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Конкурсы форекс для роботов

I’ve been engaged in algorithmic trading for five years. During this time, I’ve learnt about performance and source codes of over 1000 various Forex robots and indicators. Just alone Strategy Contest contains some hundreds of different Forex robots and their source codes. That is very helpful for beginners in learning the algorithmic trading.

I’d like to share my experience with others. So, this article presents the basic principles of creating a profitable Forex robot.

Where to start?

First, you need to type “Forex robot”. You can find a plenty of different strategies (robots) in Dukascopy Wiki, Strategy Contest, Forex Community.

Use the sources to choose the most suitable robot for your personal Forex strategy and customise it. If you do not have your personal Forex strategy – choose whichever robot you like and upgrade it.

While going deeper into Java, you will need Java documentation for JForex API. If you cannot learn programming yourself, you can always seek help форекс from a professional programmer.

How to evaluate profitability of a strategy?

There are many different indicators to evaluate a profitability of a strategy. The main objective of each strategy is profit. In order to gain profit, various strategies have a different level of risk. Certainly, the best option – the greatest profit at the lowest risk. A strategy’s risk can be measured by means of a long-term drawdown. In fact, a strategy’s profitability can be identified as a ratio between profit and drawdown. I suggest to use the ratio for optimising your strategies.

How to correctly optimize Forex Robot?

In order to make the Forex robot trading profitably at least for a few months, it must be properly optimised upon historical data. I suggest to choose at least a 2-3 year test period. The last few months must be kept to verify optimisation results. These months will help to filter unnecessary options. Choose only those results for further processing that do not differ too much during the test and verification periods. I suggest to select those options of the remaining ones with smoothly growing profits.

Many beginners of Forex trading prefer to select results with the highest profit. But as I said, these results hardly foresee high performance in the future. It’s much better to optimize your strategy on the basis of profit and drawdown ratio. I also advise you to use a permanent lot for optimisation. Later you can include a capital management to improve the results.

How to raise profits and reduce drawdown?

You can raise profits and reduce the drawdown of your Forex robot by using properly selected additional strategies. You are free to select:

  • The same strategy, optimized on another currency pair;
  • Another strategy on the same currency pair.

The basic requirement for adding additional strategies is their capacity of increasing the profit and drawdown ratio.

An example of a profitable Forex robot

By following all these guidelines, I have created my own Forex robot for the Live account.

The results of the Forex robot’s performance, with a fixed lot in tester upon historical data, by using all the ticks for the period 1.01.2010 - 1.10.2012:

Opening balance: 100,000 USD;

Ending balance: 611,425.46 USD;

Gross Profit: 1 085 765,25 USD;

Gross Loss: 574 339,79 USD;

Total Net Profit: 511 425,46 USD;

Profit factor: 1,89;

Expected Payoff (average profit per trade): 8,3 конкурсы форекс для роботов Pips;

Maximal Drawdown: 30 157,63 USD;

Total Trades: 948;

Profit Trades: 817 (86,18%);

Loss Trades: 131 (13,82%);

Total pips gained: 7852,5.

The results of the Forex robot’s performance, with reinvestment and a 30% risk in tester upon historical data, by using all the ticks for the period 1.01.2010 - 1.10.2012:

Opening balance: 100,000 USD;

Ending balance: 14,880 019.40 USD;

Gross Profit: 24 770 422,89 USD;

Gross Loss: 9 990 403,79 USD;

Total Net Profit: 14 780 019,40 USD;

Profit factor: 2,48;

Expected Payoff (average profit per trade): 8,3 Pips;

Relative Drawdown: 29,97%;

Total Trades: 948;

Profit Trades: 817 (86,18%);

Loss Trades: 131 (13,82%);

Total pips gained: 7852,5.

In my next articles, I’m going to describe certain points of creating a profitable Forex robot in more detail.

Источник: https://www.dukascopy.com/fxcomm/fx-article-contest/?How-To-Create-A-Profitable=&action=read&id=1189&language=ru

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