RunRox - Backtesting System (SM)

2024年4月12日

RunRox - Backtesting System (SM) is designed for flexible and comprehensive testing of trading strategies, closely integrated with our RunRox - Signals Master indicator. This combination enhances your ability to refine strategies efficiently, providing you with insights to adapt and optimize your trading tactics seamlessly.

The Backtesting System (SM) excels in pinpointing the optimal settings for the RunRox - Signals Master indicator, efficiently highlighting the most effective configurations.

Capabilities of the Backtesting System (SM)

• Optimal Settings Determination: Identifies the best configurations for the Signals Master indicator to enhance its effectiveness.
  
• Timeframe-Specific Strategy Testing: Allows strategies to be tested over specific historical time periods to assess their viability.
  
• Customizable Initial Conditions: Enables setting of initial deposit, risk per trade, and commission rates to mirror real-world trading conditions.
  
• Flexible Money Management: Provides options to set take profits and stop losses, optimizing potential returns and risk management.
  
• Intuitive Dashboard: Features a user-friendly dashboard that visually displays all pertinent information, making it easy to analyze and adjust strategies.
  

Trading Flexibility Across Three Modes:

Dual-Direction Trading: Engage in both buying and selling with this mode. Our dashboard optimizes and identifies the best settings for trading in two directions, streamlining the process to maximize effectiveness for both buy and sell orders.

Buy-Only Mode: Tailored for traders focusing exclusively on purchasing assets. In this mode, our backtester pinpoints the most advantageous sensitivity, speed reaction, and filter settings specifically for buying. Optimal settings in this mode may differ from those used in dual-direction trading, providing a customized approach to single-direction strategies.

Sell-Only Mode: Perfect for strategies primarily based on selling. This setting allows you to discover the ideal configurations for asset sales, which can be particularly useful if you are looking for optimal exit points in long-term transactions or under specific market conditions.

Here's an example of how profits can differ on the same asset when trading using two distinct strategies: exclusively buying or trading in both directions.



Above in the image, you can see how one-directional trading influences the results of backtests on historical data. While this does not guarantee future outcomes, it provides insight into how the strategy's performance can vary with different trading directions.

As you can also see from the image, one-directional trading has affected the optimal combination of settings for Sensitivity, Speed Reaction, and Filters.

Stop Loss and Take Profit

Our backtesting system, as you might have gathered, includes flexible settings for take profits and stop losses. Here are the main features:

• Multiple Take Profits: Ability to set from 1 to 4 take profit levels.
  
• Fixed Percentage: Option to assign a fixed percentage for each take profit.
  
• Trade Proportion Fixation: Ability to set a fixed size from the trade for securing profits.
  
• Stop Loss Installation: Option to establish a stop loss.
  
• Break-Even Stop Loss: Ability to move the stop loss to a break-even point upon reaching a specified take profit level.
  

These settings offer extensive flexibility and can be customized according to your preferences and trading style. They are suitable for both novice and professional traders looking to test their trading strategies on historical data.



As illustrated in the image above, we have implemented money management by setting fixed take profits and stop losses. Utilizing money management has improved indicators such as profit, maximum drawdown, and profit factor, turning even historically unprofitable strategies into profitable ones. Although this does not guarantee future results, it serves as a valuable tool for understanding the effectiveness of money management.

Additionally, as you can see, the optimal settings for Signals Master have been adjusted, highlighting the best configurations for the most favorable outcomes.

Disclaimer:

Historical data is not indicative of future results. All indicators and strategies provided by RunRox are intended for integration with traders' strategies and should be used as tools for analysis rather than standalone solutions. Traders should use their own discretion and understand that all trading involves risk.

2024年6月27日

發行說明

Added:

Optimization Mode - We have added the option to optimize the parameters you need: Signals, Inverse Signals, Labels, Inverse Labels, StopLoss, TakeProfit.

Ability to set parameters from and to, which will be used for optimizing StopLoss and TakeProfit parameters.

Update:

Dashboard - Updated the dashboard, allowing customization of the text color on the panel.

2024年6月28日

發行說明

Changed

• Minor changes
  

2024年7月3日

發行說明

Fixed:

• Fixed a problem with incorrect WinRate %
  

2024年7月11日

發行說明

We’ve updated our indicator with new features:

• Ability to set TakeProfit and StopLoss in ticks and pips for Forex traders.
  
• Option to set leverage
  

2024年7月26日

發行說明

Bug fixes for displaying StopLoss in the table

8月29日

發行說明

The Major Backtesting System (SM) Update is Here!
We’ve made a big upgrade to the backtester, allowing you to achieve even better results. New features improve optimization and help you find the most effective settings for your strategy.

New Features:

Entry Filter
We’ve added 8 possible condition sets that must be met before a trade entry is confirmed. This lets you combine multiple conditions for more accurate backtest results.

1. Trend Assistance (Bullish/Bearish)
   
2. Trend Catcher (Bullish/Bearish)
   
3. Neo Cloud (Bullish/Bearish)
   

+5 custom filters with the following options: Neo Cloud, Trend Assistance Cloud, Reversal Zone Above, Reversal Zone Below.
We’ve also separated the settings for additional visual assistants, so you can fine-tune each one individually.

You can also set a Lookback Period for each condition.
What does this mean? If the condition was true within the last N candles (that you specify), then the filter confirms the entry.

Example: If price was inside Neo Cloud within the last 50 candles and then a signal appears, we take it into the calculation. If price was not in Neo Cloud during that period, the signal is ignored.

External Entry Filter
We’ve added 5 custom external filters with the ability to connect any external indicator for signal filtering. You can link any external indicator and set the conditions you want.

Example: Add RSI to your chart together with Backtesting System (SM). In the strategy settings, select RSI as an external filter and set the condition < 30. In this case, signals will only be counted when RSI is below 30 (oversold zone).

External filters let you integrate any indicator into Backtesting System (SM) and filter signals your way. This opens massive possibilities for testing and building unique strategies.

Custom Expression – An advanced formula field for combining filters.
Example: (f1 or f2) and (f3 or f4)
Meaning: if Filter 1 OR 2 are true, and Filter 3 OR 4 are also true, then the entry is confirmed.

And on top of that, this update includes lots of optimizations and performance improvements, so the backtester now runs even faster!

9月1日

發行說明

Fix Minor Bug