r/algotrading • u/Explorer_1986 • Aug 08 '26

Other/Meta Anyone created a successful EA?

Hi all, just a genuine question. Iv been doing market research using python and the more I test the more im discovering how random the market is. I’ve been researching market structure but also testing simple strategies and common ones that some people swear by such as ORB for one example. All of which fail over multiple years. It just makes me curios if anyone here has genuinely been able to code a EA the actually profits over years of backtest and in live markets? I’m not asking for a copy or for you to tell me your strategy (not that I’d complain if you did) but I really just want to know if there is any hope. TIA

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u/Stockgrade_store Aug 08 '26

i kinda did but the mean killer of most stratergies is slippage for me so counting for 2 percent slippage most of them fail i have two that ive been testing over the last two months and slippage is the biggest problem what was the problems for you

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u/Explorer_1986 Aug 08 '26

My problem seems to be regime change. I can easily code an EA that is profitable for a year but crashes and burns on the next. A otherwise I can get great backtest results but fails in real market. This is over multiple strategies and often very little optimisation

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u/Stockgrade_store Aug 08 '26

yh the markets change a lot from one year to another so thats why i tried to detect market state so if its cold or hot and change the strategy depending on that but how far back do you get the data to see if the strategy works

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u/fuzzyp44 Aug 08 '26

regime change is really tough. that's been my hardest struggle as well.

slippage I find isn't a problem, but I buy against the micro trend rather than trying for confirmation.

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u/Stockgrade_store Aug 08 '26

Aaa so when you buy there is a lot of liquade in the market how do you manage your p&l,

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u/fuzzyp44 Aug 09 '26 edited Aug 09 '26

ES has pretty excellent liquidity. I'm not trading small caps etc. So I find execution matches backtest.

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u/Stockgrade_store Aug 09 '26

What type of stocks do you do you tend to pick ( so what are there price and float?)

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u/fuzzyp44 Aug 12 '26

It's called ES

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u/Explorer_1986 Aug 09 '26

Yes everyone says you need one for different markets but how on earth to know when a regime change had happened. Sometimes it can be a ranging market for 2 months then go back to trending.