Hi everyone, great to be part of this community.
I started out as an options trader in my college days and specialised in intraday systematic strategies. This was largely due to travel contraints while attending classes, so I would take positions at open which would be automatically flattened at close. Due to lack of support for options automation, I shifted to forex post graduation and was amazed by the MQL5 ecosystem and supporting tools for development.
I have managed to successfully adapt my best options strategies to forex and indices using a technique known as (approximate) portfolio replication. My EAs are available on the MT5 market place by the name "Daily Ranger" EAs.
I understand the apprehension for black-box systems and predominantly their susceptibility for over-fitting so I have also made a comprehensive 'Walk-Forward-Analysis' of my strategy, which is godsend for algo-traders in validating their edge.
The report can be read here: Walk-Forward-Analysis
Finally, if you are a trader and not a coder preparing EAs for MQL marketplace, you will most likely get stuck in the dreaded automatic code validation phase. This is because traders aren't taught to think in edge cases like selling bazillion quantity of EURUSD, enough to tank all European central banks, all the while having $1 free margin, but your code has be able to handle it.
I have compiled all the checks that helped me pass into a single function here: Essential-Checks-for-MQL5-EAs
Hope it helps!
I started out as an options trader in my college days and specialised in intraday systematic strategies. This was largely due to travel contraints while attending classes, so I would take positions at open which would be automatically flattened at close. Due to lack of support for options automation, I shifted to forex post graduation and was amazed by the MQL5 ecosystem and supporting tools for development.
I have managed to successfully adapt my best options strategies to forex and indices using a technique known as (approximate) portfolio replication. My EAs are available on the MT5 market place by the name "Daily Ranger" EAs.
I understand the apprehension for black-box systems and predominantly their susceptibility for over-fitting so I have also made a comprehensive 'Walk-Forward-Analysis' of my strategy, which is godsend for algo-traders in validating their edge.
The report can be read here: Walk-Forward-Analysis
Finally, if you are a trader and not a coder preparing EAs for MQL marketplace, you will most likely get stuck in the dreaded automatic code validation phase. This is because traders aren't taught to think in edge cases like selling bazillion quantity of EURUSD, enough to tank all European central banks, all the while having $1 free margin, but your code has be able to handle it.
I have compiled all the checks that helped me pass into a single function here: Essential-Checks-for-MQL5-EAs
Hope it helps!
