Recent content by pippin

Before anyone buys, can we see a verified Myfxbook/FXBlue with at least 6 months and open-trade visibility? I’ve backtested/forward-tested similar EAs on HFM and the hidden martingale/averaging logic + wide SLs usually make the ‘15–20%/month’ claims vanish on live spreads

Seen this a lot during high-vol spikes: it’s usually your execution path, not indicators. Try a VPS in the same region as your broker, close heavy charts, and switch to MT5’s 64-bit build—then stress-test on NFP with one chart + DOM to see if it still chokes.

In my testing with HFM, those ultra-fast MAs are noisy—adding a higher-TF trend filter and ATR-based stops cut whip saws a lot. Anyone here combine 5/3/1 with a session-only window?

Free tiers can run a single terminal, but latency and throttling often spike under load; that’s where trades slip. If you stick with it, keep one MT instance, disable charts/EAs you don’t need, and test broker ping during your trading hours. That's why after some testing I switched from free to...

Decompiling EX4 is typically against the license and even when it “works,” the output is obfuscated and unreliable for maintenance. Safer path is to contact the author for source or re-implement the logic you need with clean MQL4 and your own risk controls

I’d add that robust algos live or die on out-of-sample and walk-forward performance. If your edge vanishes after slippage/fees and a regime shift, it wasn’t an edge

Before funding anything, I’d want a tick-data backtest + forward demo and a verified Myfxbook with open trade history—too many high-win bots hide grid/martingale risk.

“Wait for your setup” only works if the setup is defined to the letter (context + trigger + invalidation). What are your A+ criteria and do you track “no-trade” days as a performance metric?

HFM (raw) + Tradingview for charting; mostly EURUSD, GBPUSD, XAUUSD. Strategy is H4–D1 swing/position—market structure, session levels, ATR-based risk; on news I wait for the post-volatility retest. 3+ years in, consistency came when I tracked monthly R-multiple instead of win rate

Semafor (21/40/60/72) is great for marking swings but it repaints, so it’s context - not a signal. I get better results disabling Level_1 and only acting with HTF trend + an ATR filter - anyone else filtering this way

M15 works if you anchor to H4/D1 for context, mark session highs/lows, and avoid trading right into news. Use ATR on M15 for stops/targets and accept that spread/slippage matter more than on higher TFs.

EUR/USD and USD/JPY for me - tight spreads, deep liquidity, and clean reactions to macro prints; I add GBP/JPY only when I want volatility and have wider ATR-based stops. Fewer pairs, more screen time on each has been a bigger edge than “finding the perfect pair"

Non-repaint often hides look-ahead bias. Forward-demo it on 2–3 pairs and log expectancy after spread/slippage. Post screenshots/trade logs so we can compare real-time signals to the history

I map timeframe to hold time: if my average hold is 6–12 hours, I anchor on 4H for bias and use H1 for execution with ATR-based stops. That cut noise/FOMO a lot; when D1 is ranging I only take mean-reversion setups inside the range rather than forcing 1H trends

From Monte Carlo tests and demo runs, martingale looks great until the tail shows up—one volatility event can erase months of gains. If you insist, cap levels, use tiny base lots, and set an equity stop; otherwise the “profitability” is just hidden risk waiting to surface