Disliked{quote} This is exactly how strategy development should be done—building the screening pipeline around the platform’s strict operational guardrails first instead of optimizing for a vacuum. It saves so much forward-testing heartbreak. FTMO's shift on standard accounts forcing positions closed before the weekend/overnight rollovers ruins the math for a lot of swing models unless people explicitly run their Swing account option. An Opening Range Breakout (ORB) passing on US30 makes total sense under those conditions. It's built for rapid, intraday...Ignored
No overnight holds basically locks you into intraday scalping only, and there’s shockingly few viable strategies that work for that style. I do have one solid setup though: I weighted up all the basic indicators, and it’s held steady on gold for five full years strictly intraday. Filtering good setups is honestly way harder than it sounds.
I’ve got a buddy who only backtested for a single year, forward tested it just one month, then jumped straight into the Lucid challenge—and passed it. Dude doesn’t trust backtesting at all, full stop. Me personally? I see backtesting as just the most basic screening layer, there’s even simpler preliminary filters before that.
I’m still pretty new to quant work, honestly. I only pulled all this off thanks to game-changing tools like Codex and Claude Code. If OpenAI’s servers ever go down for good? Us local traders joke that’s when all the rockstar devs basically lose their superpowers.