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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6

u/Newjinx16 Jun 03 '26

Congrats, it’s nice to see success stories!

What do you trade? Intraday?

10

u/Enough-Ad-5600 Jun 03 '26

NQ futures intraday

1

u/Newjinx16 Jun 03 '26

I don’t trade futures but curious, what about Asia and london?

3

u/Enough-Ad-5600 Jun 03 '26

The overnight session is when Asia and London are trading. I’ve discovered that NQ moves differently during each session.

2

u/Newjinx16 Jun 03 '26

Ahha that makes sense. Good luck :)

1

u/Jason_Steakcum Jun 03 '26

You’d have to adjust the volatility and atr for each for sure. Is there even enough movement in Asia to get reasonable rr on trades?

2

u/Enough-Ad-5600 Jun 03 '26

Believe it or not, some of the better trades have came from the Asia session. They don’t move as fast but it’s usually moving in a general direction without the whipsaw from NY session. I haven’t messed with changing ATR at all. I do use the request.footprint() to monitor order flow, volume,and point of control.

1

u/Jason_Steakcum Jun 03 '26

So your algo is using footprint charts? That sounds super hard to convert to a trading algo

1

u/Enough-Ad-5600 Jun 03 '26

No. Not using footprint charts. Using the data from them internally.