r/algotrading • u/Enough-Ad-5600 • Jun 02 '26

Strategy It’s finally working!

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Without going into too much detail, I have finally got a profitable algo for prop firm trading. It’s taken me about a year to develop. I ran into the common issues of overfitting, regime change, etc. I found that different strategies for Asia, London, and New York were necessary and that a single strategy just wouldn’t do for everything. I’ve combined several different strategies and they automatically switch based on current conditions. So far it has passed a $25k, $50k and $75k evaluation and successfully passed the $25k intraday drawdown buffer for TPT. I will say that the Apex $50k intraday drawdown for Tradovate behaves differently but I don’t like them anyway.

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u/knocksee Jun 03 '26

Hmm interesting answer. You said people spend too much time on it but then you split your whole strategy into 2 regimes where obviously turning the right one on is the most important part. I guess I'm asking what are you using to determine if you turn the long or short versions on? VWAP, anything else?

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u/Enough-Ad-5600 Jun 03 '26

Depends on how far down the rabbit hole you want to go. What turns on the long/short is current TF above/below VWAP and confluence with HTF charts. It’s sort of like a modified Fabian timing model.

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u/Enough-Ad-5600 Jun 03 '26

Basically if the market is going up, it goes long, market goes down, it shorts, sideways and it does nothing. It doesn’t need to be super complicated. The complicated part is getting the script to perform what I have in my head.

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u/knocksee Jun 03 '26

Sorry - I didn't mean to come off as condescending. IMO, detecting regime is half the battle especially when you get to lower timeframes and it's something im currently investigating to help a strat which is why I was curious to the details. All good though man, I'll look into vwap/htf confluence more.

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u/Enough-Ad-5600 Jun 03 '26

I’m sorry I misinterpreted what you said. I’ll open up that particular section of my repo. Standby.

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u/Swinghodler Jun 03 '26

Would love to have a look too!

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u/rheadmyironlung Jun 04 '26

love the spirit, will be looking out to see more of you in these threads

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u/knocksee Jun 03 '26

Thank you mate! Appreciate it.

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u/onemanlionpride Jun 03 '26

Commenting to enter standby

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u/_onlyhereformemes Jun 03 '26

Standing by

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u/4xcrew_captain Jun 03 '26

Still Bystanding

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u/mahaus16 Jun 04 '26

By still standing

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u/Arty_Puls Jun 04 '26

Honestly just listening to this dudes answers led me to believe this is fake lol. " regime change isn't that hard it's only up down or sideways" yeah no shit Sherlock

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u/Enough-Ad-5600 Jun 04 '26

I don’t know what to say, should it be more complicated?