Comments on: “Please Send Me a Trading System!”

By: Nathan K.

Nathan K. — Wed, 11 Mar 2026 00:20:23 +0000

You’re right that most traders asking for “the system” don’t understand regime dependency – there’s no single EA that works when market conditions flip. I’ve been backtesting and live-running Ratio X Toolbox for a few months now, which solves exactly this problem with 10 different bots covering trend, range, breakout, and specialized gold strategies with ML layers. The Sharpe ratio improvement from rotating between them based on market structure is real, and it’s drastically reduced the typical EA graveyard cycle I used to hit. Have you found that diversifying across market conditions changed how you approach your own system development?

By: Dejan Corovic

Dejan Corovic — Sat, 06 Jul 2024 16:44:33 +0000

@Vincent,
I’m not really big on options, so somebody might correct me on this, but most people don’t know that with options there are x2 ways to win and only x1 way to loose. Most people think like in buying shares, you either win or lose. But options you can either win or lose, but you can as well collect the premium. So, selling option is a x3 way trade, not a x2 way trade and you end up earning premium even if you loose in direction. That’s why in the above table 95% of options strategies are winners, because any fool can win with his eyes closed by collecting premium.

By: Stefan

Stefan — Mon, 12 Jun 2023 10:58:41 +0000

Thank you, just THank you / you guys for this experience and overall evaluation of all this Systems.
As an intermediat privat algo trader, i can say:For me that is very help full to see. Such inner insights are very helpful.

Thank you Jcl and also thx to Petra

By: jcl

jcl — Tue, 20 Sep 2022 15:42:50 +0000

Neither. It’s just the empirical experience of their higher success that lets me think so.

By: Vincent

Vincent — Tue, 20 Sep 2022 11:30:05 +0000

Hello,
What makes you think option based strategies have higher success?
Is it due to A/ an intrinsic quality of options, or B/ to the fact that options are more complex instruments, used by more financially educated people who have (independently from the instrument) a higher ability to formulate strategies?

By: Anissyo

Anissyo — Fri, 26 Aug 2022 10:31:01 +0000

Hello jcl and Andrew, I am the friend, and yeah there is a slightly negative correlation between the wins and between the losses (didn’t measure it) but what I am sure about is that once a loss occurs there is 53% chance of having a win, that’s why I believe a martingale with a max allowed consecutive losses is useful in this scenario, right? But the question is : How can I stress test this idea please guys, I have historical data for stocks/forex/crypto but I want to test this mainly on forex (because there is no trend bias)

By: jcl

jcl — Thu, 25 Aug 2022 11:03:44 +0000

“System” normally refers to the entry and exit logic. In that sense Martingale is no system at all, but a way of money management.

If the system trades in a way that wins and losses have a strong negative correlation, then Martingale can indeed have a risk premium effect. I know no such system, but it’s theoretically possible. Normally wins and losses have slightly positive correlation, meaning when you lose, you’re more likely to also lose next time. On such a system, Martingale is just bad money management. You lose more money faster.

By: Andrew Dolder

Andrew Dolder — Wed, 24 Aug 2022 16:13:25 +0000

For the record, this was my response to him: In a martingale, if you lose, you need a bigger win to compensate. And if you lose again, you need a bigger win. And if you lose again, you need yet another bigger win! A martingale does not accept loss. Instead, it “revenge trades”. Thus your description of a martingale as a risk premium system is wrong.

By: Andrew Dolder

Andrew Dolder — Mon, 22 Aug 2022 20:04:44 +0000

Johann, a friend of mine seems to think that a martingale system is classified as a “Risk Premium Strategy” because it makes big risks for a small reward. I would call it “indicator soup”. Can you break this tie?

By: Статистика прибыльности торговых систем — Макс Пастухов

Статистика прибыльности торговых систем — Макс Пастухов — Wed, 12 Jan 2022 04:59:35 +0000

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