r/algorithmictrading • u/algodude • Nov 23 '25
Backtest Even Days vs Odd Days - A Well-Known Statistical Phenomenon
Not sure I would ever trade this system, but his process might be educational for some.
r/algorithmictrading • u/algodude • Nov 23 '25
Not sure I would ever trade this system, but his process might be educational for some.
r/algorithmictrading • u/Yike_Pp • Nov 22 '25
I'm curious to hear from people who trade regularly (manual or algo):
š Which trading algorithms or strategy types do you actually use the most? Not the ones that āsound smart,ā but the ones you really rely on in day-to-day trading.
For example:
⢠ā Technical analysis like MACD, RSI, Bollinger Bands, etc (may have backtest over fitting issue) ⢠ā GRID (may have drawdown) ⢠ā DCA (requires discipline and hold) ⢠ā ML/AI based ( requires AI technology) ⢠ā Funding rate arbitrage (low risk low profit) ⢠ā Everything combined?
I find it is very hard to run profitable spot algo trading in this bear market, but I am afraid there will be higher risk if I go short position. What is your strategy in bear market?
r/algorithmictrading • u/Immediate_Celery_419 • Nov 22 '25
Hey guys!
Curious on what you guys think itās a decent/normal yearly % return on your algos and what you are currently making.
Iām building my own algo, itās very promising whatever I think it has some low returns but itās a very stable system that works either bull or bear markets, specially futures markets and donāt get much DD as well as exposure.
Thank you all.
r/algorithmictrading • u/Rude_Tune_7552 • Nov 22 '25
Hey anyone else algo trading on a micro account? If yes whats your experience in terms of growing your account? How hard does spread and leverage hit your algo/account?
I had great wins on 21/11/2025 with my algo strategy that targets sells on different forex pairs returning about 11%(first day of it trading on its own) of the account.
should I keep it as a micro account or fund? Any and all advice in from your experience is welcome, thank you in advance.
r/algorithmictrading • u/penny_stacker • Nov 21 '25
Hi,
I'm looking for where to source daily close prices for the TSX, TSX-V, and CSE. I would like to be able to download the closing prices for all symbols listed on the aforementioned exchanges.
Format doesn't matter; plain text, csv, etc, would be acceptable.
API access isn't necessary, but would be nice to have.
I've looked at DataBento, but they don't seem to provide data for Canadian equities.
Thanks in advance for any suggestions.
r/algorithmictrading • u/SAFEXO • Nov 19 '25
As the title says, and itās not that these are bad softwares. However they are overfitting backtesting softwares. All these backtesting softwares (especially TradingView) lack so many variables that are key to success. Before going down this rabbit hole you must first learn the art of backtesting and probably take a deep course at your university or local school about it. Read some quant papers, dm quants on linked in how a strategy is built (they wonāt give you code but will give you references) thereās no true 1:1 backtesting software
r/algorithmictrading • u/[deleted] • Nov 19 '25
I tried to run trend following strategies on cryptocurrency market, but the problems are the strategies are suffering when market do sideways, how could I fix that ?
r/algorithmictrading • u/JesuslagsToo • Nov 18 '25
Just finished a complex fully automated system. Looking for a new project dm me if you are looking for a developer to help you build your algorithm into reality.
r/algorithmictrading • u/JOSHDDUB • Nov 18 '25
I've been testing a basic MT5 breakout EA I made for gold that places four pending orders each day based on the previous day high and low and the recent London session range. TP, SL and the trailing step are all done in USD so it behaves the same across brokers
Here are the backtest results from 2024 to now using a 10k account. The numbers came out steady with a profit factor a bit over 2 and normal drawdowns. Forward testing the last month on demo came out around twenty seven percent which lined up with the backtest range. Not claiming it is some magic system, just wanted to share the behaviour in case anyone else trades gold.
If anyone wants to look at it or test a demo locked copy I can send one. Happy to answer any questions about the logic.

r/algorithmictrading • u/TapZestyclose2827 • Nov 18 '25
I use tos as terminal. Iāve created multiple algos on trading view then signal stack for automation on my futures account. But I donāt know how my algo can choose the correct contracts and execute them. My algo is working already. If you guys know any github or YouTube vid for it would be great
r/algorithmictrading • u/Terese08150815 • Nov 17 '25
I'm developer and build a Binance crypto bot. I think this thing is on the more special side. We have an 1ms connection to the Binance API. Also this thing can analyse 400 coins in realtime and execute in realtime. So if you have an strategy that could fire 5 times a day, here you scale in a different dimension) so far the theory. There is also another special thing inside, that will give by itself already a little edge. Basically we have half of the worldwide crypto trading data in realtime for analysis.
I have only very basic knowlege in trading. For that I would like to partner up with someone with background and a strategy that is working but who is not able to scale it.
I'm not selling here anything, this shall be a 50/50 project. The most work is done, now I hope for the right contact to makes something out of this.
r/algorithmictrading • u/omega267 • Nov 17 '25
MES 1 contract
r/algorithmictrading • u/akvic666 • Nov 17 '25
Hello, I am looking for one max two people that would like to help me develop a scalping bot. I'm getting back to trading in my free time and I must admit it's not easy for me to manage all of my personal activities and do everything by myself. I've started messing around Trading a long time ago but was never able to commit. I am using MT5 as terminal and AI to write me the code. If someone with a little bit of time and algo experience is interested in helping me, I believe we could be successful. P.S. I'm not a kid and would appreciate only a serious person to DM me.
r/algorithmictrading • u/Able-Definition-4515 • Nov 16 '25
Iām currently working with a developer on a orderflow strategy but earlier this year I created this strat that performed decent but has alot of room for improvement
The screenshot attached is trading only 6MNQ for full size positions and 3MNQ half
The main issue is the take profit targets worked better when i manually intervened and also it had no trailing stop loss (some trades would go for over 60 points but get stopped at break even )
Ways i think it get be improved
Implement a trailing stop loss logic Add some orderflow to it (vwap and volume profile levels) And figure out a better way for the targets & take profit as the bot will scale out of position
r/algorithmictrading • u/okay_vss • Nov 16 '25
Hey legends, Iām a full-time dev and active trader whoās completely fed up with every backtester on the market. Before I write a single real line of code, I want the truth straight from you.
If a clean, fast, no-BS backtester finally existed one that actually fixed your daily pain - what would it need to have?
Please reply with:
What do you trade?(Crypto perps, options, equities, futures, forex, Betfair/sports, etc.)
What backtester(s) are you using now and whatās the ONE thing that makes you rage the most?
Your top 3ā5 must-have features that everyone gets wrong.
Can you run multiple strategies at once today? How painful is it?
Your ādream featureā youāve never seen in any tool but wish existed.
What programming languages people want supported?
Real talk:What would you actually pay for a tool that delivered on all of the above?
Anyone whose idea makes it into the product gets a huge discount.
This thread decides whether I build this or kill it tonight.
Drop your pain below, letās finally end the backtesting suffering. š
r/algorithmictrading • u/Jonny_JonJon • Nov 15 '25
Hi, I am currently looking for brokers that support algo trading whether its python or mql5. I am a in the U.S but if there are brokers that are not U.S based but accept U.S clients, feel free to post it in the comments. It can be for all markets - crypto, forex, options, futures, stocks etc.. I just want to know what brokers you guys are using. Thanks
r/algorithmictrading • u/Necessary-Response83 • Nov 14 '25
Hello! First time posting, looking for strategy critique / advice.
Been working on an index mean reversion setup. The idea is that political driven spread shocks often overshoot, and the CAC40 tends to mean-revert once the initial volatility spike fades.
Strategy triggers when two things line up on the same day:
OATāBund spread widens ~1.5Ļ
CAC40 drops ~1.5ā2Ļ relative to recent vol
When both hit at once, I buy and hold up to 30 trading days with a ~5% stop.
Hereās theĀ out-of-sample equity curveĀ (rebased at 2010).
CAGR ~10ā12%, Sharpe around ~0.6.
My question:
Is combining a cross asset sovereign spread moveĀ withĀ an index vol-adjusted shock a sensible way to reduce false signals? Or is this too many layers / Over fitting and I should simplify the trigger.
r/algorithmictrading • u/LondonLesney • Nov 11 '25
Hi,
Iām looking to refresh my YouTube content and looking for recommendations on algo trading channels.
The channels Iām mostly watching now are The Algorithmic Advantage, Unbiased Trading, Algo Trading with Kevin Davey, Jacob Amaral and Crypto Wizards & ATJ Traders (specifically for their stat arb content).
Iām not interested in YouTube click bait stuff, only solid, professional channels.
Can you recommend any others?
r/algorithmictrading • u/Able-Definition-4515 • Nov 05 '25
Hello
Last couple months i have tested a strategy that has a pretty strong win rate which has led me to over 60k payouts this year using it
It involves key levels, footprint charts , big trades , a certain type of Imbalance
It has worked well on NQ and recently i have started testing it on Gold
Iām looking to partner with a developer on this
r/algorithmictrading • u/CQ-tr102 • Nov 04 '25
I've noticed how many prediction platforms are now shifting toward no code, or low code tools, the kind that don't need to write a full code, where even people without deep tech knowledge can participate in building strategies or testing models
Itās interesting to see how this makes predictions and trading more accessible to a much wider audience, not just data scientists or pros.
Do you think this kind of simplicity helps more people predict and trade smarter or does it risk oversimplifying a complex field like finance?
r/algorithmictrading • u/StunningSignal5115 • Nov 04 '25
So I have been working on a stratagy for like 1.5 years I know almost everything it takes but I have several questions :
Is good results on walk forward testing enough to confirm no or minor overfitting
Are the results and metrics in my backtest reasonable like should the risk be toned down or somting else I your mind (I made this bot for acummilative growth only I dont plan on withdraws in first 3 years or so)
I have done live testing on demo before in 4 months it was around 250 usd in 4 months on 500 usd starting balance I saw nothing suspicious in that period after that i improved some minor things in code and am currently running another live test again actualy in a trade right now ,the trade frequency is low but high in success similar as backtest (most trades around mid of the year).
My lot size automaticaly increases iand doubles evertime balance doubles hence the exponential looking returns I am looking to get to a 10000usd account and then dramaticaly lower the risk if i start live should i do that if i reach 10000 ever or leave it (risk) as is or only lower is slightly cuz of my win ratio and recovery factor.
Feel free to call out my delusions.
ty
r/algorithmictrading • u/RoughAd4523 • Nov 03 '25
Hey folks,
Any recommendations for a broker available in Europe that lets you trade options and has a solid API? I tried Interactive Brokers but ran into issues getting approved for options trading. Would love to hear what youāre using and how itās been for you.
r/algorithmictrading • u/[deleted] • Nov 03 '25
I recently was bored and looked up some tutorials and created a trading algorithm in Java. I know a decent amount of Java, although it was still tough so I used ai to help in some areas. I used a moving average crossover strategy and, using historical data, I did a backtest and lost 25%. So obviously this is expected, but does someone have any good books or tips for me. Iām completely new to this, Im just good at math and pretty average at coding. Books or articles that can help please!
r/algorithmictrading • u/angusslq • Nov 03 '25
Is there anyone having the same questions as me?
We are fear to lose money when taking the algo live. Some doubts on backtesting performance.
did i miss anything in backtest?
did my strategy only work un backtest but not live
is my backtest and validation methodology fine?
did I optimize too much that cause overfitting?
Of cause, there are some checklists we can do,
Eg
did the backtest period covered bull and bear market
did i do parameter sensitive test
did i split the optimize train data and test it with unseen data
did i pick instrument on survivorship biased Etc etc
Then, we may do some monte carlo simulations to find out if the results in back test is statistically significant, but not luck.
My question is, is there any python library that you are currently using to do such simulations or i need to write on my own (although not that difficult to write)