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# The problem:
I have a repository of around 100 bots sitting in my cTrader library, most of them work in the recent years, this is due to my first methodology developing bots.
My first methodology was simple: optimize/overfit on a random period of 6 months, backtest against the last 4 years. These bots work great from 2021 onwards:
[picture is cropped because this is the result of a 10 years backtest, obviously they were broken from 2011 unil now](https://preview.redd.it/79mmr52avacg1.png?width=2038&format=png&auto=webp&s=9460f5e19a96833dc8fda072a01009ef37f3dec9)
but not so much in the pat 10 years:
https://preview.redd.it/qpmwqv2jvacg1.png?width=2005&format=png&auto=webp&s=776f877ef631f952fa96ac2dd24132091ec7b0c7
I say 10 years because I discovered at some point in my bot development that there are brokers who offer more data L2 tick data on cTrader, namely from 2011 onwards on some instruments, so I proceeded instead of backtesting against 4 years, I backtested against 10 years, and I made that my new standard.
# Going live:
Most of them are indicators-based bots, they trade on average on the 1H time frame, risking 0.4-0.7% per trade. I went live with them, first, I deployed like 8 bots in the very beginning, then I developed a backtesting tool and deployed around 64 bots. The results were okay, they just kept spiking up and down 5% a day, it was too crazy so I went back to my backtesting and reduced that number to around 48 based on stricter passing criteria, then 30, then I settled for 28 bots. They've so far generated 30% since August with a max drawdown of 6%, this is according to my backtesting plan, but I'm thinking I could do better.
https://preview.redd.it/m1xhw0o1wacg1.png?width=1790&format=png&auto=webp&s=82582c7d83e8f49be0d5d64a5d01c426e7db695c
I left them untouched since August, you can see how in the beginning they were more or less at breakeven, then I simply removed many indices-related bots and focused on forex and commodities, and they kept on giving.
Right now since January 01, they went on a significant drawdown, higher than what I'm comfortable with, around 7% so far, and I don't know what the problem is, and I went back and backtested all of the live bots against 10 years of data, and it seems that I let through some bots that proved to be working from 2018 onwards, so what I did was that I removed them, and I kept purely those bots that were optimized on a random period of 6 months and backtested against 10 years of data. Importantly, these bots were the most impressive during the live performance too, generating alone around 20% of profits out of the 30%. This their combined performance on the last 10 years with risk adjusted to be higher:
https://preview.redd.it/p0hwmu7ouacg1.png?width=2104&format=png&auto=webp&s=a02d45f845c987872aec8c841c98603c9583cc0b
I say risk adjusted to be higher because I've reduced their risk since they were a part of a bigger whole, and now I'm thinking of simply upping their risk by 0.4% each, maxing at 0.9%, and letting them run alone without the other underpforming bots.
But here's the interesting part. Looking at my live performance and backtesting results, I noticed that these superior bots are simply too picky, you can see, in a period of 2607 trading days (workdays in 10 years), they placed only 1753 trades, which is not bad don't get me wrong, but their presence in the market is conservative and the other bots are more aggressive hence why they lose more often, and they usually reinfornce profits and make gains larger, so what I want to do is, is there some way to control when these inferior bots could enter trades or not? Right now letting them run free with the superior bots diminish the results of the latter, but when the superior ones are performing well, the inferior ones seem to follow suit, so what can I do to hopefully learn how to deploy them properly?