Cristian David Castillo Arrieta / 프로필
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저의 작업은 개별 전략이 아닌 조율된 포트폴리오로 작동하는 Expert Advisor의 설계, 최적화 및 검증에 중점을 두고 있습니다. 상관관계 분석, 시간대 커버리지 매핑, 자산군 분산화를 적용하여 단일 상품이나 단일 접근 방식에 의존하지 않는 시스템을 구축합니다.
현재 외환, 지수, 귀금속, 에너지, 미국 주식을 아우르는 알고리즘 포트폴리오를 관리하고 있으며, 여러 세션과 타임프레임에서 동시에 운용하고 있습니다.
이 커뮤니티에서 기술 기사와 오픈소스 도구를 통해 제 경험을 공유하고 있습니다. "개별 EA 구축"에서 "포트폴리오 엔지니어링"으로의 전환이야말로 개인 투자자의 사고와 기관 투자자의 사고를 구분짓는 경계선이라 확신하며, 이 원칙이 제가 이곳에서 발행하는 모든 것의 지침이 됩니다.Has usado 75% de tu límit
Most EAs on the Market hide behind a single cherry-picked curve or mask bad entries with grids and martingale. AbacuQuant Portfolio was built by rejecting 22 out of 39 researched markets that failed real-tick validation, leaving only 11 statistically proven assets (Forex, Gold, and Global Indices) running 71 independent configurations from a single H1 chart.
I invite you to audit the engine for free right now:
Download the free demo and open the MT5 Strategy Tester.
Select "Every tick based on real ticks" from Jan 2020 to today on your own broker.
Attach it to EURUSD H1 and enable the validated presets (EURUSD, USDJPY, AUDUSD, EURJPY, XAUUSD, WS30, NDX, N225, AUS200, STOXX50, UK100).
Check the trade list yourself: verify the fixed Stop Loss on every single deal, the ATR-based position sizing, and how the global risk ceiling protects the account across all sessions.
Whether you trade personal capital or Prop Firm challenges, test the math before you commit a cent.
👉 Download the Free Demo & Read the Full Methodology:
https://www.mql5.com/en/market/product/191885
Questions about broker symbol suffixes or GMT offset? Drop a comment on the product page and I’ll help you configure your test.
#MQL5 #MetaTrader5 #AlgoTrading #QuantTrading #PortfolioManagement #NoMartingale #AbacuQuant
In algorithmic trading, the real bottleneck isn’t finding a good idea—it’s scaling it with robust, unified risk management without falling into analysis paralysis.
While developing AbacuQuant Portfolio for MetaTrader 5, our core objective was clear: eliminate unnecessary complexity and automate diversification with mathematical rigor.
What will you discover and how much time will you save by testing it?
A single global risk engine: Forget manual lot calculations or managing disconnected exposures across multiple charts. Everything is centralized to protect your trading capital.
Zero destructive practices: No martingale, no grid, and no averaging down. Just clean, professional execution driven by strict rules.
Multi-currency & multi-asset from a single H1 chart: Trade multiple markets simultaneously with flawless synchronization.
💡 Quick tips for testing the demo effectively:
1. Start with the default settings: They are structured for you to evaluate the native behavior of the system right out of the box without tweaking complex input parameters.
2. Test on one of the 11 validated instruments: We recommend starting with major forex pairs (like EURUSD or USDJPY) or the built-in stock indices to witness the engine's precision in action.
Don't just read about quantitative optimization—test it yourself in the Strategy Tester and experience a massive reduction in strategy validation time.
👉 Download the free demo here and take your trading to the next level:
https://www.mql5.com/es/market/product/191885?source=Site+Profile+Seller#!tab=overview
#MQL5 #MetaTrader5 #AlgorithmicTrading #QuantitativeTrading #RiskManagement #AbacuQuant
On a live account, the behavior is identical. However, consecutive losing streaks can sometimes create the impression that the system is failing. It is crucial to evaluate this system over the long term: over time, total gains outweigh total losses, as shown in the chart.
en cuenta real esta funcionando igual pero hay momentos donde muchas perdidas seguidas dan la sensacion que el sistema pierde es importante ver este sistema de resultados a largo plazo a la final la cantidad de ganancias superan a la cantidad de perdidas como se ve en la imagen, cada operacion tiene su stop loss, no hay martingala, ni grid, ni ningun sistema tramposo de recuperacion, ademas del riesgo por operacion que es configurable en los parametros hay un stop global en caso que toda la cuenta llegue a ese valor, en mi caso lo tengo en un 30%
Meet **AbacuQuant Portfolio** — an Expert Advisor for MetaTrader 5 designed to manage 11 researched markets from a single H1 chart, with account-level risk controls.
✅ 11 researched markets
✅ One H1 chart
✅ No martingale. No grid. No recovery logic.
**Don't take our word for it. Test the free demo yourself.**
👉 Explore AbacuQuant Portfolio on MQL5: https://www.mql5.com/en/market/product/191885
*Historical testing does not guarantee future results. Trading involves risk of loss.*
#MetaTrader5 #AlgorithmicTrading #ForexTrading #TradingEA #AbacuQuant
Crude oil, the S&P 500, the DAX, ten US stocks. Some looked great on paper, then failed the real-tick test or the statistical screening. AUDJPY missed one threshold by 0.004 and was rejected anyway. The rules don't bend to let a market in.
That's the point. Many EAs are sold on the best backtest that could be found. This one is built from what survived a process designed to say no.
What made it in:
• 11 validated markets: EURUSD, USDJPY, AUDUSD, EURJPY, gold and six indices (Dow Jones, Nasdaq 100, Nikkei 225, Australia 200, Euro Stoxx 50, FTSE 100)
• 71 independent configurations running from one H1 chart
• Account-level risk control: global limits on total open risk, margin and equity drawdown across every market
• Stop loss and take profit attached to every order. No martingale, no grid, no averaging, no recovery logic
The numbers (Strategy Tester, real ticks, 0.5% risk per trade, Jan 2020 – Jul 2026):
• 11,333 trades, 80.3% win rate
• Deepest equity decline: 6.4%
• Most recent period (May 2024 – Jul 2026): profit factor 1.38, 24 of 27 months positive, all 11 markets in profit, none above 14% of the total
The trade-off, stated plainly: the average loss is about 2.8x the average win. You will see losing trades. If you want an equity curve with no visible losses, this is not your EA.
Why test it: the demo is free. Run it with "Every tick based on real ticks", on your own broker, with the balance you actually plan to trade. The EA tells you at startup what balance each configuration needs. Look closely at the losing trades.
Why get the full version: it's a research framework, not just a set of presets. Manual mode gives you the same engine, and a custom optimization criterion ranks results by the win rate's margin over its own break-even level instead of net profit. New markets are added only if they pass the same tests, and you get direct support from me in English and Spanish. I have been running this engine on my own real-money account since August 2026.
Free demo, full methodology and pricing (rental from 49 USD/month):
https://www.mql5.com/en/market/product/191885
Backtests describe the past, not the future. Trading involves risk of loss.
I’m sharing the backtest setup I used with AbacuQuant Portfolio so anyone can download the demo and try to reproduce the results independently.
You can test the instruments one by one if you want to analyze each market separately.
However, if you want to reproduce the portfolio configuration shown in the backtest, set the following instruments to TRUE:
* EURUSD
* USDJPY
* AUDUSD
* XAUUSD
* EURJPY
* N225
* WS30
* NDX
* STOXX50
* UK100
All other instrument presets should remain FALSE.
Risk settings used
Risk per trade: 0.5%
General protection stop: 30%
The idea is simple: don’t just look at the equity curve — download the demo and test it yourself.
Use the same instruments and settings shown above and see what results you get on your own MT5 environment.
Different brokers, spreads, commissions and execution conditions can affect the results, so your backtest may not be identical to mine.
I would actually encourage you to challenge the results.
Test the instruments individually. Test the portfolio. Change the parameters. Stress-test it.
The goal of AbacuQuant Portfolio is not to ask you to blindly trust a backtest.
It’s to give you something you can test for yourself.
👉 Download the demo and start your own backtest.
AbacuQuant Portfolio — available on MQL5.
Aggregate metrics like win rate or profit factor miss sequence-dependent behavior, such as sizing up right after a loss. This MQL5 script trains a small native neural network on closed-deal history to estimate loss probability from behavioral and market-context features. It reports accuracy uplift over a baseline, probability calibration, and permutation feature importance, then combines them into a configurable A-F grade with concise, plain-language recommendations.
The article presents an MQL5 tool that tests whether scaling out improved results rather than only appearing disciplined. It reconstructs positions from closing-deal history and reprices the full volume at the first, last, and best exit rates actually achieved, producing a Value-Add Ratio, a Scale-Out Win Rate, and an Efficiency measure. A single-trade dependence check and a configurable A+ to F grade turn these into clear, decision-ready feedback.
What makes this interesting is that this is not a single strategy being optimized over and over. AbacuQuant Portfolio is designed as a portfolio engine, capable of running multiple independent configurations across different instruments and market conditions from a single MT5 chart.
The process starts by testing different combinations of strategies, trading conditions, parameters, stop/target structures and risk settings. Instead of simply looking for the configuration with the highest profit, AbacuQuant uses a custom optimization criterion designed to evaluate whether the historical win rate provides a meaningful margin above the break-even level implied by the stop and target structure.
The resulting configurations are then combined into a portfolio, allowing different strategies and instruments to operate during different market sessions while a shared risk engine controls total exposure at the account level.
The objective is not to find one “perfect” setup. It is to build a collection of independent configurations that complement each other and create a more robust portfolio.
This image shows one of those optimization and portfolio-development results. The robot used to generate it is the AbacuQuant Portfolio EA.
🔗 https://www.mql5.com/en/market/product/191885
Why it's different
Most EAs run one strategy with one set of parameters on one instrument. This one runs up to 48 independent configurations at once, across EURUSD, GBPUSD, USDJPY and AUDUSD, from a single chart. Each configuration owns its own trading hours, its own combination of ten built-in strategies, and its own ATR-based stop and target. A configuration built for the London session simply doesn't trade outside it — and risk is measured across the whole account, not per configuration, so running four instruments together doesn't quietly multiply your exposure.
And it's built the honest way: no martingale, no grid, no averaging into a losing position, no hidden loss-recovery logic. Every stop is attached the moment the trade opens. If you've been burned by an EA with a beautiful equity curve that fell apart the first time the market disagreed with it, this was built specifically against that failure mode.
How it decides a trade
Each active configuration waits for its window, reads only completed H1 bars (never the forming candle), requires several of its enabled strategies to agree, and sizes the position from the stop distance rather than a fixed lot — so a wider stop always means a smaller position, and the money at risk stays constant. Every configuration passed the same acceptance procedure on real-tick data before it shipped: statistical significance over its own break-even line, a minimum number of losing trades to actually measure it, and stops that were genuinely reached rather than just theorized.
Try it before you take my word for it
The demo runs in full inside the Strategy Tester — same presets, same logic, no time limit. Turn on the validated instruments, select "Every tick based on real ticks," and look at the trade list yourself: the stops, the position sizing, the risk ceilings holding across instruments. I'd rather you find out in the tester, for free, than after committing real money.
Link to the product page: https://www.mql5.com/en/market/product/191885
Live Verified Signal: AbacuQuant on Darwinex-Live 개발자 실계좌: 2026년 8월 24일부터 AbacuQuant Portfolio를 운용 중입니다. 본 포트폴리오는 실제 시장 체결력을 검증하기 위해 2026년 10월 3일까지 거래당 2.0% 리스크 (기본값의 4배)로 공격적인 실전 스트레스 테스트를 거쳤으며, 이후 기본 기관 설정인 0.5% 리스크 로 전환하여 운용되고 있습니다. 이 시그널의 이전 월 기록은 과거 다중 EA 아키텍처 시절의 기록입니다. 모든 통계는 MQL5에서 독립적으로 검증되었으며 모든 거래 기록을 포함합니다. AbacuQuant Portfolio 는 MetaTrader 5를 위한 기관급 다중 통화 및 다중 자산 엑스퍼트 어드바이저(EA) 입니다. 양적 포트폴리오 다각화, 프랍 펌(Prop Firm) 드로다운 제어, 자동화된 알고리즘 트레이딩을 위해 설계되었으며, 단 하나의 H1 차트에서 최대 11개의 검증된 시장 을
