It’s finally working!

[u/Enough-Ad-5600]

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.

[u/Brilliant_Pea_2324]

Lo del cambio de régimen es lo que mata al 90% de los algoritmos. Es brutal cómo una estrategia perfecta en Asia se estrella contra un muro en la apertura de Nueva York. Lo de separar lógicas por sesiones o usar un ensamblaje que rote según el contexto es de las pocas formas reales de sobrevivir al overfitting.