[Technical Commentary] The Limits of a Single Logic & a Single Currency… The Truth of “Two Brains and Multi-Asset” that AI and Trial-and-Error Led Us to Discover｜ORB_RR_Portfolio Anatomy Record

Introduction

In the previous article, after failures with ChatGPT (an “ornamental EA” that didn’t enter even once a month), I wrote about how switching my partner to AI “Claude” finally produced a self-made EA that keeps moving.

As promised this time, I will explain in detail the trading logic and technical aspects of the self-made EA I built with Claude, “ORB_RR_Portfolio (v1.09)”, for programmers with zero knowledge in programming!

The past where I stuck to one method and one FX currency pair and failed

Actually, this EA was not in its current form from the start.

At first, development progressed only on major FX currency pairs × trend-following (breakout).

I was convinced, “If I ride the trend, I should win!” and conducted verifications, but… the results showed highly volatile profits.

When the market had a clean trend it was good, but when it entered a range, it suffered a string of losses and eroded profits. Further analysis revealed a decisive problem: “a specific currency pair was negative and dragging down the profits of other pairs.”

Two selfish requests I threw at Claude as a hail-mary

“This isn’t good. Relying on a single method or a single FX pair has its limits….”

So I have my partner Claude. I threw two bold requests as a hail-mary.

1. Can we also capture profits during periods when there is no trend (range)?
2. Not just FX pairs, but among all tradable instruments in this account, find the best-performing combination!

Claude instantly understood my vague requests and conducted verification using massive data.

The result was a design that “houses two different logics together and covers not only FX but also stock indices and precious metals—a multi-asset (diversified) design.”

Thus was born “ORB_RR_Portfolio.”

ORB_RR_Portfolio overall structure: two brains in one EA

The EA I developed this time is a multi-currency setup that can monitor and trade multiple instruments at once by simply placing the EA on one chart.

Internally, two different modules with distinct personalities share account funds 50:50 and operate independently.

One account (1,000,000 yen)
├─ Module 1 (50% of funds): Trend-following (Day trading)
├─ Module 2 (50% of funds): Range regression (Swing trading)

Module 1: Breakout (ORB logic)

Type: Day trading (no overnight positions)

Instruments: USDJPY, GER40 (Germany DAX), GOLD

Features: Following the trend in the direction of price movement after breaking the range at the market open (ORB). By incorporating not only FX but also the more straightforward price movements and high volatility of “stock indices (GER40)” and “GOLD,” the strength of the trend is amplified.

Module 2: Range regression (Swing logic)

Type: Swing trading (hold up to 15 business days)

Instruments: USDJPY, GBPJPY, GBPUSD, EURJPY, GER40

Features: A contrarian method that aims to revert to the mean by selling after prices extend on a daily basis. It covers “range markets” that Module 1 struggles with, aiming for steady profits.

AI (Claude) development enabled true “all-instrument analysis”

For someone like me who has no programming knowledge and no market analysis expertise, comparing correlations and backtest results for all instruments by myself would be impossible.

However, by asking AI to “find the optimal combination among all instruments available in the account,” I ended up with a multi-asset portfolio across FX × stock indices × GOLD that I would never have devised alone.

I feel strongly that this system was made possible because of the fusion of a human’s selfish ideas and AI’s overwhelming processing power and code generation ability.

Next time teaser

ORB_RR_Portfolio has been successfully created, but the most important question is whether it can actually make money when run live.

Next time, I will openly share real forward-test operation data and backtest results from the XMTrading (KIWAMI extreme account) demo environment without hiding anything!

I hope you will check the next installment as well.