MQL5プロファイルを開くMy work rests on a simple principle: a strategy is not chosen, it is eliminated. Before settling on the approach behind my systems, I built and discarded several families of strategies — high-frequency scalping, machine learning models, formalised discretionary methods, multi-asset systems. Each was abandoned after failing out-of-sample testing.
What remains is what survived: a breakout system validated on nearly a decade of real tick data, across multiple market regimes — including those where it underperforms.
Non-negotiable principles: no martingale, no grid, no averaging down. Every position opens with a defined stop loss. Tested parameters are locked in the code — what you test is exactly what you run.
I document the periods of underperformance as thoroughly as the favourable ones. A buyer who finds out afterwards what I did not tell them is a buyer I should not have had.
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