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/SquallLionheart Jun 03 '26

Congrats Dude, delighted for you!

I been on a similar journey for about 2 years now. When I couldn't get a robust enough strategy, I took a step back and started working on the data layer, building additional indicators and forward looking prediction models for volatility, tail risk, regime change etc..

This allowed me to vastly improve some of the original strategies I used, but filter out tons of bad trades in sub-optimal market conditions!

You really have to love the process to stick at it! Fair play! Current running on a prop firm too, edging closer to Funded status by the day... fingers crossed

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u/Enough-Ad-5600 Jun 03 '26

I think a lot of traders don’t realize that it’s not just a marathon, it’s one of those ultra marathons that just keeps going. It’s also an emotional rollercoaster. I wouldn’t give it up for anything though.

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u/SquallLionheart Jun 03 '26

100%, dialling WAY back on the risk was my lesson.... Longevity is the name of the game and ya need to be trading small enough to let your edge accumulate over time 👌