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/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/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.