Historical Back-tests

Backtesting assesses the viability of a trading strategy by discovering how it would play out with historical data.

A well-conducted backtest that yields positive results assures traders that the strategy is fundamentally sound and is likely to yield profits when implemented in reality. A well-conducted backtest that yields suboptimal results will prompt traders to alter or reject the strategy.

A strategy that succeeds in the relevant, or in-sample, time period and backtest it with data from a different, or out-of-sample, time period. If in-sample and out-of-sample backtests yield similar results, then they are likely generally valid.

This reference is taken from investopedia.com

There are lot of tweaks that can change the outcomes of the TradeFoxx Auto-bot.

This is a sample of one year test and a preset 1 to 1 (win to loss) 20 ticks and two contracts on some indices. By no means will this be results in the future, all we try to do is see if the strategy is valid and then worth a shot to trade.

These results are for Aggressor Event 1 with Sub Event 1

Do your own back-testing try to find settings that work for you. Back-testing with the strategy analyzer does not allow trialing stops, expect better results when you use a ATM during simulation. Hard Profits and Stops in the strategy analyzer do not allow profits to run, again setting a ATM with Trailing Profits and Trailing  stops will give better results.

For an unknown reason the Auto-bot works better with Heikin-Ashi. We have concluded if it works then we won’t fix it. We think its the Chart style uses averages for price bar creation, instead of real-time market price , and therefore works better with the TradeFoxx momentum average auto-bot.

The are enormous amount of tweaks to the settings that will  result in enormous amount of different results. You will need to find what works for you. When you find what works for you save it as a template and try in with live feed in simulation or play back.

The Auto-bot is trained to be very specific therefore you might go the whole day without a trade or some days you might have one or two. The back-testing will tell you on average how many trades you should expect per day.

RTY Heikin-Ashi 15 minute Chart

RTY Heikin-Ashi 15 minute

RTY Heikin-Ashi 5 minute ChartRTY Heikin-Ashi 5 minute

ES 5 Minute Chart

ES Five minute chart

ES Heikin-Ashi 15 minute

ES Heikin-Ashi 15 minute

ES Heikin-Ashi 5 minute

ES Heikin-Ashi 5 minute

EMD Heikin-Ashi 15 minute

EMD Heikin-Ashi  15 minute

EMD Heikin-Ashi 5 minute

EMD Heikin-Ashi   5 minute EMD  5 minute Chart

EMD 5 minute

NQ  15 minute Chart

NQ Heikin-Ashi 15 minute

NQ Heikin-Ashi 15 minute

NQ Heikin-Ashi 15 minute

NQ Heikin-Ashi 5 minute

NQ Heikin-Ashi 5 minute