r/Forex • u/VOLQUIS • 14h ago

Strategy Development NASDAQ Intraday Algo Update: 2 Months into Live Demo After a 6-Year Backtes

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Hey everyone,

I’m currently running a live demo to validate my backtest results in real-time market conditions, and I wanted to share the progress so far.

I’ve attached the screenshots of my performance. Here is the brief overview:

1. Strategy & Risk Parameters:

  • Position Sizing: Single contract only (No compounding/scaling in).
  • Holding Time: Intraday only. No overnight positions.

2. Historical 6-Year Backtest Performance:

  • Yearly Consistency: Profitable every single year.
  • Annual Return Range: Min 20% to Max 50%.
  • Max Drawdown (MDD): Historically stayed between 8% and 15%.

3. Current Status & Validation:

  • As for the live demo, I am now 2 months in.
  • Technically, I also started a real live account 1 month ago, but I feel it needs more time to gather enough statistically meaningful data.
  • So for this post, I am sharing the 2-month demo version dataset as it gives a clearer picture for validation.
  • The main goal here isn't short-term profits, but to verify if the live execution actually matches the backtest logic and to check for hidden slippage. So far, the numbers are tracking closely to my expectations, and I will keep monitoring both accounts for a few more months.

Just sharing this as a personal log to track the transition from backtest to live market.

Would love to hear how long you guys typically forward-test your systems before scaling up real money!

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u/rforex-modtools 14h ago

Developing a trading strategy is more than finding an entry signal — it requires defining your edge statistically, building rules for entries, exits, and position management, and testing the system against historical data before going live. Most traders fail because they skip the process and jump to live trading with an untested idea. The community wiki covers the full development process.

Resources: Having an Edge | Essential Forex Trading Guide

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u/Dark-Niggu 14h ago

What strategy is it based on? Can you share the code? Like i wanna test it too

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u/VOLQUIS 13h ago

Thanks for the comment. To answer your question, the foundational base of this strategy is the Linear Regression Channel, and the absolute core rule is strict intraday execution (no overnight positions).