Topic: Stop building illusions. Start building data.

This is for everyone still building robots on short data ranges.
If you’re training a strategy on just a few years of history, you’re not building robustness you’re building illusion.

Stop lying to yourself.
A system that only survives three years of cherry-picked data isn’t robust it’s fantasy.

Use as much data as possible. Always.
And no you don’t need ancient data from the 1980s or 1990s. That’s a different market, a different structure pure noise.

Real robustness isn’t about how far back you test, it’s about how much diversity your system has faced.
Different volatility cycles. Different liquidity regimes. Different manipulation eras.

At minimum, use data from 2009 onward when modern markets were born.
If your robot can’t handle crashes, recoveries, stagnation, inflation waves, and the algorithmic revolution it’s not a strategy. It’s curve-fit comfort.

Stop thinking in settings.
Start thinking in structure.
The market doesn’t reward “perfect parameters.”
It rewards adaptability.

And let’s be real most traders who turn to grid systems or martingale tricks only do it because their normal strategies don’t survive real testing or live trading.
That’s not EA Studio’s fault.
It’s the illusion people create when they fall in love with perfect equity curves on short data.

You see a smooth backtest and call it stability.
But that’s not stability that’s simulation comfort.
True robustness comes from surviving multiple market regimes, not from forcing equity to rise in a single one.

And I get it it’s fun building scalping robots on lower timeframes, watching fast charts, chasing endless trades.
But be honest with yourself: how many of those systems survive six months? One year?
Almost none.

Everything below M30 is noise dopamine, not data.
You can build short-term bots that make money for a few months, maybe even a year if you grind hard enough.
But what’s the goal?
Quick hype or long-term consistency?
Do you want bots that look good for a moment, or systems that last for years?

If you truly understand algorithmic trading, you know the answer.
Quant trading isn’t about your favorite tool it’s about your mindset, your data, your structure.

And yeah, some of you will hate me for saying this.
Because this post breaks egos.
But I don’t care.
Anyone who actually knows what they’re doing in algo trading knows every word here is truth.

I’m done with the fake humility, the secrecy,
This is supposed to be a space for traders. buth nobody is telling the truth

If your system hasn’t faced multiple regimes, it’s not robust it’s fragile.
You’re not validating edge. You’re validating luck.

So stop building bots that make you feel good.
Start building bots that tell you the truth.

And if you still feel the need to defend yourself or attack me for saying this,
then know this post was written exactly for you.
What I’m saying here has nothing to do with workflow, or settings, or platforms.
It’s the truth about algo trading and if you take a step back and drop your ego for a moment,
you’ll realize I’m saying this for one reason only:
so people finally wake up from the illusion and start making some Expert Advisors that survive storms.

Re: Stop building illusions. Start building data.

Hi Jurgen, I do agree with you on these ideas to find and work toward robustness of generated strategies.

But one thing I've recently learned is that when preparing bots for a specific use case (such as to run on an iFunds account) ... then it makes a huge different if you can acquire the actual broker data feed.

In my case I've leveraged the data export scripts from EA Studio to download this data, but the broker themself did not provide more than 100,000 bars in most timeframes.

So I think what I'll try to do is something like this:

  • Use Reactor and Generator to mine strategies on the limited actual data

  • then for robustness, work with longer datasets like the Premium Dukascopy Data

But I do think there could also be different philosophies at play here.

One focus might be to find those long-running robust strategies that can perform across decades of market behavior and come through like a champ.

But another focus might be to find ephemeral bots that could be expected to perform only for a short period, such as the current market conditions. In other words, I measure their performance in short term live trading and then just replace them with other contenders when they show signs of not matching their expected performance.

Now I cannot speak from experience that this process will actually work, but it's a theory that does also align with Mr. Petkos teachings, and that is what I'm currently following.

I don't disagree with most of what you are suggesting here. But I need to prove to myself if these alternate ideas could be valid. I am not looking for the end-all-be-all algo bot that works for decades. I'm looking for the top 50 or top 100 bots that can bring a profit in the upcoming short term. I would like the selection process to be dynamic and mechanical.

Re: Stop building illusions. Start building data.

The problem is in the selection of strategies over time, no matter if it was generated 1 year ago And for that they will have to use machine learning, at least it has worked for me .

Re: Stop building illusions. Start building data.

Amigo, I made this topic for people who actually use EA Studio, not to show off with Python or Machine Learning.
Most traders here don’t even code, and that’s fine, because EA Studio was made for traders, not data scientists.

This topic is about real robustness inside EA Studio something everyone here can apply right now not about external tools that most people can’t even access or understand, and definitely not for beginners.

EA Studio doesn’t include ML integration, so bringing it up here doesn’t help anyone.
Let’s keep things practical, because the goal is to help traders build better systems, not to sound “advanced.”

Re: Stop building illusions. Start building data.

Hi Jurgen, you’ve hit the nail on the head! Our brains are constantly trying to trick us, and I think it’s all about FOMO. Why do people, including me, tend to use shorter time frames? It would be amazing if you could share some of your results with us using your robust process.

Re: Stop building illusions. Start building data.

You’re absolutely right FOMO and comfort zones drive most of the bias.

I’m not here to prove anything or drop screenshots.
Sharing live results here wouldn’t add value it would only feed the same illusion I’m trying to expose.
I’ve failed, rebuilt, and learned through real experience, not theory.

What matters isn’t who shows more proof, but who actually understands why 90 % of systems collapse the moment they go live.

I can show you my live accounts and the EAs separately private if needed but not here.
Here, I prefer to share truth and process, not validation.
Because truth doesn’t need applause it just needs consistency.