KenKem Journal

Building systematic trading software,documented honestly

Long-form articles from the KenKem build log — what worked, what failed, and the engineering in between. Educational content, not financial advice.

2026-10-25

How Does MasterVP Decide a Trade, Start to Finish?

One trade walked through every gate of my MasterVP system: two rolling volume profiles, every distance measured in ATR, a breakout entry that carried 1,282 of 1,333 trades, indicator vetoes backed by an 849,963-bar audit, blocked hours, break-even and a far target, prop-style risk limits, and the lab and the live account that check it. Rounded settings, real counts, the failures included.

#mastervp#volume-profile#systematic-trading#risk-management#algorithmic-trading

2026-10-16

How Do You Compare a Live Trading Account to Its Backtest?

Compare a live trading account to its backtest on the things the backtest actually predicts: how deep a bad stretch goes, how often it trades in each kind of market, and how hard the guards are working. Six weeks into running my own gold systems live, the drawdown has already passed the backtest's worst. What that does and does not tell me, the checks I run instead of guessing, and why every proposed fix gets judged on the trades it changes.

#backtesting#live-trading#systematic-trading#risk-management#trading-psychology

2026-10-12

Same chart, different decisions: what emotion does to a discretionary trader

The same setup gets two different answers depending on how the last trade went. What breaks, and what is worth keeping.

#trading-psychology#discretionary-trading#systematic-trading

2026-10-12

Trading is a business: a proven system plus consistent execution

Why I stopped calling trading a game, and the only two parts a trading business needs.

#systematic-trading#trading-business#risk-management

2026-10-12

From a pattern you see to a rule you can test: the CBC Flip, step by step

How I turned "buyers just took control" into a definition a computer can check, using a free open-source script I published on TradingView.

#rule-design#volume-profile#open-source#systematic-trading

2026-10-12

MasterVP 4/10: the trend veto. Two EMAs decide what not to take, never what to take

Indicators as a brake, never an accelerator, and the measurement that convinced me.

#mastervp#trend-filter#indicators

2026-10-12

MasterVP 1/10: the map. Volume profile, mVAH, mPOC, mVAL, and why value matters

The auction picture my intraday method is built on, and why I use my own profile instead of the textbook one.

#volume-profile#mastervp#market-auction

2026-10-12

MasterVP 9/10: consistency under stress. Spread, slippage, delay, two separate windows

What "proven" means in practice, including the test it failed and why that failure is published.

#mastervp#backtesting#robustness

2026-10-12

MasterVP 5/10: the stop, and what "1R" really means

The unit of risk that makes every other number in this book readable.

#mastervp#risk-management#position-sizing

2026-10-12

MasterVP 7/10: the exit. A far target around 4R, a trail, and why early exits lost

My eyes said bank it at 1:2. The math said let it run. Here is the evidence.

#mastervp#trade-management#exits

2026-10-12

MasterVP 10/10: the live account in the open, and why I only check the bots now and then

A backtest is an argument, a public account is evidence. How I run it, and the rule to stop it that was written before it started.

#mastervp#live-trading#transparency

2026-10-12

MasterVP 2/10: the four setups. Breakout beyond value, reversion back to mPOC

The only four trades my method takes, and why one family does almost all the work.

#mastervp#volume-profile#breakout-trading

2026-10-12

MasterVP 3/10: the entry. Why a breakout must clear value by about half an ATR

A touch is a question, a close beyond the buffer is an answer.

#mastervp#atr#breakout-trading

2026-10-12

MasterVP 6/10: break-even after TP1. Protecting a trade without strangling it

When the stop moves to entry, why not sooner, and what it really costs.

#mastervp#trade-management#risk-management

2026-10-12

MasterVP 8/10: blocked hours and drawdown protection, the rules that keep it alive

Survive first, profit second. The time rules and the guard ladder, in the order they act.

#mastervp#risk-management#drawdown

2026-10-12

Start here: the free open-source tools I published, and a path to systematic trading

Four TradingView scripts with public code, what each one computes exactly, and the order I would use them in to walk from discretionary to systematic.

#open-source#tradingview#systematic-trading

2026-10-12

ATR is the unit: why every distance in my systems is measured in volatility

A fixed stop is a different decision in a quiet hour and in a fast one. How measuring in ATR keeps one rule meaning one thing.

#atr#volatility#risk-management#systematic-trading

2026-10-07

Why Does a Trading Bot Go Days Without Taking a Trade?

A well built trading bot goes quiet because its edge only exists in certain conditions, and outside them the correct action is nothing. On my own gold system the result per trade rises with gold's daily range in six of six years tested, so on the quietest days it stands aside. How long the silence can last, which parts of the system are allowed to say no, and why filling the gap with a trade is the expensive mistake.

#trading-psychology#systematic-trading#market-regimes#risk-management#gold-trading

2026-10-01

Should You Take Profit Early or Let Your Winners Run?

On a breakout system, banking profit early is a cost and not a safety net. Tested on my own gold systems, every partial profit-taking rule lowered the result, and the less I banked, the less it hurt. Why the urge to bank feels like risk management, what it actually sells, and what letting winners run costs you in return.

#trade-management#exits#trading-psychology#systematic-trading#gold-trading

2026-09-28

Should You Trade a System by Hand or Automate It?

It depends on which one is your bottleneck: being there when the setup forms, or acting on it once you see it. How a self taught quant thinks about the choice between trading his own gold method by hand and letting an Expert Advisor execute it, why the trades you miss are never random, and what even two machines disagree on when they run the same rule.

#systematic-trading#trading-psychology#trading-automation#expert-advisor#gold-trading

Building systematic trading software,documented honestly

🎯How Does MasterVP Decide a Trade, Start to Finish?

🧪How Do You Compare a Live Trading Account to Its Backtest?

🧠Same chart, different decisions: what emotion does to a discretionary trader

🛡️Trading is a business: a proven system plus consistent execution

📊From a pattern you see to a rule you can test: the CBC Flip, step by step

🎯MasterVP 4/10: the trend veto. Two EMAs decide what not to take, never what to take

📊MasterVP 1/10: the map. Volume profile, mVAH, mPOC, mVAL, and why value matters

🎯MasterVP 9/10: consistency under stress. Spread, slippage, delay, two separate windows

🎯MasterVP 5/10: the stop, and what "1R" really means

🎯MasterVP 7/10: the exit. A far target around 4R, a trail, and why early exits lost

🎯MasterVP 10/10: the live account in the open, and why I only check the bots now and then

🎯MasterVP 2/10: the four setups. Breakout beyond value, reversion back to mPOC

🎯MasterVP 3/10: the entry. Why a breakout must clear value by about half an ATR

🎯MasterVP 6/10: break-even after TP1. Protecting a trade without strangling it

🎯MasterVP 8/10: blocked hours and drawdown protection, the rules that keep it alive

📝Start here: the free open-source tools I published, and a path to systematic trading

🛡️ATR is the unit: why every distance in my systems is measured in volatility

🧠Why Does a Trading Bot Go Days Without Taking a Trade?

🧠Should You Take Profit Early or Let Your Winners Run?

🧠Should You Trade a System by Hand or Automate It?

How Does MasterVP Decide a Trade, Start to Finish?

How Do You Compare a Live Trading Account to Its Backtest?

Same chart, different decisions: what emotion does to a discretionary trader

Trading is a business: a proven system plus consistent execution

From a pattern you see to a rule you can test: the CBC Flip, step by step

MasterVP 4/10: the trend veto. Two EMAs decide what not to take, never what to take

MasterVP 1/10: the map. Volume profile, mVAH, mPOC, mVAL, and why value matters

MasterVP 9/10: consistency under stress. Spread, slippage, delay, two separate windows

MasterVP 5/10: the stop, and what "1R" really means

MasterVP 7/10: the exit. A far target around 4R, a trail, and why early exits lost

MasterVP 10/10: the live account in the open, and why I only check the bots now and then

MasterVP 2/10: the four setups. Breakout beyond value, reversion back to mPOC

MasterVP 3/10: the entry. Why a breakout must clear value by about half an ATR

MasterVP 6/10: break-even after TP1. Protecting a trade without strangling it

MasterVP 8/10: blocked hours and drawdown protection, the rules that keep it alive

Start here: the free open-source tools I published, and a path to systematic trading

ATR is the unit: why every distance in my systems is measured in volatility

Why Does a Trading Bot Go Days Without Taking a Trade?

Should You Take Profit Early or Let Your Winners Run?

Should You Trade a System by Hand or Automate It?