Recent content by borzy

If you can show that live and stay emotionally flat, then consider full-time; otherwise keep compounding part-time

The real opportunity is skill-building - set a fixed weekly study/backtest block and only fund live after 100+ simulated trades with stable metrics

It’s an opportunity only if treated with discipline. In practice, the best student outcomes come from tiny size + ruthless risk limits + lots of demo time before touching real money

This made me rethink going full-time fast. I’ll focus on consistency first. What would you consider a good benchmark (months + max drawdown) before making the leap?

Totally agree with ‘most fail because they trade without a plan.’ Once I fixed position sizing to a flat 1R and wrote exits in advance, my equity curve smoothed out fast - journaling every trade was the unlock. What single rule improved your results the most?

If TP is roighly 20 and SL 50–70, you’re playing a sub-1R profile and need a very high win rate - test that over a large out-of-sample. For example mine with HFM is 30%. Hence my reward to risk should be at least 2:1. Watch out for ranging markets; signals looked shakier there per the latest...

People underestimate risk, overestimate ease, and skip process. A boring plan + fixed position sizing + a written journal beats years of indicator-chasing

I wouldn’t go full-time until a live track record covers at least one full macro cycle with less than 1% risk per trade and expenses covered outside trading

Since switching to predefined ATR stops/targets and not babysitting trades, my equity curve smoothed out; I only live-manage around high-impact news. Anyone tested partials vs full take profit targets on D1 timeframe?

I run a hybrid with HFM: set-and-forget on higher TFs with ATR stops, then live-manage only on scheduled news days; fewer in-bar decisions = fewer emotional errors.

Same here: set-and-forget on H4/D1 with ATR-based stops and alerts improved my P/L because I stopped babysitting trades. Live trading is exciting, but the fewer in-bar decisions I make, the fewer emotional errors I see

I learned the hard way to avoid GBP/JPY early on. Trading EUR/USD with HFM during London hours taught me execution and spread discipline without the whipsaws

In my testing with HFM, the edge comes from how you define trend (e.g., structure + ADX filter) and, especially, from exits and risk, not from the trend label itself.

OI is equal longs=shorts; those fast moves in “long/short dollar ratios” often come from price revaluing notional exposure or how the venue aggregates accounts, not a directional OI change

My M15 entries only work when anchored to H1/H4 structure. Also, claims like “100% non-repaint” and “you will never lose” are red flags - could the OP share verified backtests or a Myfxbook/TE?