DESAIN ALGORITMA DAN IMPLEMENTASI ROBOT TRADING FOREX HEDGING DAN AVERAGING
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Abstract
This study aims to design and evaluate the performance of a forex trading robot that implements hedging and averaging methods in the forex market. With the combination of these methods, the robot is expected to generate significant profits while managing risks effectively. Triangular hedging method is utilized to protect capital and reduce risk against market fluctuations, while averaging method is employed to enhance profit potential. This research is expected to provide a better understanding of how the strategies employed can effectively manage risk and increase profitability. The test results show that the forex trading robot implementing hedging and averaging methods managed to achieve a significant increase in profit accumulation, with a growth rate of 175.58% during the testing period, from June 9 to September 20, 2023. Although there was a daily fluctuation of 0.50%, the robot successfully achieved a monthly growth rate of 42.42%. This is also reflected in the increase in account balance from 100 USD to 275.58 USD and a total of 865 pips gained. Despite a drawdown of 61.42%, this did not hinder the robot's performance in consistently generating profits. The application of hedging and averaging methods in forex trading robots can be an effective strategy in optimizing transaction performance in the complex and dynamic forex market. By utilizing this combination of strategies, trading robots have the potential to be utilized by forex market participants in achieving their financial transaction goals. Nevertheless, this research also highlights the importance of continuous monitoring and evaluation of trading robot performance to identify and mitigate potential risks and improve long-term performance consistency.
Keywords: averaging; forex; trading robot; triangular hedging
Abstrak
Penelitian ini bertujuan untuk merancang dan mengevaluasi kinerja robot trading forex yang menerapkan metode hedging dan averaging di pasar forex. Dengan kombinasi metode tersebut, robot diharapkan dapat menghasilkan keuntungan signifikan dengan pengelolaan risiko yang baik. Metode triangular hedging digunakan untuk melindungi modal dan mengurangi risiko terhadap fluktuasi pasar, sedangkan metode averaging dimanfaatkan untuk meningkatkan potensi profitabilitas. Penelitian ini diharapkan dapat memberikan pemahaman yang lebih baik tentang bagaimana strategi yang digunakan dapat secara efektif melakukan pengelolaan risiko dan meningkatkan profitabilitas. Hasil pengujian menunjukkan bahwa robot trading forex yang menerapkan metode hedging dan averaging mampu mencapai peningkatan signifikan dalam akumulasi keuntungan, dengan pertumbuhan sebesar 175.58% selama periode pengujian, yaitu dari 9 Juni-20 September 2023. Meski pun terdapat fluktuasi harian sebesar 0.50%, namun secara bulanan robot trading berhasil mencapai pertumbuhan sebesar 42.42%. Hal ini juga tercermin dari peningkatan saldo akun dari 100 USD menjadi 275.58 USD serta total pips yang diperoleh adalah sebesar 865 pips. Meski pun drawdown mencapai 61.42%, namun hal ini tidak menghambat kinerja robot trading dalam menghasilkan keuntungan secara konsisten. Aplikasi metode hedging dan averaging pada robot trading forex dapat menjadi strategi yang efektif dalam mengoptimalkan kinerja transaksi di pasar forex yang kompleks dan dinamis. Dengan memanfaatkan kombinasi strategi ini, robot trading memiliki potensi untuk dimanfaatkan oleh para pelaku pasar forex dalam mencapai tujuan transaksi keuangannya. Meski pun demikian, penelitian ini juga menyoroti pentingnya pemantauan dan evaluasi terus-menerus terhadap kinerja robot trading untuk mengidentifikasi dan mengatasi potensi risiko serta meningkatkan konsistensi kinerja dalam jangka panjang.
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