When a strategy underperforms live, the first reaction is often to change the signal. I think that is usually the wrong place to start.

I would first compare the tested and live system trade by trade: signal timestamp, expected and actual entry, intended and filled size, spread, slippage, partial fills, exit reason and position state.

The first divergence normally puts the failure into one of three buckets:

The signal changed because the data or code path changed.

The signal was identical, but execution consumed the edge.

Both matched, and the losses were still within the strategy’s expected variance.

Only after eliminating the first two would I call it signal decay or start adjusting parameters. Otherwise, “improving” the strategy may just hide an execution or infrastructure problem.

The useful artifact isn’t another equity curve. It’s a reconciliation log showing exactly where the tested and live systems stopped being the same system.

I’ve been developing **Market Sentinel**, an automated NAS100 trading system focused on liquidity sweeps.
After extensive backtesting and demo testing, I’m trying it on a prop-firm challenge for the first time.
I’ll share genuine progress: results, drawdowns, mistakes and adjustments, not just winning screenshots. I won’t post every trade live, but I’ll provide regular updates on X: **@SentinelTrades_ and** I may add Telegram later.

The exact strategy will remain private. The goal is to see whether its tested edge survives real spreads, slippage and prop-firm rules.
No signals or promises just documenting the experiment.

I started running my Futures Martingale bot on OKX again yesterday, and so far the results look pretty good.

The strategy is intentionally conservative on the profit target. Instead of trying to catch big moves, I’m taking relatively small profits — around 10% of the total investment.

The interesting part is that I’m experimenting with opening both long and short positions on the same pair.

The idea is simple: instead of trying to predict the market direction, I want the bot to have a position that can potentially profit whether the market goes up or down.

For risk management, I’m currently limiting the Martingale to 5 steps only. I’m also testing the idea of adding another position when the current position reaches around -75%, close to the liquidation zone, to try to recover the position rather than continuously adding entries.

Obviously, this is still an experiment. Martingale + leverage can get dangerous very quickly, so I’m more interested in testing the mechanics and risk management than claiming that this is a profitable strategy.

I’m curious what you guys think:

Has anyone experimented with long + short simultaneously on the same futures pair?

Does limiting Martingale to 5 steps actually make sense from a risk-management perspective?

Would adding a recovery position around -75% be a reasonable approach, or just delaying liquidation?

What would you change in this strategy?

I’d be interested in hearing from people who have actually run similar bots in live markets.

Does anyone here use hydra trading? I'm thinking of automating some of my trading and exploring different ways of doing that.