I am no expert, but I have worked in 7 countries, and paid tax in five of them. I have also set up 3 offshore companies in the past, and liquidated two of them. Truth warning here - I am pretty old.
I also used to be friendly with an international tax consultant when I were younger.
Anyway, before you go to the expense of setting up an offshore company, find out from the horses mouth here (call HMRC) to clarify your tax position with regard to forex trading here. The last time I looked, trading profits are exempt from income tax for UK tax residents (most of us) in the same way as trading losses cannot be offset against your taxable income.
And for the record, if you set up an offshore company and failed to report it to the HMRC as a UK resident, you would break the law. One thing I have learned over about 40 years being overseas then resident again, doing stuff legally is cheaper and more straightforward than any other way. I am not suggesting you intended to do anything illegal, but for the maintenance of an offshore company, and assuming you would be paying 20% UK income tax, you would need to be profiting more than about £20K per year to make it worth your while. It would be a shame to spend £4K or so setting up an offshore company only to realize that it was not necessary to do so.
I hope you get some good advice, and best of luck with the trading.