Building trading systems in public
QuantLust is a personal R&D stack for automated trading — discovery on remote machines, hard filters on the desk, live execution under MetaTrader 5. No team. No tips. No signals. Just the build log.
Read the latest lab note →A systems lab, not a tip sheet
QuantLust is a personal research-and-development stack for automated trading. It discovers candidate strategies on remote machines, filters them with structural and statistical gates on the desk, then runs what earns its place under MetaTrader 5. Built alone, documented in public.
This site tracks the work — bugs, resets, tooling, and the decisions that stuck. No account IDs. No promised returns. No co-founders.
If you came for trade calls, you're in the wrong room. If you came for build notes, stay.
Three layers. One loop.
Keep what survives contact with real markets. Retire the rest.
Discover
Genetic search across market regimes. Runs offline on the foundry.
Filter
Structural checks, profit factor, drawdown, walk-forward survival.
Run
MT5 broker cells, isolated and risk-watched, under human-set gates.
Long-form build notes
Deep dives into how QuantLust is built — written in English, alone.
Latest lab notes
Written at the QuantLust desk and published with the fleet snapshot.
Fleet snapshot
Sanitized lab metrics pushed from the QuantLust PC every ~15 minutes. Headline numbers are split by currency; per-cell labels are anonymized.
Broker cells
The desk I build alone on
Desk PC
- CPU Ryzen 7 5700G
- RAM 64 GB
- GPU RTX 3060 (12 GB)
VPS foundry
- Cells 16 broker
- Core DNA foundry
- Job Weekend gene pipeline
Execution
- Stack MT5 + Python
- Mode Isolated cells
- Guard Risk watch
Tooling
- VCS Git
- AI Local LLM
- Loop Python scripts