I would say the saddle still to far forward, moving it back will unweight the arms
this is your piccie black line is your line from knee through pedal, other one is where it should be as a starting point,
Also looking at your pic are the hoods a bit low ? itshard to tell but i think they could do with rotating up a bit loosening the bolt that hold the bar to the stem and rotating it upwards a bit which combined with moving the saddle back would give a better position.
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Good post - I like what you've done there with the lines drawn on the attachments.
I agree - it looks like the seat needs go back a bit. Not everyone agrees with the KOPS (knee over pedal spindle) way of setting up the saddle, but it works for me and is surely good for getting it there or thereabouts.
As someone has already pointed out, you may be using too high gears. You should be aiming to spin the pedals at around 80rpm (I think!). If you're a beginner/unfit, it's tempting to try to spin them as slowly as possible and rely on strength. Generally, and there are obviously exceptions, cycling is more of an aerobic sport and doesn't require a great deal of strength. Some people have success pushing really high gears and spinning the pedals slowly, but I think I'm right in saying that for most people, most of the time, it should feel like you're only applying fairly light pressure to the pedals and thus putting very little pressure through the knees.
What pedals/cleats are you using? I think I can see a bit of yellow on one on the photos. If they are Shimano yellow cleats, these are the ones to go for as they have lots of float. I don't think there are many good reasons to choose pedals/cleats with less float.
What happens to your knees when you ride? If you watch them they should track up and down in a fairly straight line. I quite often see people riding along and their knees swing outwards fairly alarmingly at the top of each stroke, which I think is down to hip flexibility problems or possibly just a bad habit. It's worth having a look at what is happening.
Good luck and look after your knees - you only really get one chance with them, so don't try to ride through the pain. Build up slowly and if it hurts, do a bit less or seek out further help. I completely disagree with what a few others have said - unlike getting a really sore arse, sore knees are not to be expected for someone just starting out on a bike. Bike fits are not always a waste of money in my opinion, especially if there is a problem to be solved.
Nice bike btw.