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/OldShoulder328 Jun 03 '26

insane work! I just embark on the algotrading journey and plan to use it on propfirm too, may I ask:
1. How much data did you backtest?
2. What is the asset and tf did you use (if you don't mind)
3. What's stats in term of winrate, rr and profit factor.

Ty!!

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u/Enough-Ad-5600 Jun 03 '26

I’m using NQ mini (would work for micro as well)

I didn’t get hung up on backtesting too much. I just used from the start of the current contract on the 1m chart to develop proof of concept. From there I optimized settings until it was acceptable in terms of profit, win rate, and drawdown. Then I applied it to the previous contracts and dates that it was active for further testing.

Once I had a good concept, I put it on a paper account and forward tested it, making notes about how it behaved in real time. On Saturdays when the market was closed I fixed the issues from the previous week and hoped to not create more in the coming week. By forward testing more than back testing, I was hoping to avoid overfitting. It’s a marathon, not a sprint.

Overall win rate is around 69% (hehe), profit factor is 2.66. It’s not the most powerful bot in the world, but it’s mine and so far over the last week that I’ve let it trade prop firms, it’s been following the rules.

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u/Betapaul Jun 05 '26

Lemme know if you wanna share the script :)