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.