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Trading Strategies from Wait4Trade team

My name is Daniil and I’m a part of the Wait4Trade team.
We have a lot of experience and blah blah blah… let us right to the point!

Our team developed the first strategy within C2Star requirements: drawdown up to 10%, stable equity, annual return > 24%

It is developed on the Wait4Trade team’s own technology:

  1. Only Intraday.
  2. A portfolio of 24 currency pairs.
  3. Position volume management for each trade.
  4. Risk management for each trade.
  5. Two strategies for entering trades to stabilize their overall performance (from November 11, 2019). The trade entry is discretionary; the trader is enhanced with pre-processed market data based on machine learning technology.

Although the trade entry is discretionary, the concepts of entry/exit and position volume management was backtested on a 10 years history.
Using discretionary trade entries based on machine learning tech, we will achieve a better return and fewer drawdowns.

The minimum investment horizon is 2 months.

My thread about evaluating trading strategies.

When this strategy completes 300 trades, I will analyze it there.

Any questions in a thread or PM.

Wait4Trade team is open to cooperation.

300 trades milestone overcome, and it is time to draw a conclusion.

The entry strategy did not work out. Instead of a short zero tick sinusoid, it showed a downward trend. Only the position volume management kept it a float all this time.

My entry strategy implied betting on the price scenarios that I observed at 0:00 PT, placing stop orders at the cancellation level and closing all positions at the end of the trading session.
I planned to compensate for the entry accuracy with a wide portfolio of instruments.

This approach has not worked for two reasons:

  1. For success this strategy requires periodic good trades and a wide trading instruments portfolio smoothed both losses and profits, so the profitable days were slightly higher than the loss-making ones.
  2. The scenarios I set as good at 0:00 PT were not often executed, however, in 9 out of 10 cases, the market price remained within the scenarios range, but others. This confirms the viability of the Similar Days project, but requires a different approach to the entry strategy - active intraday.

What’s next:
• An active intraday is not suitable for C2Star, Must deploy minimum amount of capital will be difficult to implement. Trades last 1-3 hours and this parameter is calculated for calendar days.
• Intraday requires a full day and high concentration, it excludes the portfolio of instruments.

  1. I continue to trade Forex on Collective2 in the active intraday mode of 1-2 trading instruments, I started on 20-Jan-2020.
  2. Trading MNQ and NQ in the prop campaign.
  3. Trading MNQ in my own small account.

What kind of 24% annual return are you talking about this Forex system that have failed miserably and is currently in drawdown?

Yes, that is right. I waited for a statistically significant result and published it. What’s wrong?


Hear hear, Daniil, for publishing your analysis. I do not trade Forex, but I respect your forthright discussion of your strategy’s failure to thrive.


Great to admit the strategy result. As you probably now are aware backtesting is useless as markets are always changing and live markets behave differently. Its possible you can modify the rules as you now know the strategy weaknesses to turn it to a profitable system.

Forward testing is the only way to truly gauge a strategy before its considered a potentially profitable system. More tweaks and rules may possibly need to be added during forward testing to produce a more robust strategy as its hard to create a flawless strategy after the first run.

Good luck with your next idea!


Thanks a lot for your comments.

I will continue and the next review will be in 300 trades. Moreover, despite the first strategy failure, the starting cash balance not down and certification requirements not violated. So I can continue my C2Star certification.

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