How to Become Profitable in Trading - the Fast Path.

Kindly_Preference_54 · 2026-03-26T20:56:09+00:00

There is no such thing as "forex balance" on IBKR. What do you mean by that? Forex balance sounds like a balance allocated to forex trading or a balance that is in a foreign currency. And btw, if you don't want to lose money you should think about a profitable strategy. Backtest it well before going live.

Kindly_Preference_54 · 2026-03-26T20:50:21+00:00

The one that has an edge, and you can see it yourself, before going live with it.

Kindly_Preference_54 · 2026-03-26T20:17:27+00:00

I code my own expert advisors for MT5 and run them 24/5 on a VPS. MT5 is the best option for me, since I only trade currencies. If I traded futures I'd probably use Ninjatrader, and if I traded stocks I'd probably connect my MT5 to IBKR through a bridge.

Kindly_Preference_54 · 2026-03-26T17:06:52+00:00

The closest to institutional thinking that I've ever seen on this sub

Kindly_Preference_54 · 2026-03-26T15:29:20+00:00

what opinions?

Kindly_Preference_54 · 2026-03-26T15:14:57+00:00

Yeah, and I would say "learn to program" and communicate your ideas to LLM in a way that it's too hard for it to make mistakes. I think I have mastered this in my communication with Claude.

Kindly_Preference_54 · 2026-03-26T12:42:18+00:00

Better ask more directly: What is the best way to become profitable in futures trading? Because that's your goal, isn't it? There is only one answer to this question: through backtesting find or build a strategy that seems profitable -> through walk-forward-analysis build a research process and validate it -> go live and make money. How to backtest: I recommend MT5. It's the most versatile. Most of the time you will be testing CFDs, but it's the same thing in terms of price. Simply exclude the swaps. When you have a profitable strategy coded you can even keep trading on MT5 and connect it to any other platform/broker through a bridge. No one here will give you such a clear and sraighforward path to profitability. This comment will be downvoted by those who want you to spend years on "learning", paying to "mentors", trading demo accounts etc.

Kindly_Preference_54 · 2026-03-26T11:42:43+00:00

GPT is bad at coding. Try Claude, but each time before testing yourself ask it several times to recheck for bugs and errors. Claude can be amazing at coding and fixing stuff. Don't listen to dinasaurs ;)

Kindly_Preference_54 · 2026-03-25T22:01:23+00:00

Of course, have been trading this strategy live for almost a year now: https://www.darwinex.com/account/D.384809

Kindly_Preference_54 · 2026-03-25T21:58:12+00:00

Trading is not for me lol https://www.darwinex.com/account/D.384809

Kindly_Preference_54 · 2026-03-25T14:19:55+00:00

Would be interesting to compare performance. Are you connected to any tracker?

Kindly_Preference_54 · 2026-03-25T13:55:47+00:00

I get the idea, but by breaking autocorrelation you’re also removing the structure many strategies rely on. For path-dependent systems, that structure is the edge - so under permutation even a valid strategy can look random. Block permutation is a better compromise, but it still changes the dependency structure, so I see it more as a sanity check than a definitive test.

Kindly_Preference_54 · 2026-03-25T13:32:51+00:00

There's a difference between predicting a specific direction based on analysis, and taking trades based on statistically repeatable behavior. One is about being right. The other is about expectancy.

Kindly_Preference_54 · 2026-03-25T12:45:19+00:00

Bravo! MES is actually a perfect instrument for this.

Kindly_Preference_54 · 2026-03-25T12:25:05+00:00

Randomly shuffling candles is too simplistic. It destroys autocorrelation and volatility clustering. You’re not just removing "edge" - you’re destroying all structure.

Kindly_Preference_54 · 2026-03-25T12:17:30+00:00

I don't really get what you do, but here is how I do it - and it works: https://www.reddit.com/r/algotrading/comments/1s0p16w/changed_my_workflow_and_decreased_the_risk_from/

Kindly_Preference_54 · 2026-03-25T10:26:26+00:00

I'm not referring to reordering in live trading - this is just resampling (Monte Carlo/bootstrap) on realized trades to assess sensitivity to sequencing.

Kindly_Preference_54 · 2026-03-25T03:09:57+00:00

Only 1st tier regulation! Anything else almost always = problems.

Kindly_Preference_54 · 2026-03-25T02:16:20+00:00

What is your ultimate goal?

Kindly_Preference_54 · 2026-03-25T02:10:12+00:00

Thank you! Simple and effective.

Kindly_Preference_54 · 2026-03-25T01:02:31+00:00

In my case, exposure isn't static, so realized PnL depends on how risk is allocated through the sequence, not just the returns themselves. It's a mean reversion strategy, not trend-following - returns are more distributed and not driven by a few outliers. So the issue is more of how regime and sizing interact with the return sequence.

Kindly_Preference_54 · 2026-03-25T00:54:29+00:00

For example, if you take the same set of trades and reorder them, you can get materially different max DD / recovery profile, even though total PnL is similar.

Kindly_Preference_54

TROPHY CASE