Most backtests look brilliant. Most live systems don't. I help traders and firms close that gap — designing, implementing, and stress-testing automated strategies with the rigour they deserve.
Trading system development isn't magic. It's a disciplined engineering process with clear inputs, testable outputs, and known failure modes.
Every system begins as a plain-English document: what data it observes, entry conditions, exit conditions, position sizing rules, and execution assumptions. If you can't write it down, you can't automate it.
A backtest is a historical simulation, not proof you've found a money machine. I treat every result with scepticism — examining sample size, drawdown, sensitivity to parameters, and transaction cost assumptions before drawing conclusions.
It's trivially easy to curve-fit a strategy that looks amazing on past data. The real work is breaking it — testing across instruments, time periods, parameter neighbourhoods, and execution scenarios to find what actually holds up.
I don't sell signals or claim to predict markets. I build systems with well-defined edges, proper risk management, and the infrastructure to monitor, maintain, and evolve them over time.
A practical guide to specifying, implementing, testing, and challenging an automated trading system — with code excerpts, experiment plans, and clearly labelled illustrative examples.
Strip away the mystique. A trading system is explicit rules — data, entries, exits, sizing, and execution assumptions. Nothing more.
Read note →A fast/slow moving-average crossover. We choose something trivial because we're teaching the development process, not pretending we've found alpha.
Read note →Translating the specification into readable MQL5: closed-bar signals, position ownership, and execution checks.
Read note →MetaTrader's Strategy Tester: what it actually does, what the numbers mean, and why you shouldn't get excited yet.
Read note →Net profit isn't enough. Trades, drawdown, Sharpe, recovery factor, equity curve shape, and the assumptions hiding underneath.
Read note →Search the MA periods, inspect the historical winner, and uncover selection bias before trusting the result.
Read note →Separate development from evaluation: historical forward splits, rolling walk-forward studies, and live demo testing.
Read note →Different instruments, time periods, execution assumptions, costs, and parameter neighbourhoods. This is where it gets interesting.
Read note →Whether you're an independent trader with a strategy idea or a firm looking to build systematic infrastructure, I bring 25 years of financial markets technology experience to the table.
Turn your trading idea into a working, tested Expert Advisor on MetaTrader 5.
Already have an EA or strategy? I'll stress-test it and tell you what the backtest isn't showing you.
Hands-on guidance for traders and teams building their own automated trading capability.
I'm a technology leader with over 25 years of experience in financial markets — spanning systems design, regulatory operations, and strategic innovation across the Asia Pacific region.
My career has taken me through the full stack of capital markets technology: from trade execution and post-trade processing to regulatory reporting, investment management platforms, and fund administration systems. I've worked with some of the largest financial institutions in the region, building and leading teams that deliver complex, mission-critical systems.
Alpha Systems Lab is where I combine that enterprise-grade engineering discipline with my passion for trading systems. The goal is simple: apply the same rigour that institutional finance demands — specification, testing, validation, and operational resilience — to automated trading strategy development.
I believe the trading systems space is full of noise and short on engineering. This site, and the work I do with clients, is an attempt to change that.
Have a strategy you want to automate? Need a second pair of eyes on an existing system? Or just want to discuss the right approach for your trading infrastructure? I'd like to hear from you.