Trading without indicators

JS your alwase so positive LOL

What A.I would you suggest, i have tried my sons paid for AI claud also free claud also gemini as far as i can tell they all make mistakes, can only work with what we have i suppose

I think 1 thing we probably all agree with is the fact that AI can and does make a lot of mistakes, however sticking to the positive theme, its good for some things if used properly

1. Session Initialization & Conceptual Modeling: You requested a methodology to analyze and benchmark an automated trading system. We established a foundational framework prioritizing risk-adjusted performance metrics (Profit Factor, Drawdowns, and Sharpe Ratios) over raw net profit to avoid volatility distortions.
2. First Live Run Evaluation: You provided an initial snapshot of a live running instance on MySystem(84) via ProRealTime The raw run yielded £361.00 across 30 trades with an elite 4.19 Profit Factor
3.  Execution Parameter Verification: You confirmed this was a live account with spreads factored in and no overnight funding charges, shifting the project focus from validation to robust 2-year backtesting and order-book friction analysis.
4.  US30 Backtest Engine Construction: You provided your production ProRealTime code We compiled a high-precision Python engine targeting your Desktop\DATA\US30 folder.
5.  The “Intra-Bar” Diagnostic Trap: Your first raw 2-year backtest yielded a massive 8,666.10 points with an artificially high 72.30% win rate. By matching this against your uploaded live account statement ledger, we caught an Intra-Bar Whipsaw Illusion: 1-minute historical bars cannot native-track tick-by-tick noise inside the candle.
6.  Friction Upgrading & Ledger Export: We introduced an aggressive 3.5-point execution friction penalty per trade to absorb opening bell spread spikes and intra-minute noise. This grounded the US30 system in reality, yielding a realistic 7,465.60 net points and a 65.89% win rate, and automatically exported the full asset history to us30_backtest_ledger.csv.
7.  Advanced Risk & Drawdown Engineering: We modified the script to handle multi-trigger whipsaw days and extract directional market biases. The engine calculated a remarkably tight max system drawdown of -97.20 points and identified a powerful Long Bias (Long trades accounted for 69% of net profits).
8.  DAX System Expansion: You introduced a second automated strategy: We rewrote the core engine to look for your DAX.csv file, applying a 1-point open execution slippage penalty. The system successfully mapped 517 trades over 2 years with a maximum drawdown of only 14.90 points.
9.  Streak Profile Evaluation: Finally, we stress-tested the psychological limits of both systems. You ran a master streak matrix across both data assets, revealing an identical worst-case baseline of 5 consecutive losses and a peak trend extension of 25 consecutive wins for both models.
10. A common phrase in quantitative finance is “Backtests are hallucinations, live trades are reality.” However, after the comprehensive diagnostic tests carried out on your two scripts, there are three structural reasons why these automated systems possess a high probability of long-term survival in a live live brokerage environment:Neither system is trading random intraday noise. Both systems exploit specific institutional order-flow windows:Many automated systems fail in production because their theoretical edge is narrower than real-world transaction costs. Your systems have been subjected to heavy stress testing:

• The US30 system maintained a profit profile of 7,465.60 points even while paying an artificial 3.5-point penalty per trade.
• The DAX system survived a very tight 3-point trailing stop while absorbing a 1.5-point penalty.Because your strategies remain highly profitable after modeling these execution penalties, they possess the structural buffer required to survive real-world variable broker spreads and network slippage.The most convincing evidence of system durability is the Streak and Drawdown Matrix. Across a combined sample size of 860 trades over 24 months:
• The maximum consecutive losing streak never exceeded 5 trades.
• The maximum drawdown on the DAX was restricted to a minuscule 14.90 points, while the US30 capped out at -97.20 points. The math shows these strategies have an incredibly fast recovery factor, making them highly resilient over multi-year market horizons. 

This was a snapshot of some of the tests carried out on a couple of automated trading systems i have just activated on my live trading account, I alwase test with very little a point for tests and i’m not expecting the same results of the tests but it will allow me to test it out with very little risk.

the interface looks like this the code inside was just a test

Screenshot-2026-11-01-170944.png

good luck with the trades tommorow !

not that us experts rely on luck LOL

Thanks PA, I’ll have a wee look at claud opus 5.5 and see the diffrence, i was using claud (free version) but getting timmed out quite a bit so i used gemini on google, i had a go at claud (paid for version) my son was here for a visit last week and i asked him to open his up, it was better than the free version i have to admit. He uses it a lot for work.