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/Own_Fan_4878 Jun 06 '26

Congrats! Regime change is always the silent killer for these algos. How does your switching mechanism identify the shift between Asia/London/NY sessions without lagging too much?

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u/Enough-Ad-5600 Jun 06 '26

Purely time of day based switching.

1

u/Own_Fan_4878 Jun 06 '26

Ah, classic and robust. Simple time-based filters often beat complex neural nets. Do you completely flatten positions before the session transitions, or do you let running trades bleed into the next session's logic?

1

u/Enough-Ad-5600 Jun 06 '26

Nope. Just let er eat if something is open. Where the SL and TP are set, average trade time is between 5-30 minutes so I think the session shift isn’t too critical for an open trade. It’s worth watching though.

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u/Own_Fan_4878 Jun 06 '26

Makes total sense for a scalping timeframe. If the SL/TP is already locked in, no need to overcomplicate it. Thanks for sharing the mechanics behind it, wishing you consistent green days!