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LEN - By TradingLeón

Automatic trading system based on the combination of 4 trading subsystems.
Two of them, the ones that give the most volume of benefits, based on breaks in important areas according to the indicator created by me.

The 4 subsystems tested in joint backtesting using software, their results are:
Backtesting start date: 10/16/2017. Backtesting end date: 07/05/2020.
SQN: 7.92
K-Ratio: 0.17
Profitability: 92.40%
Pips Earned: 11255
Backtesting data: Real tick to tick data from the Fxdd and Darwinex platforms.

The company strategy for this darwin is to reach 500,000 euros of capitalization to be able to delete 3 of the subsystems to lower the drawdown with a return of 153.28%, an SQN of 12.20 and a return of 9121 pips.
As you can see, currently the 4 together generate 2134 pips more than the one with the main subsystem. 2134 pips very important to me.
I will be adding the screenshots of the backtesting analysis software.

BACKTESTING ANALYSIS of the 4 automatic trading subsystems together:
Backtesting Start Date: 10/26/2017
End Backtesting Date: 07/05/2020










When the Darwin LEN reaches the capitalization of 500,000 euros, three subsystems that form the basis of the system will be abolished.

BACKTESTING AUTOMATIC TRADING SYSTEM REACHED CAPITALIZATION:
Backtesting Start Date: 10/26/2017
End Backtesting Date: 05/07/2020










As you can see, once capitalization is reached, the Drawdown when eliminating 3 subsystems decreases. With a profit of 9,121 pips.
The 2134 pips difference between the system with all subsystems (11255pips) and the system with only one robot (9121 pips) are now very important to capitalize on Darwin. So I take more risk now to achieve more profit.

This is the Backtesting in Darwinex platform: Real tick a tick saved in live account. Pair EURUSD.
Backtesting start date: 01/02/2020. Backtesting end date: 07/05/2020: We are working to get a drawdown close to 20


This is the Backtesting in analisys software: In the 5 mayor pairs. This is the system reached the capitalization. Backtesting start date: 10/24/2019. Backtesting end date: 05/07/2020. In the 5 mayor pairs.










5 Likes

Hello, if your system has 4 systems in the head, why finitify 3 of them?
Obviously more systems with a positive mathematical hope will always decrease the risk. By the way I am also in this algorithms with some tools over there, I hope to capitalize and start it


What is your opinion on the recovery factor?
What would be an optimal value
Thanks (: slight_smile:

1 Like

The system has 4 systems to get more pips. But the system is based on only one. Although all systems have positive mathematical hope, they do increase the drawdown. That is why it is necessary, at the capitalization level, to eliminate drawdown.
Regarding its strategy, I would like to tell you that the recovery factor is a variable that I have never used to choose a trading system. I usually look for positive math hope and a SQN above 3. I wish you much encouragement. Keep working hard.

1 Like

It’s a privilege to read this detailed explanation of LEN! Keep up the good work and come by here from time to time!

Welcome to the community forum, both @TradingLeon and @AntonioR!

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Thank you so much!!!.

 
Dear @TradingLeon,
You may want to put links to your Darwin everywhere so investors can find you better.
 


:wink:

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A post was merged into an existing topic: LEN por TradingLeón