Trading
ON
EnableTrading, as journalled
Every setup the EA reached a decision on, and why it did or did not take it.
This is a trading program that watches gold and the three big US stock indices, and takes a specific kind of trade automatically. This page is its diary: every setup it looked at, and why it did or did not take it.
Prices tend to stall at particular levels — places where the market has turned before. The program finds those levels by itself, on the hourly chart, with no lines drawn by hand.
Then it waits for three things in order. Price has to break through a level and close beyond it. It has to travel away, so a brief poke through does not count. And then it has to come back and touch that level again and hold. That last part is the retest, and it is the whole idea: a level that used to stop price should now support it from the other side.
⭐ This is the part worth understanding, because it is most of what you will see here. A setup can look perfect and still be declined — the spread is too wide that second, a high-impact news release is minutes away, the trade would be against the bigger trend, a position is already open, or the level simply is not good enough.
Every refusal is written down with its reason. A strategy is defined as much by what it declines as by what it takes, and a filter nobody can see is a filter nobody can improve.
It risks half a percent of the account on each trade, and never guesses the size — it is calculated from the distance to the stop-loss.
When the trade is up by the amount it originally risked, it banks a third and moves the stop on the rest to break-even, so that trade can no longer lose. The remainder runs for twice the risk. That shape was not chosen by taste: seven different versions were tested against identical setups, and this was the only one that came out ahead.
It is running on a demo account, not real money. The numbers on this page are from a handful of trades, which is far too few to say whether the strategy makes money. Measured over three months of history it was roughly break-even with a wide margin of error — which is honestly an absence of evidence, not a result.
The point of all this machinery is not to prove it works. It is to make the thing answerable: when there are enough trades to judge, the answer will come from a record rather than a feeling.
Right now is live state. The record is the totals. The pack breaks it down per instrument. R means multiples of what was risked — a trade that makes 1R made exactly what it stood to lose.
bias=OFF retest=32 score=55 minstop=0.45 session=OFF news=ON risk=0.50% tp=2.0R [email protected] [email protected]/33% trail=OFFThe four run the same logic with one thing changed per instrument — the spread cap, which is measured rather than carried across. ⛔ They also share a single Magic, which is what lets the account-wide risk cap see all of them at once: separate magics would make each instance blind to the others.
| Instrument | Decisions | Taken | Refused | Top reason | Median spread | Closed | Net R | Newest row |
|---|---|---|---|---|---|---|---|---|
| US100.cash | 0 | 0 | 0 | — | 145 | 0 | — | running, no decisions yet |
| US30.cash | 3 | 0 | 3 | BIAS 1 bias gate is now off — historical | 228 | 0 | — | 3h ago |
| US500.cash | 0 | 0 | 0 | — | 60 | 0 | — | running, no decisions yet |
| XAUUSD | 3 | 2 | 1 | EXPIRED 1 | 40 | 2 | +2.38 | 2h ago |
⚠ An instrument with decisions but zero taken and one dominant refusal code is usually a gate set wrong for that symbol, not a quiet market. The median spread column is there to make the commonest cause — a spread cap carried over from another instrument — visible at a glance.
⭐ This is the point of the journal. A strategy is defined as much by what it declines as by what it takes, and a gate nobody can see is a gate nobody can tune. Every code below was written by the EA at the moment of the decision, before any order existed.
| Code | Count | Share | What it means |
|---|---|---|---|
| EXPIRED | 2 | 50% | The retest never arrived inside the window, or the break failed and price closed back through the far side. |
| BIAS | 1 | 25% | The trade was against HTF bias — price the wrong side of the EMA, or structure making lower highs and lower lows. |
| NEWS | 1 | 25% | Inside a configured high-impact window. |
Every declined setup is kept running on the same rule, through the same code, to find out what it would have done. Nothing here was traded — and a shadow long pays the spread, so it is not flattered against the trades that were.
| Code | Refused | Followed up | Never came back | Would have won | Would have lost | Their R |
|---|---|---|---|---|---|---|
| NEWS | 1 | 1 | — | 0 | 1 | -1.00 |
⭐ A negative figure in the last column is the gate working: the trades it turned away lost money. A positive one means that gate cost us something. ⛔ Never add this column up across rows — the codes resolve at wildly different rates, so a pooled total says nothing.
Every candidate records where all three stops would have sat. Only the zone-based one is ever sent to the broker. The other two cost nothing to record and are the only honest way to compare them later — on the same setups, not on a different backtest.
| Recipe | Mean stop distance | Total R | Mean R | Trades |
|---|---|---|---|---|
| Zone + buffer the one actually sent | 9.29 | +3.03 | +1.52 | 2 |
| ATR entry ± 1.2 × ATR(HTF) | 15.945 | +1.74 | +0.87 | 2 |
| Retest wick beyond the retest candle + a tick | 3.92 | +7.15 | +3.57 | 2 |
Zones are scored 0–100 on touches, age, width and last reaction, and anything under MinScore is refused as WEAK. That threshold is a guess until this table disagrees with it.
| Zone score | Seen | Passed gates | Closed | Total R |
|---|---|---|---|---|
| 55–69 | 1 | 0 | 0 | — |
| 70–84 | 2 | 0 | 0 | — |
| 85+ | 3 | 2 | 2 | +2.38 |
⛔ The bar is the latency. Confirming on a closed M15 bar means the
entry can be up to fifteen minutes after the retest actually touched — a mean of about
seven and a half. Nothing in this table comes close to that, and no amount of tuning here
will. It exists so the claim can be checked rather than assumed. Working:
docs/LATENCY.md.
| Term | Mean | Worst | Sample |
|---|---|---|---|
| Bar close → decision ticks reaching the EA | 1.0 s | 3.0 s | 6 |
| Our own work gates, sizing, all three stops | 405.5 ms | 2423.5 ms | 6 |
| OrderSend round trip us to the broker and back | 831 ms | 1090 ms | 2 |
Straight from the EA's own journal. Nothing here is derived, reconstructed or inferred — the row was written at the moment the decision was made, on the closed bar that produced it.
| Time (UTC) | Symbol | Dir | Zone | Score | Decision | Reason | Entry | SL | Lot | Spread | Bias | Outcome | R |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026.09.23 15:00 | XAUUSD | short | 4300.57 4301.81 | 92 / 16t | entry | — | 4294.42 | 4303.96 | 0.52 | 40 | with | TP1 | +1.35 |
| 2026.09.23 14:00 | US30.cash | short | 51719.60 51729.33 | 69 / 3t | skip | NEWS | 51693.05 | 51739.53 | 10.77 | 210 | with | skipped | — |
| 2026.09.23 10:45 | US30.cash | long | 51876.75 51882.15 | 72 / 13t | skip | EXPIRED | 0.00 | 0.00 | 0.00 | 228 | against | skipped | — |
| 2026.09.23 08:30 | XAUUSD | short | 4322.58 4326.07 | 100 / 6t | entry | — | 4318.87 | 4327.91 | 0.55 | 38 | with | closed_other | +1.02 |
| 2026.09.23 05:45 | XAUUSD | long | 4333.44 4334.94 | 72 / 6t | skip | EXPIRED | 0.00 | 0.00 | 0.00 | 50 | against | skipped | — |
| 2026.09.23 05:30 | US30.cash | short | 51957.55 51991.26 | 100 / 10t | skip | BIAS | 51944.36 | 52003.71 | 8.42 | 238 | against | skipped | — |
Newest first. Showing the last 6 of 6 rows.
Paper rows are not trades. A row with enable_trading=false passed
every gate and was never sent. It says the EA would have acted; it does not say the fill
would have been there, at that price, with that spread.
R is price-based. It measures the distance travelled against the distance risked. It does not carry commission, swap or slippage on the exit.
Sample size beats cleverness. Every cut on this page — by refusal code, by stop recipe, by zone score — is arithmetic on whatever rows exist. At small counts that arithmetic is a shape, not a finding.
Ages come from time_utc, not the broker's clock. Three clocks run
in this estate and the broker's is nobody's idea of UTC. The server time is kept in its own
column for exactly that reason.