Forex Bots

A fleet of algorithmic forex trading bots and dashboard

In development

A fleet of trading bots pointed specifically at forex. All of the bots operate on an individual strategy, taking in signals autonomously to create positions across the universe of currency pairs. The dashboard was built with research in mind, having extensive capabilities for backtesting, simulations, and an exploration lab.

The Main Command Deck

One card per bot, listing out performance and all active positions. The bots are awake, on a set loop, and operate against a set of developed parameters. The tool also introduces underlying infrastructure such as a "heart beat" checker, so the same bot cannot accidentally be spawned in multiple times.

Please note: the instrument names, account values, and positions shown are fictional to keep the real book's strategies hidden.

The command deck's overview — a status bar with market state, live sessions, rollover countdown and fleet health, a currency-strength strip, and one card per bot showing account value, every open position with its hold time, a currency-exposure cap readout, the strategy in force, and a flatten-and-block button

Backtest Tool

The backtest tool is an entire harness that simulates a given strategy's configuration or ruleset over historical data to gauge performance. This is structured in a standard testing format, with IS/OOS validation and random validation fold logic. All previous backtests are stored on the backtest screen to reference at any time.

The backtests screen, listing completed runs with their configuration, in-sample and out-of-sample scores, and links into a deep-dive replay and walk-forward validation

Simulating a Strategy

The simulation tool allows us to take any of our deployed strategies and simulate the performance. This charts the performance visually, starting at any point in time, so we can identify weak points and where the strategy breaks down. This simulation also includes information around what the best and worst trades during the same time period were.

The simulation screen, a deployed strategy replayed forward from a chosen date with its equity curve, positions as they opened and closed, and the best and worst trades of the window called out

Exploring Indicators

The explore tool is a section where a user can take any traded pair, and overlay any sort of indicator, or sets of indicators to visualize real price movement and how it trends over time. I built out this tab largely as an educational tool so I could understand what type of price movement moved what type of indicators.

Please note: unlike the rest of this page, this screen is real.

The chart lab — EUR_USD's real hourly price with Bollinger Bands, a 50-period EMA and SuperTrend drawn over it, RSI and MACD in their own panes beneath, and a legend naming each; below it the time-of-day structure grid, where every hour of every weekday is shaded by how far the pair travels then, with the Tokyo, London and New York session bands marked across the top

All Information Stored

All relevant information is stored in a ledger, including trades made, signals from our fleet of bots, any financing carry booked, and the changes in our NAV. Interest rates are tracked across all major currencies and stored in our Macro tab.

The ledger and logs screen, rows of recorded activity with filters, the shared record every bot writes to

The macro screen, showing the macroeconomic backdrop the book trades inside