This bot implements Roll Spread Estimation methodology to identify market spread regimes. The core strategy enters trades when spread sequences conclude, following the directional price movement that emerged during the sequence. Entry occurs at the next bar open after a valid signal is generated, capturing momentum as spread conditions normalize.
The system monitors three distinct spread regimes based on configurable thresholds. Low spread occurs when spread percentage falls below the low threshold. High spread triggers when spread exceeds the high threshold. Medium spread represents the transitional zone between these boundaries.
When the selected spread regime begins, the bot initiates sequence tracking, recording the starting price and monitoring the high-low range throughout the sequence duration. The sequence continues as long as the spread regime persists. Upon regime change, if the sequence meets minimum length requirements, a trading signal is generated based on the price movement direction observed during the sequence.
The bot supports configurable position handling. Multiple same-direction trades can be enabled with a maximum count limit. When disabled, new signals in the same direction are ignored if positions exist. Opposite signal closing allows automatic closure of existing positions before opening new ones in the reverse direction. Each scenario is logged for transparency and performance tracking.
Check Image Gallery for Detailed Presentation and Sample Optimization Runs.
- All backtests presented are for XAU on 5m timeframe
- Backtest period 2005 - 2006 ( February )
Other notes
- This cBot is very easy to configure and optimize
- It provides positive results on majority of markets and timeframes
- It can be configured for both aggresive and conservative strategies ( with DD between 10% - 40% )
- Purchase of this cBot will include the "Roll Spread Estimation" indicator version ( for FREE )
- Trading involves risk. Past performance does not guarantee future results.
