AfterBurn_SPY

AfterBurn is an all-weather bot framework meant to be able to run hands-off, continuously and perform in various market conditions. With that in mind, my plan with it is to run 5 separate bots with various allocations that follow Ray Dalio’s All Weather Portfolio allocations. However, since the bot can profit in up / down / or sideways conditions I expect it to far outperform Ray’s 6% buy and hold performance. I would prefer to have it run with one watchlist, but I have not figured out how to give different allocations with each Ticker in a watchlist.

https://www.optimizedportfolio.com/all-weather-portfolio/

Due to the limited Ticker availability here on OA, these are the Tickers I plan to utilize as a proxy (SPY TLT HYG GLD XLE). They are not exact adherence to the All Weather Portfolio, but I felt like these were the closest available matches.

The bot utilizes the Watchlist feature to set the symbols it runs, which is blank when you first create a clone. After you clone you will need to enter your allocation, select your scan speed (all the results I post are from 5m scans), and EITHER enter a single Symbol OR select a Watchlist to run:

To enter a single symbol you need to edit the Watchlist and scroll all the way to the bottom. Then select Custom list of symbols and enter the symbol or symbols manually.

The bot also employs a built-in hedging strategy (Hindenburg). In fact, the original intent was for that to be the primary strategy, but as the development continued I pivoted to having this hedging logic kick in on the backend once the bot has achieved a minimum level of profitability with the other technical-based strategy. Once the bot reaches 10% profit the Hindenburg hedging logic will begin to look for opportunities to buy cheap long puts financed by shorter term spreads. Most of these will just expire worthless but will serve as a hedge if there is a downturn.

Scanner

The scanner is basically an evolved version of Hexabot that uses the core macro technical indicators to identify the market trend and trigger new positions, but instead of using hard coded position logic it implores the newer Trade Ideas logic to select the position based on the statistical criteria set. However, the Hindenburg Strategy and many of the neutral trend IC’s are still hard coded because I have found that sometimes TI IC’s are too skewed for my preference.

By default it opens both long and short positions based on the IVR level. But, if you only want to open short there is a toggle to disable the IVR based decision logic.

The Scanner uses the new watchlist functionality so it can run with a pool of Tickers or it can be set to run custom Tickers as well.

Monitor

The Monitor is also an evolved variant of Hexabot that uses some of its logic with modifications for some of the newer platform functionality.

There is a Toggle to disable closing positions open < 1 day to allow it to be non PDT friendly.

There is also a Hindenburg Fill Monitor that makes sure both the financing side and the long put open in the off chance of a cancelled attempt.

Performance

Here’s how my small test bot farm has been performing the past few weeks. SPY had a couple IC's on when the NVIDIA earnings rocket took off, so it is still recovering.

The first two running watchlists have a $25K allocation with a 2% Standard Allocation and 5% Aggressive Allocation.

The last three running single Tickers have a $5K allocation with a 10% Standard Allocation and 20% Aggressive Allocation.

I look forward to seeing any tweaks and variants the community comes up with, but hopefully there is some solid core structure here that will perform well over the long haul.

~ Cheers