Working notes on strategy research, backtesting and portfolio construction with MetaTrader 5. Written while building our own systems, which is also why they include the parts that did not work.
Williams %R, the Countdown indicator, seasonality and an uncompromising view of risk management. What still holds up decades later — and what a systematic trader should take from it.
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No single strategy dominates every market condition. The real edge is a portfolio of MT5 Expert Advisors whose bad months do not overlap — and a method for finding them.
ReadThe reasoning in these notes is the same reasoning behind Cloud Trade EA: index-specific rules, a daily time frame, and risk decided before the trade rather than after it.
