BEFORE you trust an EA with real money — a truth detector that takes the trade history of any strategy and tells you, in plain English, whether the edge is real.
It is NOT another signal generator and it does NOT trade. It reads a strategy's closed trades — from your own account or from any EA's Strategy-Tester report — and puts them through the same adversarial validation a quant fund would use.
WHAT IT CHECKS
Is the edge real? — Bootstrap significance (p-value); out-of-sample check (first half vs second half → catches curve-fitting); cost fragility (edge measured in pips/trade, stress-tested against 1 extra pip of spread/commission).
What is the real risk? — Monte-Carlo drawdown (trade order reshuffled thousands of times, normalised to a standard 1%-per-trade risk so it reflects the EDGE, not the seller's lot sizing); probability of a >50% drawdown, longest losing streak, annualised Sharpe, recovery factor, one-trade reliance.
Hidden tricks — Compounding illusion (return driven by escalating lot, not edge); hidden martingale (lot grows after losses); grid/averaging (positions stacked open).
Every check feeds a single TRUST SCORE 0–100 and a one-line verdict: GENUINE EDGE, MARGINAL EDGE, FRAGILE EDGE, CURVE-FIT, INFLATED, DANGEROUS or NO EDGE.
HOW TO USE IT — THREE MODES (runs on any chart; it doesn't use the chart price, never sends an order)
Mode 1 — Audit your own account: drag on chart → Data source = Account → reads the connected account's closed trades instantly.
Mode 2 — Audit any EA before you buy: (1) backtest the EA in the Strategy Tester; (2) right-click the report → "Save as Report" (.htm) into MQL5\Files (File > Open Data Folder); (3) drag EdgeForge on a chart, Data source = Report; (4) leave "Report file" empty → it audits the newest report automatically; (5) press R to re-run.
Mode 3 — Gold-standard MCPT: (1) run the included script EdgeForge_MCPT on your symbol → creates N shuffled-market symbols; (2) restart the terminal once; (3) backtest the EA on the real symbol → save mcpt_real.htm, and on each shuffled symbol → mcpt_1..N.htm; (4) Data source = MCPT. EdgeForge draws the shuffled-result distribution with your real result marked, plus the exact p-value (p<0.01 = genuine edge).
READING THE DASHBOARD — verdict banner + trust score; "Is the edge real?" and "What is the real risk?" cards; hidden-tricks row (green/red); log-scale equity curve; RED FLAGS list. A text summary is also written to MQL5\Files\EdgeForge_Verdict.txt.
GOOD TO KNOW — doesn't trade, needs no license to the audited EA; FX/metals/indices/crypto (pip cost-test is FX-calibrated, the rest asset-agnostic); reports read from MQL5\Files (sandbox can't read the Desktop — put a shortcut to that folder on your Desktop); reports from an English-language terminal; FREE version runs in the Strategy Tester on a built-in sample so buyers see it work, real audits need the full version.
Stop trusting pretty curves. Forge the edge, then prove it.
