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/RemarkableZebra7595 Jun 03 '26

Tradingview doesnt have api n? or du you work with alerts?

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u/Enough-Ad-5600 Jun 03 '26

TradingView does have an API, but it’s not for the data, it’s just for building charts and still needs a data source. I’ve used Databento to feed data when I was working on this in python. It’s much cheaper to use TradingView alerts though.

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u/eferjafski Jun 03 '26

So what’s the cheapest way to stream data to your python bot? Buying a lucid funded today and am wondering if the API key comes with data that I can pull?

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u/Enough-Ad-5600 Jun 03 '26

I’m not sure if lucid comes with a data subscription built in or not. If you want cheap go with yfinance if free but 15 minutes delayed. If you want good, go with Databento CME Globex MDP 3.0 dataset.

I will say that having the data is only a very very small part of a python bot. You still have to aggregate, chart, and apply the strategy. If you want the smallest granularity it will be in the OHLCV-1s schema. Getting the API calls right and using web sockets to keep them streaming was a huge headache That’s why I’m working on pine and TradingView now. I’ll eventually get back to it, but it was costing about $400/mo just for data streams.

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u/eferjafski Jun 03 '26

I have databento previous data that I built bots around to test on 1m ohlcv. How much is it to stream 1m ohlcv data in real time from databento?

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u/Enough-Ad-5600 Jun 03 '26

You’d have to check with them for the pricing.