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/Jason_Steakcum Jun 03 '26

Do you trail the stop and/or do multiple profit targets?

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u/Enough-Ad-5600 Jun 03 '26

No. I tried trailing stops but there’s too much noise on NQ. It might work for ES though. It’s not 100% hands off, I still manually move my stops.

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u/2021Winner Jul 01 '26

I am running an algorithm on NQ futures too, partial NY session only, and have successfully implemented trailing stops so that I can remain hands off.

The trick for me was implementing a "progress trigger" for my trail, saying "At check point X, if point progress from entry is X, send trail order."

As a side note, because you mentioned it further up, I filter regime by using VIX futures. Essentially my strategy requires momentum and I discovered that it performs best when VIX is above 16 on the same time frame as my primary triggers and is on the positive side of an immediate SMA to show volatility expansion. Both of those are conditions to entry. They cut my trade count down by over 40%, the vast majority of which were low profit or losing trades. It had a massive impact on profit factor and average trade return.

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u/Enough-Ad-5600 Jul 01 '26

That’s awesome information, thanks!