Algorithmic Trading Lab
Ideas move from a testable hypothesis to signal logic, risk constraints, position sizing and executable code. Simulated and demo environments are kept separate; any future real deployment remains outside the current research record.
Central findingThe current output is a documented research process, not a profitability claim.
Question
Can research ideas be translated into executable strategies without losing the risk assumptions and evidence that justified them?
An ongoing research log connecting explicit risk rules and MQL5 execution in MetaTrader 5 demo environments.
Architecture
Research idea → signal → risk → execution
A hypothesis is translated into signal logic, risk rules, position sizing and MQL5 execution for MetaTrader 5.
Broker and account credentials are never part of the public research record.
Research log
Hypothesis, implementation, result, decision
Each entry records what was expected, how it was implemented, what the evidence showed and whether the idea should continue. The format makes abandoned ideas useful rather than hiding them.
- Signal: define the information and causal timing.
- Risk: specify exposure, exits and failure conditions.
- Execution: model how an order reaches a demo environment.
- Portfolio: test interactions rather than isolated strategy curves.
Limitations
What this evidence does not establish
- No live profitability claim is made.
- Demo and simulated execution can differ materially from real liquidity, costs and operational conditions.