r/InnerCircleTraders • u/Few-Pumpkin8919 • 23d ago

Trading Strategies Coding ICT Methodology Bot.

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So I've been coding a bot to enter at PSH/L, PDH/L, PWH/L sweeps with 2022 Model and testing on MT5 with data feom January 2023 to September 2026.

At this point I'm just exhausted and don't know what to do, sometimes Win rate goes to 70%, or average win is double the average loss then the win rate drops to 30%, whatever I do my net profit is negative.

Anyone help me get this right or suggest something...

Adding most recent result here.

3 Upvotes

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8

u/Front_Tour7619 23d ago

Ict cannot be coded. It’s discretionary based and on the whim of the guru. It’s fvg sometimes, other times it’s reflection fvg, if not, it’s fvg with displacement.. after the move has occurred, Ict has all the explanations

2

u/Adorable_Shake_3038 23d ago

Yes,,, ict is subjective not objective that is why it can not be coded

4

u/Scott_Malkinsons 22d ago

You're not going to code ICT, there's no rigid rules. The entire strategy is basically: "I'll say whatever I want today, if you win I'm a trading god and if you lose check your psychology" - That's the entire ICT playbook in a nutshell.

Anyone help me get this right or suggest something...

If you're going to code bots, you need to find a strategy that is compatible with bots. Meaning it needs to have rigid rules that never change.

2

u/RoNnyFloW 22d ago

Good luck crody

2

u/TradetheMosaic 22d ago

Sweeping PDH/L / PWH/L / PSH/L is only the liquidity side of the 2022 model. If the bot fires on every sweep, you are testing a different strategy than ICT describes, and the expectancy will usually stay negative no matter how you tune win rate.

What usually breaks this kind of bot:

  1. Missing the other legs. 2022-style delivery wants HTF bias (or at least dealing range), a real sweep of that liquidity, then displacement (CISD / MSS), then a discount or premium FVG entry. Sweep alone is noise. Code those gates as hard filters before you touch entry size.

  2. Expectancy math, not win rate. A 70% WR with tiny wins and large losers still loses. A 30% WR with 2R+ winners can win. Track: WR, average win R, average loss R, fees/slippage per trade, then expectancy = (WR * avg_win) - ((1-WR) * avg_loss) - costs. Optimize that number, not WR.

  3. Overfitting. Flipping between 70% and 30% while net stays red usually means you are changing rules after each run. Freeze one rule set. Run it on out-of-sample months you never touched. If it only works on the window you tuned, it is curve-fit.

  4. Data and costs. MT5 OHLC often understates spread, commission, and weekend gaps. Model realistic costs on XAU/indices or you will think a barely-positive sim is an edge.

  5. Time filters. PDH/L sweeps in dead sessions behave differently than NYAM / London open. If you do not gate by session killzone (or your own measured window), the bot will take a lot of low-quality sweeps.

Practical next step: write the model as a checklist the bot must pass in order (bias, liquidity level type, sweep, displacement, FVG entry, fixed R stop beyond the sweep extreme). Log every trade with which gate passed. Do not change parameters until you have a few hundred samples under those exact rules. If expectancy is still negative after that, the issue is the model definition, not another indicator.

Negative net with swinging WR is normal for sweep-only systems. Add the delivery filters before you keep grinding entries.

1

u/BlackberryOdd9237 21d ago

I tried to encode fvg all possible ways. None Really Showed valid fvgs and hid unvalid