So the algo is a modified adaptation of the simple orb, works by trading one of a few orbs that forms within a certain time frame depending on other factors. I made it specifically for prop firms, it holds trades for around 30-60 minutes. The recent time of 1-3 years, it has been performing very well, while whole history is a bit mid.
The commissions and slippage is included.
2-3 year sharpe ratio: 0.655
sartino ratio: 2.08
So the algo is a modified adaptation of the simple orb, works by trading one of a few orbs that forms within a certain time frame depending on other factors. I made it specifically for prop firms, it holds trades for around 30-60 minutes. The recent time of 1-3 years, it has been performing very well, while whole history is a bit mid.
The commissions and slippage is included.
2-3 year sharpe ratio: 0.655
sartino ratio: 2.08
just finished coding it
What do you guys think about this bot I just made, It works on CL and i made it specifically for propfirms. It performed very well in the last 2-3 years, and while the whole history is still profitable its mid.
Sortino ratio: 2.08
Sharpe ratio: 0.655
What do you guys think about this algo I made. It works on CL, made it for propfirm trading. Good recent result, history is mid. Commissions and slippage are included.
Ratios from past 2+ years
Sharpe ratio is 0.655
Sortino ratio is 2.08
