bot based on chart patterns

E

endsongs

I noted a couple of patterns that seemed to happen at the same time after looking at maybe 1000 or more charts. I backtested the strat and it was viable. I made a bot to handle the trades. Here are the results:

trade date ***** profit / L ****** wins
2/19/2009 ***** 1.23 *********** 15
2/20/2009 ***** -2.106666667 ****** losses
2/20/2009 ***** 1.02 ************ 1
2/20/2009 ***** 0.89 *********** win%
2/23/2009 ***** 1.22 *********** 93.75
2/23/2009 ***** 1.063333333
2/25/2009 ***** 1.566666667
2/25/2009 ***** 0.606666667 ***** total profit in L
3/2/2009 ****** 0.2 ************ 8.661933333
3/3/2009 ****** 0.431866667
3/3/2009 ****** 0.0149 ********* no trades found
3/3/2009 ****** 0.988533333 ***** 2/24
3/3/2009 ****** 0.066133333 ***** 2/26
3/4/2009 ****** 0.573833333 ***** 2/27
3/4/2009 ****** 0.593333333
3/4/2009 ****** 0.303333333

As L is the amount risked to lose for the last trade, the profit/L will change as I change L . It's a good start but this performance is not expected long term. I'll update this once in awhile.
 
Clean this up...

trade date profit / L
2/19/2009 1.23
2/20/2009 -2.106666667
2/20/2009 1.02
2/20/2009 0.89
2/23/2009 1.22
2/23/2009 1.063333333
2/25/2009 1.566666667
2/25/2009 0.606666667
3/2/2009 0.2
3/3/2009 0.431866667
3/3/2009 0.0149
3/3/2009 0.988533333
3/3/2009 0.066133333
3/4/2009 0.573833333
3/4/2009 0.593333333
3/4/2009 0.303333333

wins
15

losses
1

win%
93.75

total profit in L
8.661933333

no trades found
2/24
2/26
2/27
 
Thursday - updated bot based on backtest results only. Big mistake.
date profit in L
3/5/2009 0.281906667
3/5/2009 -0.908733333
3/5/2009 -0.836666667

Friday - fixed false positives from Thursday's strat updates. Added some stuff to try to increase number of trades. Doublechecked these changes against charts, like I should have done Thursday. :mad:

3/6/2009 -0.728933333
3/6/2009 0.5626
3/6/2009 0.7189
3/6/2009 0.112466667
3/6/2009 0.766666667
3/6/2009 0.406666667

total profit : 9.036806667 L

wins: 21 losses: 4 84%
 
trackstar - this post's purpose is to be a journal of the performance of a bot trading non-trivial sums of money. It was originally in the journal section before being moved here. It would be great to see more non-strategy specific results for other trading bots. Faceoff - I only need to test it against recent data.
 
3/9 2 winners, 2 losers
3/10 0 winners, 3 losers
3/11 2 winners, 5 losers

final results, at my designated end of trading, for a bot trading real, 5 figure sums of $ per trade: 25 winners, 14 losers, all trades were short.

summary: The bot, which only performed short trades, started out 21-4 during the highly bear period of the market. It went 4-10 during a part of the bull run the market had from early to mid March. I'm currently testing a version which does long trades as well as shorts. Other upgrades might make this work better during choppy market runs. I hope to deploy it with real $ late March/early April.
 
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