IndexBot
Welcome to Index Bot
IndexBot is one of the most advanced and reliable bot developed by Market Robots. Its target instruments are market indices. But it's also working quite well with commodities, like for example crude oil. Following the main characteristics of the bot will be resumed:
- Target instruments: Main market indices and commodities futures, for example:
- S&P CME Futures
- Nasdaq CME Futures
- Ruseel 2k
- Dow Jones industrial index futures
- Nikkei futures
- DAX futures
- Crude oil futures
- Working timeframe / candles size: 5 minutes. Although can be adapted to any timeframe
- Strategies: Indexbot works with 3 main strategies. Every strategy has around 8 parameters. Some of these parameters are optimized automatically and some are set manually. Every strategy can be activated or deactivated depending on the hours of the market (regular trading hours or overnight). Parameters values are different for RTH and overnight, so every strategy is acting differently depending on the part of the day. The total number of parameters is 3 (strategies) x ~8 (parameters per strategy) x 2 (day/night). Which makes a total number of parameters of around 40 per instrument. Obviously every trading instrument has its own parameters values which is the result of manual setting by the developer plus automatic optimization.
- Simultaneous instruments: every instance of the bot runs on a single instrument, but many instances can run at the same time. Actually that's recommended to lower the risk per day, specially in non-correlated instruments. There is no limit on the number of instruments that can be run at the same time
On the following table, we will show the performance done in some instruments on the past twelve months. Profits are calculated without leverage. If the investor applies a leverage, both profit and drawdown will be amplified according to the leverage level.
| Symbol |
Description |
Year profit percentage |
Max. drawdown % |
Max. drawdown $ |
Contract multiplier |
| MES |
SP50 |
53% |
2,51 |
$ 571 |
5 |
| MNQ |
Nasdaq |
72% |
3,91 |
$ 1.646 |
2 |
| M2K |
Russel2k |
61% |
5,36 |
$ 1.332 |
5 |
| MCL |
Oil |
120% |
10,3 |
$ 1.718 |
100 |
| MYM |
Dow Jones |
46% |
1,72 |
$ 295 |
0,5 |
| QG |
Natural Gas |
130% |
13,8 |
$ 1.953 |
2500 |
| DAX |
Germany60 |
|
|
|
1 |
| IBEX35 |
Madrid |
|
|
|
1 |
| N225M |
Nikkei MiniYen |
70% |
4,57 |
|
|
| RB |
Gasoline |
|
|
|
42000 |
| TSE60 |
Canada |
|
|
|
200 |
| TSE60 |
Canada Mini |
|
|
|
50 |
| HO |
Heating Oil |
|
|
|
42000 |
| MGC |
Gold |
30 |
4,8 |
852 |
10 |
Following is shown a chart of net liquidity of one instrument S&P CME Futures (MES) over one year. Note that this chart corresponds to a single instrument. While a chart of more instruments (specially uncorrelated ones) will be more stable
