Bot Based on Chart Patterns part II

E

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This bot has read and reacted correctly to the daytrading chart patterns during real money trades. Tick data backtesting helped tremendously. If it messes up, I'll report that. Curve fitting and optimization were not used. L is the average loss per trade. A summary of trades will be posted each weekend, unless it messes up.

Total trades 48, expectancy 0.3118L, profit factor 1.713, total profit 14.96L, best trade 4.853L, worst -2.09L

trades: as multiples of L (Calculated using actual prices obtained from trades with broker and not automated trigger price. Commission is not included as it is negligible. Plus, I wanted to see pure performance)

July 28 total 1.666L
0.401607759
1.049148669
0.188392057
0.026946453

July 29 total 0.0817L
0.13520733
0.591998996
-0.510267687
-0.135186605

July 30 total 4.14 L
3.659574327
0.384714248
0.096231032

August 4 total 3.28L
0.468876881
4.853539221
0.348829563
-1.093618078
-1.483240151
0.182505414

August 5 total -1.995L
-0.805966304
2.18905171
-1.1079867
-0.754212646
0.22159734
1.145089419
-0.97891679
-1.009232895
-0.894820457

August 6 total 1.09L
-1.581873452
-0.91740251
1.905869223
-0.610879593
1.969631939
-0.906529123
-1.384024079
2.840201838
-0.712426332
0.242854395
-1.265967578
0.513328583
0.998297463

August 7 total 6.709L
4.08891177
0.653786073
-1.649574459
1.52971327
-2.09855544
0.74694199
-0.797149557
-0.302169563
4.536793657
 
Aug10 to aug 19:

Aug 10 : 23 trades, gain -18.13L

Aug 11: gain 6.8245L

-1.394032798
2.921947432
3.277215629
-0.391691072
0.934501465
1.183998523
-0.702975102
0.99557646

Aug 12: gain 0.89L

1.224390937
-1.949137374
1.656745135
0.761350268
0.27513258
0.845776514
-1.106444929
-0.744609797
-0.077178354
0.001844305

aug 13 gain: -8.0823L

-1.876904255
-2.410856721
1.141036986
0.140679282
-0.693440996
-1.6084778
-1.411908434
-1.362433998

aug 14: gain 10.00526L

1.627696544
6.471246987
0.222071691
0.636211135
1.519389739
0.350628401
-0.231260864
-0.926204842
0.335480744

aug 17 gain: 0.23425L
0.773525329
0.66302171
-0.230034972
-0.978699795
0.271754233
0.001844305
-0.090495848
-0.001844305
-0.174815677

aug 18 gain 0.8540L
0.440957655
-2.207427159
-0.662228148
-0.738517483
-0.686785561
2.851202151
0.909420804
0.947417153

aug 19 gain 15.476L
10.54041665
0.427913084
2.52284579
-0.915714081
-1.071751317
4.151503413
-0.351296265
0.172445572

Summary stats: trades 131, wins 64, losers 67, largest winner 10.54L, largest loser -2.41L, expectancy: 0.1811L, profit facor 1.354, total profit 23.721L.

Note: trades on Aug 6 and aug 10 showed that the system logic allowed over-trading. The system code was updated for trades starting Aug 11. It's clear that the common mode rejection is now working much better. I've decided to continue trading this system with real money as, although it's not close to being perfect, it's on the right track.
 
Sick. Very well done. What broker/program are you going through for this.

I was going to offer ideas, but from the looks of it (the size of your losses), I don't think there's much more to go here. Well done.

Commission costs being a factor.....are they covered?
 
8/21 to 8/27:

(8/20 updated 13 trades , 2.99L)
8/21 14 trades , -12.3199L
8/24 17 trades, -5.825L
8/25 15 trades, -1.0385L
8/26 18 trades, -0.6790L
8/27 13 trades, 4.7723L

Summary: 221 trades, 100wins, 121 losses, total profit: 11.62L

Note: new automated setups were added to the system starting Aug 21. The 23 trades for these new setups have lost about 19L (!), which is much worse than the expectancy of around 0.1515 for the rest of the trades. As tests show these new setups should be profitable long term, I'll give them 5 more trading days to show profit or I will go back to the pre Aug 21 system.
 
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