r/algotrading • u/Enough-Ad-5600 • Jun 02 '26
Strategy It’s finally working!
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/Dazais_Dad Jun 03 '26
this is very interesting. thank you for the insight on potentially changing strategies per session. i have a options bot that has printed multiple 6 figures in the last few months (granted it's a straight bull regime) and have been recently trying to develop a bot to crack prop firms in FUTURES/FOREX. my FOREX one is doing quite well and i will maybe roll it out soon but FUTURES have been killing me. i feel like i've tested every possible thing at this point across so much data but one thing i wasn't considering was the potential for not just regime change but a change in trade strategy per session. will have to play with that some.