Backtest Results

16 May 2018, 12:45Backtest Results#1
thoy1posts: 5since: 15 Feb 2018

Hi All,

So I've been playing around with an 'thinking-outside-the-box' concept for a bot, and have posted some questions here in the past which have helped me get this far. (my last question only a couple days ago)

The concept uses a hedging array, which populates a user-defined range with pending-orders facing in both buy and sell directions, as my account equity increased, so did the buy volume. I had it running for the last 10 weeks on my live account and off $4000 of deposit, managed to get it up to $6700. But the bot was not as it could be, the array did not automatically increase its trade density (the more populated the array, the more stable and consistent profit is). So these last few days I have gone about making some changes to the bot which have allowed it to automatically scale its trade density with account equity. Once every pip has a trade on it the density no longer increases, the trade volume starts scaling with the account equity instead.
A few things to note: The bot does not predict any future movement or direction, it simply manages trade placement. You do not have to do any technical analysis with this bot, simply find a good ranging pair and enter the details for it's long term range parameters. The bot does not use a SL at all, instead it calculates the margin required to allow all the trades in a single direction to go 400pips out of your specified macro-range. The TP gets increased by 0.3pips each day to account for swapfee accumulation (because some trades stay open for At the extremes of the range it places larger trades in anticipation of the impending correction.

So here are a few results:

(All backtests were done using OnTick data, and done with $25pMil commission fee.)

Start with $3000, 50pip TP, 12mo backtest.

Start with $10000, 50pip TP, 15mo Backtest.

Start with $20000, 80pip TP, 15mo Backtest.

14 Jun 2018, 16:24#2
ctid386599posts: 14since: 26 Mar 2018

Dear thoy1,

Ufortunately no one has the cbot but you.

Was this a question or what is it?