EMA /SMA Cross Bot

Trading Strategies / Bot Setups
1

So after a few weeks of learning how things work I finally have a reasonable bot (far from perfect) but it’s been fun learning how the charts work and playing with the lines to find a configuration that returns positive results in the backtests.

Went with using a EMA/SMA cross to trigger the trade and close the trade. Seemed to perform better with a stop loss added as well.

https://app.gainium.io/bot/669d1ec24dd0a41942537914?a=6696&aid=share-bot&share=c02a0937-8a58-4c9f-83c4-c973b934f2c4

Still needs a lot of tweaking but I have put it into paper trading for this week and I will tweak it more next weekend when I have time again.

Any feedback greatly appreciated, complete novice at this so just enjoying learning something new.

3 Likes
2

Thanks for sharing! Please update us with the paper results after a month.

3

Are you able to post any backtest results? it will be helpful to see the forwardtest and the backtest too whenever is applicable

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Yes, so backtest for June 2024

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small loss but quite a high win rate which is giving me hope that it’s close enough that with some tweaking it could be profitable. It’s a high frequency trading bot so the margins are close

Backtest for the last year shows similar numbers

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Will update the paper trading statistics when it has good data to see how it compares and will create a V2 soon with some tweaks to start trying to improve it further

5

investigate the deal list tab and select a few closed deals based on profit%, loss and time in trade - you should have a better idea of how the strategy behaves

1 Like
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So after a week of paper trading the results are a little disappointing, 60% win rate sounds not too bad but when you take profit at 0.25% and your stop loss is 1% that means you need a much higher win rate to be profitable.

I have done a version with no stop loss and it wins every deal but some deals are open way too long for this type of bot and if there was a massive dip in the market I could get caught out so going to continue to tweak to make the choice of indicators better to remove some of the red noise.