How to Handle Partial Fills in a cTrader cBot
A cTrader cBot should reconcile each deal and the unfilled remainder before it sends another order or updates its position state.
Read article ↗: How to Handle Partial Fills in a cTrader cBotBlog
Better questions.
Better tests.
Backtesting, risk and systematic trading, explained through practical questions.
Prop Firm Challenge Fees: Read the Refund Rules
Check when a prop firm refunds a challenge fee, which charges recur, and what payout conditions apply before you pay.
Read article ↗: Prop Firm Challenge Fees: Read the Refund RulesWhat Negative Balance Protection Covers on CFDs
Negative balance protection limits liability in defined retail CFD accounts; check the jurisdiction, client status and product before relying on it.
Read article ↗: What Negative Balance Protection Covers on CFDsHow to Backtest Futures Contract Rollovers
A futures backtest must separate adjusted continuous prices from the dated contract, rollover rule and costs an order would actually face.
Read article ↗: How to Backtest Futures Contract RolloversTradingView Webhooks for Trading Bots: Safety Checks
Secure a TradingView webhook for a trading bot by validating the request, rejecting duplicates and separating alerts from order authority.
Read article ↗: TradingView Webhooks for Trading Bots: Safety ChecksHow to Check If a Trading Quote Is Stale
A flat price is not proof of a stale quote. Check the instrument, session, update time and feed state before treating a displayed price as current.
Read article ↗: How to Check If a Trading Quote Is StaleWhy cTrader Rejects an Order
A rejected cTrader order is a response to diagnose, not a cue to resend. Read the error, check the symbol and account, then log the result.
Read article ↗: Why cTrader Rejects an OrderWhat to Check Before Using a cTrader Broker Plugin
A broker-owned cTrader plugin can arrive pre-installed or through a restricted Store listing. Check access, purpose and support before relying on it.
Read article ↗: What to Check Before Using a cTrader Broker PluginHow to Review a Trading Journal Weekly
A weekly trading journal review should separate rule-following, execution and outcome before you choose one change to test.
Read article ↗: How to Review a Trading Journal WeeklyTrading Journal Time Zones: Keep Timestamps Comparable
Record the original clock, its time zone and a UTC equivalent so daylight-saving changes do not blur your trading journal.
Read article ↗: Trading Journal Time Zones: Keep Timestamps ComparableCrypto Perpetual Funding vs CFD Swaps
Perpetual funding and a crypto CFD swap are different charges. Compare who pays, when it applies and which contract rules to check.
Read article ↗: Crypto Perpetual Funding vs CFD SwapsHow to Track Slippage in a Trading Journal
Separate spread, commission and price movement with a simple trade log that helps you compare like with like.
Read article ↗: How to Track Slippage in a Trading JournalWhat to Check Before Connecting a Trading Account to AI
Before connecting a trading account to an AI assistant, check its access level, verify answers in the broker account, and review each proposed action.
Read article ↗: What to Check Before Connecting a Trading Account to AIWhen the US Market Opens in UK Time This Autumn
The US cash open shifts by an hour in UK calendars between the October and November clock changes. Here are the 2026 dates and a check you can reuse.
Read article ↗: When the US Market Opens in UK Time This AutumnA Pre-Event Checklist for Trading Sessions
Prepare for a scheduled market event by checking its source, time zone, instrument hours, exposure and review plan before the session.
Read article ↗: A Pre-Event Checklist for Trading SessionsHow to Review AI-Generated cBot Code
Review an AI-written cBot change against a written requirement, a visible diff and a test plan before it reaches a trading account.
Read article ↗: How to Review AI-Generated cBot CodecTrader Open API: Accounts vs Trading Scope
Compare cTrader Open API's accounts and trading scopes, then check account selection and token handling before authorising an app.
Read article ↗: cTrader Open API: Accounts vs Trading ScopeHow to Check if a cTrader Indicator Repaints
Check whether a cTrader indicator changes during a bar, after it closes, or after a reload—and learn what a visual test cannot prove.
Read article ↗: How to Check if a cTrader Indicator RepaintscTrader Stop vs Stop-Limit Orders
Compare how cTrader stop and stop-limit orders trigger, fill and can leave you exposed when price moves quickly.
Read article ↗: cTrader Stop vs Stop-Limit OrderscTrader Mobile Signals: A Safer Review Workflow
cTrader Mobile Signals can surface provider ideas quickly. Keep a review step between the notification and any order decision.
Read article ↗: cTrader Mobile Signals: A Safer Review WorkflowHow to Test cTrader Market Range Before a cBot Trades
Test cTrader Market Range as a fill boundary, not a price promise, before a cBot uses a market entry.
Read article ↗: How to Test cTrader Market Range Before a cBot TradesHow to Audit a cBot Decision Log
A cBot decision log should connect the signal, guardrail, order attempt and outcome, so a trader can reconstruct what happened after the fact.
Read article ↗: How to Audit a cBot Decision LogcTrader Protections After a Disconnect
Do not assume every cTrader protection survives a disconnect. Separate server-held stops from advanced workflows, then test the exact version you run.
Read article ↗: cTrader Protections After a DisconnectcTrader Symbol Checklist Before a cBot Trades
Check a cTrader symbol's volume rules, price increments, costs and sessions before a cBot turns a valid signal into an invalid order.
Read article ↗: cTrader Symbol Checklist Before a cBot TradesFTMO Futures: End-of-Day Trailing Drawdown
FTMO Futures calculates its trailing drawdown from prior day-end balances, but equity can still breach the active limit during the trading day.
Read article ↗: FTMO Futures: End-of-Day Trailing DrawdownMicro Gold Futures vs Gold CFD Costs
Micro gold futures and gold CFDs can follow the same metal yet impose different contract, margin and carrying-cost checks before a backtest.
Read article ↗: Micro Gold Futures vs Gold CFD CostscTrader Cloud vs VPS for cBots
Choose cTrader Cloud for a compatible cBot; use a VPS when documented cloud limits block its dependencies, integrations or state.
Read article ↗: cTrader Cloud vs VPS for cBotscTrader Market Replay: Practice Is Not a Backtest
cTrader Market Replay can make trading practice reviewable, but it does not prove an edge. Keep rehearsal and backtesting as separate jobs.
Read article ↗: cTrader Market Replay: Practice Is Not a BacktestTrading AI Permissions in cTrader
Set trading AI permissions in cTrader by separating observation, platform control and order authority, then testing each boundary on demo.
Read article ↗: Trading AI Permissions in cTraderBacktesting a Max-Open-Positions Rule
A max-open-positions rule changes which signals a cTrader backtest may take. Test its queue, collisions and rejected trades before you trust the curve.
Read article ↗: Backtesting a Max-Open-Positions RuleBacktesting Swap Costs in cTrader
Swap can turn a plausible cTrader backtest into an untested claim. Audit rollover settings and every overnight position before trusting the curve.
Read article ↗: Backtesting Swap Costs in cTraderHow to Audit Data Gaps in a cTrader Backtest
A cTrader backtest can finish cleanly while its price history is incomplete. Audit timestamps, coverage and gap-sensitive trades before trusting it.
Read article ↗: How to Audit Data Gaps in a cTrader BacktestBacktesting Slippage in cTrader
A cTrader backtest can model spread and commission yet still leave slippage untested. Build an execution stress test before trusting the curve.
Read article ↗: Backtesting Slippage in cTraderBacktesting Simultaneous Signals
Simultaneous signals can make a portfolio backtest depend on processing order. Define the collision policy before you trust the equity curve.
Read article ↗: Backtesting Simultaneous SignalsBacktesting a Post-Loss Cooldown
A post-loss cooldown changes a strategy’s entries, risk and drawdown. Backtest the exact pause rule against an unchanged control.
Read article ↗: Backtesting a Post-Loss CooldownBacktesting Prop Firm Consistency Rules
A prop firm consistency rule can delay a payout or require more trading. Model its exact formula against the full backtest, not just the final profit.
Read article ↗: Backtesting Prop Firm Consistency RulesBacktesting Break-Even Stops in cTrader
A break-even stop is a new exit rule, not a free loss remover. Model its trigger, modification and fill before trusting a cTrader backtest.
Read article ↗: Backtesting Break-Even Stops in cTraderVolume Rounding in cTrader Backtests
Volume rounding can make a cTrader backtest risk more or less than its sizing rule intended. Record the executable volume, not just the target.
Read article ↗: Volume Rounding in cTrader BacktestsBacktesting a Prop Firm Daily Reset
A prop-firm daily reset can turn one open trade into a new day's breach. Model the clock, equity and reset reference before trusting a backtest.
Read article ↗: Backtesting a Prop Firm Daily ResetEquity Curve Filters in Prop Backtesting
An equity curve filter changes risk after a strategy's own losses. Learn how to backtest the rule without letting it become another curve fit.
Read article ↗: Equity Curve Filters in Prop BacktestingHow to Backtest Scale-In Entries
A scale-in entry is one changing position, not several neat trade rows. Test its combined risk path before trusting the final equity curve.
Read article ↗: How to Backtest Scale-In EntriesDrawdown Duration in Prop Backtesting
Drawdown duration measures how long a strategy stays below its prior equity high. Learn why prop backtests need it beside max drawdown.
Read article ↗: Drawdown Duration in Prop BacktestingPip Value Drift in cTrader Backtests
cTrader PipValue is fixed when a cBot starts. Test whether that static input makes the cash risk in a long backtest drift from its intent.
Read article ↗: Pip Value Drift in cTrader BacktestsLong-Short Attribution in Prop Backtests
Long-short attribution separates a backtest by trade direction, showing whether a prop result depends on one side of the market.
Read article ↗: Long-Short Attribution in Prop BacktestsBacktesting Prop-Firm Minimum Trading Days
Minimum trading days are an account constraint, not proof of an edge. Put the rule in the backtest ledger before judging a prop-firm result.
Read article ↗: Backtesting Prop-Firm Minimum Trading DaysTime Stops in Prop Backtesting
A time stop closes a trade after a defined interval. Test it as an exit rule, not as a cosmetic fix for a slow backtest.
Read article ↗: Time Stops in Prop BacktestingBacktest Acceptance Criteria for Prop Traders
Backtest acceptance criteria turn a prop-trading idea into a testable claim before a pleasing equity curve changes the rules.
Read article ↗: Backtest Acceptance Criteria for Prop TradersProfit Concentration in Prop Backtests
Profit concentration shows whether a prop backtest earned its result broadly or depended on a few trades, days, or market regimes.
Read article ↗: Profit Concentration in Prop BacktestsPortfolio Heat in Prop Backtesting
Portfolio heat adds the loss already committed by every open position. It shows whether a prop backtest can survive when trades fail together.
Read article ↗: Portfolio Heat in Prop BacktestingHow to Test a cBot After Symbol Changes
Test a cBot after symbol changes by snapshotting its contract, forcing edge cases and comparing the order path—not just profit.
Read article ↗: How to Test a cBot After Symbol ChangesHow to Test a cTrader cBot Restart
Test a cTrader cBot restart by reconciling live orders, checking persistent state and proving it cannot duplicate a trade after it comes back.
Read article ↗: How to Test a cTrader cBot RestartHow to run cTrader cBots 24/5 on your own VPS with Docker
cTrader Cloud blocks outbound network access, so your cBot cannot send you Telegram alerts. Here is the exact setup we use in production to run five cBots continuously on a VPS.
Read article ↗: How to run cTrader cBots 24/5 on your own VPS with DockerHow to Audit Margin in a cTrader Backtest
Audit cTrader backtest margin by rebuilding the account ledger, testing rejected entries and proving when stop-out logic changes the path.
Read article ↗: How to Audit Margin in a cTrader BacktestHow to Backtest Pending Orders in cTrader
Backtest pending orders in cTrader by separating the signal, trigger, fill and cancellation, then logging every step of the order lifecycle.
Read article ↗: How to Backtest Pending Orders in cTraderHow to Backtest Daylight Saving Time in cTrader
Backtest daylight saving time by mapping each local session through a real timezone, then testing every clock change as a separate regime.
Read article ↗: How to Backtest Daylight Saving Time in cTraderHow to Backtest Spread Spikes in cTrader
Backtest spread spikes by separating a normal-cost baseline from timed bid-ask shocks, then inspect fills and the prop-account equity path.
Read article ↗: How to Backtest Spread Spikes in cTraderTelegram alerts: create your bot, get the token and the chat id
A step-by-step setup for Telegram alerts on a cBot: create the bot in BotFather, copy the token, find your chat id, and fix the four things that usually go wrong.
Read article ↗: Telegram alerts: create your bot, get the token and the chat idHow to Backtest Weekend Gap Risk
Weekend gap risk backtesting checks whether stops fill at the next available price and whether the resulting equity path can breach a prop rule.
Read article ↗: How to Backtest Weekend Gap RiskBacktest Window Sensitivity for Prop Traders
Backtest window sensitivity shows whether a strategy survives a shifted date range or depends on one convenient historical slice.
Read article ↗: Backtest Window Sensitivity for Prop TradersBar-Close vs Intrabar Backtesting for Prop Traders
Bar-close backtesting can hide the path inside a candle. Learn when intrabar data changes fills, stops, targets, and prop-account drawdown.
Read article ↗: Bar-Close vs Intrabar Backtesting for Prop TradersOpening Range Breakout Backtesting: What to Prove
Opening Range Breakout backtesting is credible only when the session clock, trigger, execution costs and prop-account path are tested separately.
Read article ↗: Opening Range Breakout Backtesting: What to ProveHow to Test a Prop-Firm Kill Switch
A prop-firm kill switch must watch floating equity, reset on the firm's clock, and cancel open risk. Test those failure paths before relying on it.
Read article ↗: How to Test a Prop-Firm Kill SwitchStress-testing a prop backtest with scenarios
Scenario testing shows how a prop backtest handles cost, execution and bad-day shocks before a neat equity curve earns your trust.
Read article ↗: Stress-testing a prop backtest with scenariosPartial exits in prop backtesting
Partial exits can change expectancy, costs, and prop-firm risk. Test the whole exit path, not just the win rate or first profit target.
Read article ↗: Partial exits in prop backtestingMaximum favorable excursion in prop backtesting
Maximum favorable excursion shows how far each trade moved into profit before exit, helping test whether an exit rule gives too much back.
Read article ↗: Maximum favorable excursion in prop backtestingUlcer Index for prop backtests
Ulcer Index measures how deep and persistent a backtest stays underwater, revealing path risk that max drawdown alone can hide.
Read article ↗: Ulcer Index for prop backtestsR-multiple in prop backtesting, explained
R-multiple normalises each trade by its planned risk, but prop backtests still need cash drawdown, equity path, and rule checks.
Read article ↗: R-multiple in prop backtesting, explainedSortino ratio for prop backtests: what it misses
The Sortino ratio isolates downside deviation, but target choice, return frequency, and loss sequencing can still flatter a prop backtest.
Read article ↗: Sortino ratio for prop backtests: what it missesConfidence intervals for trading expectancy
A confidence interval shows how uncertain a backtest expectancy really is, and whether a positive average is doing more work than the evidence.
Read article ↗: Confidence intervals for trading expectancyAutocorrelation in trading backtests
Autocorrelation shows when ordered returns are related, making trade counts, Sharpe ratios, and drawdown estimates easier to overstate.
Read article ↗: Autocorrelation in trading backtestsDeflated Sharpe ratio for backtest selection
The deflated Sharpe ratio tests whether a selected backtest still looks credible after trial count, sample length, skew, and fat tails.
Read article ↗: Deflated Sharpe ratio for backtest selectionNews filters in prop backtesting
News filters can reduce event risk, but a prop backtest must prove the filter improves survival after missed trades and costs.
Read article ↗: News filters in prop backtestingMarket regime backtesting for prop traders
Market regime backtesting checks whether a prop strategy survives trends, ranges, volatility shocks, and quiet tape.
Read article ↗: Market regime backtesting for prop tradersTime-to-target in prop backtesting
Time-to-target shows whether a prop backtest reaches a rule target before drawdown, costs, and variance break the account.
Read article ↗: Time-to-target in prop backtestingParameter sensitivity in prop backtesting
Parameter sensitivity shows whether a backtest survives small setting changes. Prop traders need a plateau, not one perfect setting.
Read article ↗: Parameter sensitivity in prop backtestingExposure in prop backtesting
Exposure shows how much time and capital a strategy keeps at risk. In prop backtesting, the quiet hours can fail the account.
Read article ↗: Exposure in prop backtestingTime-of-day filters in prop backtesting
Time-of-day filters change volatility, spread, fills, and drawdown clustering. A prop backtest must prove the clock helps.
Read article ↗: Time-of-day filters in prop backtestingTake-profit distance in prop backtesting
Take-profit distance changes win rate, payoff, holding time, and rule pressure. A prop backtest must prove the target is reachable.
Read article ↗: Take-profit distance in prop backtestingStop-loss distance in prop backtesting
Stop-loss distance changes sizing, costs, MAE, and rule pressure. A prop backtest must prove the stop survives the account.
Read article ↗: Stop-loss distance in prop backtestingWhy cross-validation leaks in trading
Cross-validation can leak future information in trading. Purging and embargoing keep the test set genuinely unseen.
Read article ↗: Why cross-validation leaks in tradingTrade frequency in prop backtesting
Trade frequency changes costs, clustering, and drawdown pressure. A prop backtest must show whether the pace is survivable.
Read article ↗: Trade frequency in prop backtestingLosing streaks in prop backtesting
Losing streaks expose whether a prop backtest survives normal clustering. A profitable edge can still hit the rule floor.
Read article ↗: Losing streaks in prop backtestingMinimum lot size in prop backtesting
Minimum lot size can make a small prop account trade differently from the backtest. Check it before trusting risk or drawdown.
Read article ↗: Minimum lot size in prop backtestingAverage trade duration in backtesting, explained
Average trade duration shows how long risk stays open. For prop traders, that changes costs, path risk, and rule compatibility.
Read article ↗: Average trade duration in backtesting, explainedMaximum adverse excursion for prop traders
Maximum adverse excursion shows how much pain a trade took before closing. For prop traders, that path can matter more than the exit.
Read article ↗: Maximum adverse excursion for prop tradersHow to verify a cTrader backtest
A cTrader backtest is only useful if you can reproduce the data, costs, logic, and drawdown path yourself. Here is the checklist that matters.
Read article ↗: How to verify a cTrader backtestPer-trade vs per-day metrics, explained
The trade list did not change. The denominator did. That is why win rate, profit factor, and Sharpe can move.
Read article ↗: Per-trade vs per-day metrics, explainedWhy FTMO Swing vs Standard changes your backtest
If a system holds through news or over the weekend, FTMO's Swing and Standard accounts are different rule sets. The backtest has to match.
Read article ↗: Why FTMO Swing vs Standard changes your backtestBalance vs equity drawdown for prop traders
Balance counts closed trades; equity counts open losses too. Why a prop account can fail while balance looks fine, and what to check in a backtest.
Read article ↗: Balance vs equity drawdown for prop tradersWhy survivorship bias flatters a backtest
A backtest built only from the winners that still exist is not conservative. Survivorship bias hides the dead names and overstates the edge.
Read article ↗: Why survivorship bias flatters a backtestLook-ahead bias in backtesting, explained
A backtest can look brilliant simply because it smuggled in future information. Here is how look-ahead bias sneaks in and how to stop it.
Read article ↗: Look-ahead bias in backtesting, explainedFixed lot vs fixed risk for prop traders
Fixed lot sizing looks tidy, but it makes risk drift when a prop account can least afford it. Here is why fixed-risk sizing fits drawdown rules better.
Read article ↗: Fixed lot vs fixed risk for prop tradersWhy correlated trades fail prop accounts
Three trades can look diversified and still be one macro bet. Correlation risk is why prop accounts break faster than the trade count suggests.
Read article ↗: Why correlated trades fail prop accountsWhy the same cTrader backtest changes across brokers
The same cTrader strategy can produce different results when broker data, spread, commission, and trading sessions change. Here is why.
Read article ↗: Why the same cTrader backtest changes across brokersBacktest overfitting for prop traders
A strategy can look flawless on the sample that created it and still be useless live. Here is how prop traders can spot backtest overfitting early.
Read article ↗: Backtest overfitting for prop tradersProfit factor vs Sharpe ratio for prop traders
Profit factor vs Sharpe ratio: what each one measures, why a good profit factor can still fail a prop challenge, and the order to judge a backtest.
Read article ↗: Profit factor vs Sharpe ratio for prop tradersWhy walk-forward testing matters for prop traders
One clean out-of-sample split is useful, but it can still flatter a strategy. Walk-forward testing shows whether the edge survives repeated retests.
Read article ↗: Why walk-forward testing matters for prop tradersDaily loss limit vs max loss for prop traders
A prop account can be green overall and still fail today. Here is how daily loss limits and max loss rules actually work together.
Read article ↗: Daily loss limit vs max loss for prop tradersWhy Monte Carlo drawdown matters for prop traders
A backtest's worst drawdown is one path, not a ceiling. Monte Carlo drawdown shows the loss band a prop trader actually has to survive.
Read article ↗: Why Monte Carlo drawdown matters for prop tradersHow many trades do you need to trust a backtest?
There is no magic backtest sample size. Here is how to tell whether a trading strategy has enough trades to be worth trusting.
Read article ↗: How many trades do you need to trust a backtest?Out-of-sample testing in trading, explained
Out-of-sample testing is the only part of a backtest that has not already seen your optimisation. Here is how to read it properly.
Read article ↗: Out-of-sample testing in trading, explainedRisk of ruin for prop traders
Risk of ruin is why profitable traders still fail prop challenges. The edge matters, but position size decides whether the account survives it.
Read article ↗: Risk of ruin for prop tradersWhat win rate do you need for a prop challenge?
A prop challenge is not passed by win rate alone. Reward-to-risk and drawdown control matter more than being right often.
Read article ↗: What win rate do you need for a prop challenge?An AI analyst writes our daily market notes. Here is how
Every day this site publishes a market note and a piece on trading. They are written by a specialised AI analyst — kept honest by the same rules as our backtests.
Read article ↗: An AI analyst writes our daily market notes. Here is howProp firm trailing drawdown, explained properly
Prop firm trailing drawdown is a moving loss floor, not a static buffer. Here is why profitable traders still fail it and how to read it correctly.
Read article ↗: Prop firm trailing drawdown, explained properlyWhy your backtest lies — and the three costs that make it honest
A pretty equity curve is the easiest thing in trading to fake. Here is what separates a backtest you can trust from one that is quietly lying to you.
Read article ↗: Why your backtest lies — and the three costs that make it honestNo matching article. Try another search.