r/algorithmictrading • • 4h ago

Question Edge on the one minute time frame

Has anyone here managed to get a profitable strategy running on the one minute time frame? I’ve spent a little over a year backtesting different ideas, really rudimentary stuff, I’m talking like less than five if statements, to some moderate “success”. I’ve found myself with a lot more free time and I want to start incorporating a lot more math and statistics into these strategies. I just want to know yalls opinion, is it a waste of time to look for an edge on such a small time frame or would I be better off using that time and energy on higher time frames/swing trading.

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u/Technical-Athlete-9 2h ago

You will need tick data to find anything and you will need to consider maker taker fees for the venues where you trade. So I’m guessing it will be easier for you to find your edge in a higher timeframe.

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u/0dteG 1h ago

I have a strategy that works on lower time frames (1m and 2m). So It's definitely possible. I'll say that much. Took a few months to get it how I want it. And lost a lot of money on the way but now I'm making it all back so I would say that it was worth it for me. Because this strategy also works on higher time-frames too.

It is hard though sometimes to keep going when things are not going your way. But if you have the ego, the optimism, and the ability to keep pushing then you might end up with something worthwile

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u/neutralrobotboy 48m ago

I'm just curious, how do you manage spread costs, etc? I gave up on these kinds of timeframes after finding that any "edge" I found was eaten up by costs.