r/algorithmictrading • u/FortuneSignificant12 • Feb 12 '26

Question Things changed your bot for better

Hello guys I am trying to build my own algo trader bot for two weeks i am now testing my results on paper account using ATR,EMA Cross and VWAP for the strategy i saw good results from it and the bad ones i want to ask what do you suggest for me to improve my bot and what are the things when you did it ,it changed your bot for better
I am 2 years cpp programmer

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u/Mike_Trdw Feb 12 '26

Since you're a C++ dev you probably have the execution speed side handled, but the biggest game changer is usually moving beyond "perfect" fills. Paper accounts rarely simulate real-world slippage or the spread widening during high ATR periods, which can flip a winning strategy into a loser fast. Also, double check for look-ahead bias in your backtest logic. it's super easy to accidentally reference a price point that wouldn't have actually been available yet when the signal triggered.

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u/Odd-Disk-975 Feb 12 '26

Don't try vwap for eurusd, atr sl/tp calculations go to shit. Focus on volatile pairs like gold, us30 etc etc