IDFX Trading
Free algorithmic studies of the setups traders talk about. Each idea is written down as a strategy, backtested in the IDFX engine, and judged only on data the optimizer never saw. Whatever the answer is, it gets published.
Spec lines quoted from the Silver Bullet study. The animation shows the process, not a result.
Rejected. Out of sample the rules lost 0.117R per trade before trading costs, and all five test windows were negative. Price series reshuffled at random scored as well or better in 34 of 40 tries, so there is no sign of an edge.
The same four steps for every study, in the same engine, so results can be compared.
The idea is written in plain English, then turned into a declarative strategy spec: indicators, entry conditions, exits.
One spec becomes a Python backtest and a Pine Script v6 file for TradingView. Both come from the same source, so they cannot drift.
Parameters are fitted on one window of history and then traded, frozen, on the next. Only those out-of-sample trades count.
The engine attacks the result: sample size, overfitting, shuffled prices, trade order. It grades the idea and says why.
The numbers come from walk-forward testing: rules fitted on one stretch of history, then traded on the next stretch, untouched. Optimized in-sample results are never presented as performance.
Studies test whether a signal has an edge at all. Spread, slippage and commission depend on your broker and account, so they are left out, and every result is labelled that way.
Most ideas do not survive a fair test. When one fails, the study says “not this time” and shows why. That is as useful to know as a pass.
Every number and chart comes from a recorded engine run, and its data is published as JSON. No testimonials, no screenshots of P&L, no claims about live or prop-firm money.
Studies are built and tested on camera, in the engine's dashboard, on the IDFX Trading channel.