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Buy a winning indicator, verify it, and all of them failed. At first, I used a commercial signal indicator. The panel displayed a win rate of 70% and a PF of 5.83. But when actually trading, the win rate was in the 30% range. It didn’t match at all. To pinpoint the cause, I built a tool that records every sign on the chart. After examining the recorded 802 cases, I finally understood. More than half of the signs were marks that should not have been entered. The indicator logs said, “This is a mark that prohibits trading.” And the EA picked it up as a buy/sell signal. Even by focusing only on genuine signs, I couldn’t win. I removed false positives and re-collected 393 genuine signs. The result was a profit factor of 0.89. I tested 121 combinations of take-profit and stop-loss by exhaustive search. The best was 1.07. It didn’t improve. I filtered by volatility and changed the time frame. I also built a system that continuously swaps parameters to fit the latest market. Short periods show good numbers. But when the period is extended to 10 years, it vanishes each time. The enemy was the spread. When I lined up 10 years of results, I finally realized it. M1 10,705 trades -$2,001 M5 3,148 trades -$608 M15 3,290 trades -$714 The losses were almost proportional to the number of trades. It wasn’t that the logic was “losing.” The raw expected value was almost zero, and the spread paid with every trade pushed it into the negative. No matter how many filters you add, if the cost exceeds the edge, it won’t exceed 1.0. So, I changed the approach. I stopped perfecting a single logic. Instead, I built a system that runs 576 combinations simultaneously and compares them first. • 4 signal methods • 6 levels of parameters • 8 filters • 3 additive modes All evaluated for about 10 years from 2015 to 2026 in one test. And I imposed one condition. Split the 10 years into three periods, and ensure profit in every period. This eliminates the chance that a period just happened to be good. And there was another finding. The profits and losses of M1, M5, and M15 were almost uncorrelated. M1 - M5 -0.001 M1 - M15 -0.001 M5 - M15 -0.000 That means they do not tend to lose at the same time in the same direction. When you combine all three, the drawdown goes from a simple sum of $32,474 to $25,744, a 21% drop. Therefore, I moved to a mode where three timeframes move simultaneously on one chart. ■ 4 modes ------------------------------------------------------------------ Short-term adaptive: configuration to match the latest market PF 1.29 / RF 9.37 / +$125,265 Long-term stable: configuration stable across 10 years PF 1.26 / RF 6.56 / +$124,263 Mid-term adaptive: configuration for the last 2 years PF 1.40 / RF 6.10 / +$93,997 High win-rate / high turnover mode: prioritize win rate and number of trades Win rate 41.7% / PF 1.13 / 3,566 trades in 10 years ※ Values are two-series synthesis of M5+M15 / 2015-2026 / 0.10 lot basis ■ High win-rate / high-turnover mode ------------------------------------------------------------------ This configuration is for those who want to steadily accumulate. Timeframe Trades Win rate PF Net profit Average holding M5 2,268 41.7% 1.12 +$32,279 231 bars M15 1,298 41.8% 1.12 +$18,747 111 bars Composite 3,566 41.7% 1.13 +$51,027 - Win rate 41.7%, 3,566 trades in 10 years. The number of trades is the highest across all modes. As a trade, PF and RF are lower than in other modes. Profit per trade is smaller, but performance changes are visible quickly. Suitable for those who do not like “no signals for days.” ■ Auto-optimization mode ------------------------------------------------------------------ Runs the four configurations in the background and switches to the best recent one. 1. Run 4 configurations in parallel In addition to the live-trading configuration, the remaining 3 run virtually 2. Evaluate at regular intervals Default every 30 days. Compares performance over the last 365 days 3. Switch to the best configuration Profit, PF, and Recovery Factor can be used as selection criteria [Important] When a single logic is tested for auto-optimization over 10 years, PF was 0.84. Following the market is not always effective. Default is OFF. ■ Timeframe combinations ------------------------------------------------------------------ Configuration Combined PF Net profit Max DD RF M5 + M15 1.286 +$125,265 $13,370 9.37 ← default M1+M5+M15 1.247 +$204,330 $25,744 7.94 M5 only 1.295 +$62,884 $8,233 7.64 M15 only 1.277 +$62,381 $7,079 8.81 M1 only 1.203 +$79,066 $17,161 4.61 Default is M5 + M15. RF 9.37 is the highest across all configurations. Add M1 increases net profit, but drawdown nearly doubles. ■ Panel ------------------------------------------------------------------ ■ DotenGold MultiTF XAUUSDs [Short-term] Order: Running Spread: 18 Timeframe Configuration Held Win Loss PF P/L M1 Unused M5 A[3]=250 Buy 12 21 1.31 $412.60 M15 C[4]=6.5 None 8 14 1.28 $284.10 Total 20 35 1.30 $696.70 Max DD -$188.40 RF 3.70 [START] [STOP] [CLOSE] It shows per-bar and total results, as well as this week's, this month’s, this year’s, and cumulative wins and losses. Since the totals are saved to a file, MT5 restart preserves them. ■ Specifications ------------------------------------------------------------------ Platform: MT5 Instrument: XAUUSD (auto-detects broker naming differences) Operation: Run M1, M5, and M15 simultaneously on one chart Chart timeframes: Any Account type: Hedge / Netting both supported Magic number: Auto-assigned per bar (870001〜870003) Averaging: None / Pyramid / Averaging Safety: Spread cap / Balance floor stops all / Order retry Operation: START / STOP / CLOSE buttons External indicators/DLLs: Not required ■ Required margin guide ------------------------------------------------------------------ Lot M5+M15 (default) M1+M5+M15 M5 only 0.01 $2,700 - $4,000 $5,100 - $7,700 $1,600 - $2,500 0.05 $13,400 - $20,100 $25,700 - $38,600 $8,200 - $12,400 0.10 $26,700 - $40,100 $51,500 - $77,200 $16,500 - $24,700 If three are run simultaneously, the margin is needed for all three. Although there is one EA, internally it holds three independent positions. ■ Please note ------------------------------------------------------------------ ・Win rate is 27–42%. The profit-and-loss structure is biased toward losses ・There are periods of consecutive drawdowns. The verification recorded a maximum of 31 consecutive losses ・Stop loss is disabled by default. Reversal is the only exit ・If averaging is enabled, losses can escalate during trend reversals ・Auto-optimization mode does not always follow the market effectively ・Backtests assume zero latency; live trading will incur slippage ・“Mid-term,” “Short-term,” and “High win rate” include performance from the periods used for selection ■ Disclaimers ------------------------------------------------------------------ ・This product does not constitute investment advice or a brokerage service. Please make final trading decisions at your own risk ・The results shown are past performance and do not guarantee future profits ・Market changes may prevent the expected performance from being reproduced ・Losses including margin erosion may occur. Please use with surplus funds