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Algorithmic trading applied for Indonesia stock exchange

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WINA IDX

WINA stands for Winning AI, an algorithmic trading applied for Indonesia stock exchange, with purpose to assist investor and trader with backtested strategy, so they can execute trades with consistent profit and measureable risk.

High-level Diagram

High-level Diagram

Backtest Result

Simulations are based on past performance and do not guarantee future performance.

Simulation

*Max. % drawdown: Maximum portfolio loss percentage

*Recovery factor: Trading performance indicator that measures the level of an investment/trading ability to recover from the maximum loss (max drawdown) that has been made previously. The higher the recovery factor, the better because the faster the trade recovers from losses.

*Profit factor: Indicators to evaluate the performance of an investment or trading strategy.

"A profit factor above 1.6 is considered exceptional and gives a high degree of confidence for long term success." (https://quantsavvy.com/quant-trading-results/)

*Risk-reward ratio: Measures the potential profit an investment can produce for every dollar of losses the trade poses for an investor

Proof of Trades

https://docs.google.com/spreadsheets/d/1zgLSYz8JoXUSdWg4ARw2kXlURVqWZi0KJl2fWB_BJXE/edit#gid=422502763

Features

  • Market quotes updater
  • Backtested strategy
  • Auto order execution
  • Auto money management
  • Auto take profit
  • Auto stop loss
  • Multi accounts

Roadmap

  • Strategy research ✓
  • Strategy validation ✓
  • Signal generation ✓
  • Fully automated trading ✓
  • Quantitative trading
  • Adaptive trading (machine learning)

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