SET PATHSESSIONFILE=CMT20170102_20230320_D.TXT
REM SET PATHSESSIONFILE=CMT20220320_20230320_00.TXT
REM SET PATHSESSIONFILE=CMT20190103_20211231_01.TXT
DEL %PATHSESSIONFILE%
REM MK RUNCMTREND /MODE:BACKTEST /STARTDATE:01-03-2019 /ENDDATE:12-31-2021 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:FALSE /USEMARKETINDICATORVOLATILITYDAYS:10 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:0.00 /USEMARKETINDICATORVOLATILITYDAYS:30 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:0.00 /USEMARKETINDICATORVOLATILITYDAYS:20 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:0.00 /USEMARKETINDICATORVOLATILITYDAYS:15 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:0.00 /USEMARKETINDICATORVOLATILITYDAYS:15 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:2.00 /USEMARKETINDICATORVOLATILITYDAYS:4 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORRSIVOLATILITY:TRUE /USEMARKETINDICATORRSIVOLATILITYTHRESHHOLD:50.00 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORRSIVOLATILITY:TRUE /USEMARKETINDICATORRSIVOLATILITYTHRESHHOLD:50.00 /STARTDATE:01-03-2018 /ENDDATE:04-01-2018 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORRSIVOLATILITY:TRUE /USEMARKETINDICATORRSIVOLATILITYTHRESHHOLD:40.00 /STARTDATE:02-01-2023 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYTHRESHHOLD:0.00 /USEMARKETINDICATORVOLATILITYDAYS:60 /STARTDATE:03-20-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"

REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYHISTDAYS:10 /USEMARKETINDICATORVOLATILITYSLOPEDAYS:10 /STARTDATE:01-01-2017 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:FALSE /USEMARKETINDICATORVOLATILITYHISTDAYS:10 /USEMARKETINDICATORVOLATILITYSLOPEDAYS:10 /STARTDATE:01-02-2017 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYDAYS:30 /STARTDATE:01-03-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
rem MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYDAYS:10 /STARTDATE:01-03-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"
REM THIS ONE WORKS SO WE NEED TO BACKTEST IT FURTHER MK RUNCMTREND /MODE:BACKTEST /USEMARKETINDICATORVOLATILITY:TRUE /USEMARKETINDICATORVOLATILITYDAYS:5 /STARTDATE:01-03-2022 /ENDDATE:03-20-2023 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:6 /TOTALRISKPERCENTDECIMAL:0.05 /POSITIONRISKPERCENTDECIMAL:0.12 /USEPROFITMAXIMIZATION:TRUE /USEPROFITMAXIMIZATIONEXPRESSION="R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}"


REM MK RUNCMTREND /MODE:BACKTEST /STARTDATE:01-03-2021 /ENDDATE:06-18-2021 /INITIALCASH:10000 /SESSIONFILE:%PATHSESSIONFILE% /MAXDAILYPOSITIONS:3 /MAXOPENPOSITIONS:9
REM IN RUN 15 OVEREXTENDED LOOKOUT=30, STOPLIMIT=VOLATILITY VOLATILITYDAYS=15, START=01/06/2019
REM IN RUN 16 (LAPTOP) LOOKOUT=AVERAGETRUERANGE, OVEREXTENDED LOOKOUT=45 START=01/06/2019


GOTO DONE

SET RUNDATE=%DATE%
SET RUNDATE=%RUNDATE:~4%
ECHO %RUNDATE:%

REM SET RUNDATE=07/29/2020
MK RUNCMTREND /MODE:DAILY /TRADEDATE:%RUNDATE% /INITIALCASH:10000 /SESSIONFILE:CMT20200817.TXT /MAXDAILYPOSITIONS:9 /MAXOPENPOSITIONS:9





:DONE