AI Trading Lab

Where a strategy earns the right to be sold

Anyone can produce a profitable backtest. The Lab exists to find out whether a result is an edge or an artefact — before it reaches a customer’s account. Every X-STOX system goes through the same eleven stages, from a written hypothesis to a Myfxbook-verified record.

Machine learning does the heavy lifting in research. What ships is a set of fixed, tested rules.

  • Eleven stages, in order
  • AI in research, rules in the product
  • Real trading costs in every test
  • Verified on Myfxbook

Diagram · each dot is an idea, not a real count

The workflow

Eleven stages from an idea to a verified record

Each stage hands the next one a piece of evidence, and each one is a gate: an idea that fails it goes back, or goes no further. Most ideas stop somewhere along this line. That is what the Lab is for.

  1. Research

    01

    Hypothesis

    Every system starts as one testable statement about market behaviour: what should happen, in which market, when, and why. It is written down before any data is touched, so the data cannot write it.

    The gate
    If it cannot be stated in a way a test could prove wrong, it does not start.
    Hands on
    A one-page hypothesis, including the result that would kill it.
  2. 02

    Python research

    Historical data goes through a Python research pipeline. A classifier labels the market regime of every period, past news releases are measured, and the effect is compared with what chance alone produces on the same data.

    The gate
    No effect beyond chance, or an effect that lives in one stretch of history only.
    Hands on
    Evidence: where the effect appears, how large it is, and where it does not.

    AI at this stageMarket-regime classificationNews & event analysis

  3. Build

    03

    Written specification

    The surviving idea becomes rules on paper: entries, exits, risk, behaviour around news, what to do when a broker misbehaves, and the things the system must never do.

    The gate
    A rule that cannot be written down without ambiguity goes back to research.
    Hands on
    The specification the build is checked against, rule by rule.
  4. 04

    MQL5 build

    The specification is coded as an Expert Advisor in MQL5 — MQL4 where a tool runs on MetaTrader 4 — with deterministic logic and defensive handling of what real brokers do: requotes, spread spikes, rejected orders, lost connections.

    The gate
    Any behaviour that does not match the specification.
    Hands on
    A build that does what the paper says, and nothing else.
  5. Stress

    05

    Tick backtest with real costs

    Tick by tick, with spread, commission, swap and slippage at the levels a retail broker actually delivers — including the spread widening at session boundaries and around news.

    The gate
    Small per-trade edges often die here. Better here than on a customer’s account.
    Hands on
    A result after costs, not before them.
  6. 06

    Walk-forward validation

    Settings are fitted on one window of history and tested on the next, unseen one — again and again, moving forward through time. An in-sample result only proves that the optimiser worked.

    The gate
    Performance that collapses on unseen data: the “edge” was curve-fitting.
    Hands on
    Settings that held up on data they never saw.

    AI at this stageOptimisation & robustness

  7. 07

    Regime and Monte Carlo tests

    Results are broken out by volatility regime, trend state and session. Then the trade sequence is reshuffled, over and over, to find the drawdown the historical curve happened to avoid. The question is not what the backtest did, but what the same trades could have done in a less fortunate order.

    The gate
    A system that only works in one regime, or a plausible worst case beyond what its risk design accepts.
    Hands on
    Worst-case drawdown estimates, which the risk presets are set with.

    AI at this stageMarket-regime classification

  8. Prove

    08

    Demo forward test

    The system runs in real time on a demo account, on market data that did not exist when it was built.

    The gate
    Live behaviour that departs from the backtest: how often it trades, when, and the shape of its results.
    Hands on
    A forward record, kept in real time.
  9. 09

    Real cent-account test

    Real money at small size, on a real broker: real fills, real slippage, real server behaviour — the things a demo account hides.

    The gate
    Execution that changes the result once real orders are involved.
    Hands on
    A real-money record.
  10. Release

    10

    Release with risk presets

    The system ships with three risk presets — Defensive, Moderate and Extreme. Same rules, different amounts of risk, set with the stress-test results in hand, so a buyer starts from a tested setting rather than a guess.

    The gate
    No release without a manual and a risk disclosure that match how the system actually behaves.
    Hands on
    The product, its manual and its risk disclosure.
  11. 11

    Myfxbook-verified monitoring

    After release the system keeps running on accounts Myfxbook verifies — track record and trading privileges — in public. A drift away from its tested behaviour sends it back to the Lab.

    The gate
    The market, every day.
    Hands on
    The public record on the Performance page.

Where the AI is

AI in the Lab. Fixed rules in your terminal.

Machine learning does the heavy work of research: it labels market regimes, searches and stress-tests settings, and measures how markets behave around news. None of it ships. What ships is a written set of rules, coded in MQL5, that does the same thing every time it sees the same market.

Illustration · synthetic data
  • Deterministic

    The same prices produce the same decision. Nothing inside your account is learning, drifting or changing its mind.

  • Written down

    Every behaviour is in the specification before it is coded, and described in the manual you receive with the product.

  • Checked in public

    The workflow ends on accounts Myfxbook verifies. The verified accounts are listed on the Performance page.

Three jobs machine learning does in the Lab

Each answers a research question faster, or more honestly, than a person reading charts could. Each one ends as a written rule — never as a model inside the product.

01 · Market-regime classification

Which market is this?

A classifier labels every stretch of history by its state — trending, ranging, unusually volatile — so a strategy’s results can be read regime by regime, instead of as one average that hides where it fails.

BecomesA written filter: the conditions in which a system trades, and the ones in which it stands aside.

Illustration · synthetic data

02 · Optimisation & robustness

A plateau, not a peak

Search tools explore far more combinations of settings than anyone could test by hand. The single best result is usually a fluke of the sample, so the Lab looks for broad regions where neighbouring settings all work — and tests those.

BecomesDefault settings taken from the stable middle of a region, rather than from its single best point.

Illustration · synthetic data

03 · News & event analysis

What a release does to a market

Past economic releases are lined up on their release time and measured: how far price moved, how wide the spread went, how much slippage there was, and for how long. The pattern by type of event matters, not any single headline.

BecomesA measured window around each type of event, written into the specification: when a system stands aside — or, for a news system, when it may act.

Illustration · synthetic data

Release

One rulebook, three risk levels

Defensive, Moderate and Extreme run the same rules. What changes is how much each one risks — and so how deep a drawdown each is built to accept.

  • Defensive

    The lowest risk setting: smaller positions, shallower drawdowns.

  • Moderate

    The middle setting, between growth and drawdown.

  • Extreme

    The highest risk setting: larger positions, deeper drawdowns. Only for money its owner can afford to lose.

MultiScalper Pro ships all three, and each one runs on its own Myfxbook-verified account. See the three accounts →

After release

Verified, in public

The last stage never ends. A released system runs on accounts that Myfxbook verifies — track record and trading privileges — so the record can be checked without taking our word for it.

4Myfxbook-verified accounts on the Performance page

Open the Performance page

Capabilities

What the Lab does

EA development

MQL4 and MQL5 Expert Advisors built from a written specification, with deterministic risk logic and defensive handling of broker edge cases.

Strategy engineering

Turning a discretionary approach into explicit rules — including the parts the trader has never had to put into words before.

Backtesting infrastructure

Tick-level simulation with realistic execution costs, walk-forward harnesses and parameter-sensitivity reports.

Quantitative research

Python research pipelines for feature construction, hypothesis testing and statistical validation, ahead of any code.

Market intelligence

Economic-calendar data, volatility-regime classification and session-structure analysis — turned into the written rules a system trades by.

Execution infrastructure

Multi-account dashboards, risk supervisors and licensing systems — the operational layer around the strategy itself.

What the Lab will not claim

  • That any model predicts market direction reliably. It does not, and vendors who claim otherwise are selling something else.

  • That a backtest is evidence of future returns. It is evidence that a rule set would have behaved a certain way on one historical sample.

  • That machine learning removes risk. It changes the shape of the risk and adds overfitting as a new way to fail.

  • That an X-STOX system learns while it trades. The models stay in the Lab; what runs on your account is a fixed set of tested rules.

  • That any system removes the need to monitor a live account. Automation shifts the work; it does not remove it.

Commission research

Have a strategy you want tested properly?

Send us the rules. We will put them through the same stress tests and tell you what we find — including if the answer is that it does not survive realistic costs.