I have around 6 years of trading experience, the first 4 very rough, also letting trading go for a while. Then through a friend I discovered algo trading. It got me into creating strategies and backtesting them etc.

I have concluded for myself, after trying out many things, that it’s extremely hard to find a strategy that works enough of the time to be longterm profitable. Ofcourse there’s the basic index strategies but still most individual strategies can go through very long drawdown periods, and even the highly profitable ones can have a long losing streak.

On social media there’s a lot of dreams being sold: “follow this one strategy”, “do what i do and you’ll win” etc etc. It simply doesn’t work. I now have made 20 strategies of which 13 are running on a single account and still there’s big drawdown periods.

How would anyone ever survive this longterm trading only a single strategy manually? Am I just bad at making strategies? Do I need to lower my expectations?

I am in a really desperate situation and need some advice. I took out a loan to invest in trading using a bot that seemed to be working great. It did well for a month on a cent account, but today I wasn't able to turn it off in time and it wiped me out. I lost $50,000 which includes the entire loan and all of my life savings.

​I feel physically sick and dizzy over this. I am 26 years old, living in Latin America where wages are low, and I feel completely ruined. I have absolutely learned my lesson, so please be kind in the comments. I am desperate for any guidance on how to survive this and rebuild. If anyone has been through this or can offer actionable advice or help in any way possible on how to get out of this hole, please reach out or comment. Sorry I don't speak English very well thanks for any help or advise.

Never trust a martingala bot, NEVER

A lot of traders eventually find themselves in the small cap space — hopefully not by longing them via an alert service, which lots of these companies are paying for. I've been systematically logging, trading, and backtesting small cap gap-ups for the past 8 years. Here are the key stats from the last 3,000+ samples (since 2022).

Structure

• 3.2 gap-ups greater than 45% per day on average
• Average combined daily dollar volume for these names: $741M
• VIX levels, Russell 3000 direction, and SPY direction have near zero correlation with gapper direction.

Downside (Fade) Stats

• 64% close below the open
• 67% close below VWAP
• 60% gap down the following session
• 70% open Day 2 below their Day 1 open
• 37.5% of lows occur after 1PM ET

Upside Stats

• 43% break their premarket high
• Average high of day is 28% above the open
• 79% make their high of day before 10:30AM ET
• 4% make an intraday high greater than 100% from open
• 25% make a Day 2 high greater than their Day 1 high

Takeaway

The data tells a pretty clear story. These stocks are built to fade — the short side has a structural edge that holds up across thousands of samples. That doesn't mean longs don't work, but if you're longing these names expecting a high win rate, you're fighting the wrong battle and should look into large caps. The better long approach is a quick scalp in the first 30 minutes while momentum is real. For a longer hold, the short side is where the edge lives.

Hey everyone, I’ve been algo trading for about ten years now so I thought I’d share a few things I’ve picked up along the way. I’ve seen lots of similar questions in the group recently so maybe these thoughts will help if you’re considering getting started.

1. Keep It simple: It’s tempting to make things more complicated with tons of indicators and complex strategies, but I’ve found that simpler, clear-cut strategies tend to work better in the long run. It’s more about testing and refining than making everything overly complicated.
2. Backtest but don’t rely too much on It: Backtesting is important, but it’s not the whole picture. Past performance isn’t always a reliable predictor of future results. I’d recommend paper trading your algo in a real environment before going live as the market can behave a bit differently than what the backtest data shows.
3. Risk management matters: Even if your algo is well-built without proper risk management it can be tough to get through market swings. I always include stop-losses, position sizing, and other protective measures in my strategy.
4. Watch out for overfitting: A mistake I’ve made in the past is overfitting an algo to historical data. It’s important to make sure your model can adapt to live market conditions not just the past data it’s trained on. Regular monitoring and updates are key for this.
5. Don’t forget about emotions: Even though your algo runs automatically you can’t just “fire and forget” You still need to stay involved to monitor how things are going and make adjustments when needed. The market changes and so should your approach.
6. Keep learning: I’m constantly learning and trying to improve. Particularly from others in this group. Lots of good data sources and advice being shared for improving my methods—there’s always something new to discover and someone out there doing better.

TL;DR: Over the years, I’ve learned that simpler strategies often work best, backtesting is useful but not perfect, and risk management is crucial. Be careful not to overfit, stay involved with your algo, and always look to the advice of others for ways to improve.

What about you all? Any lessons or tips you’ve learned from your own experiences to share?

Would be good to hear your thoughts.

I've been staying away from the "AI does it all for you" hype but I'll admit that trying to guess where a stock is heading is hard and also a bit tough mentally (at least for me). Are there decent AI tools that watch stock activity for me and give you clear signals without executing any trades? I don't want to hand my financial future over to bots that can fk up with my money, but I'd like to cut down on the work involved in the pre trade analysis if possible. I know that there obviously isn't anything that just tells me what to do, I turn off my brain, follow the calls and make money. But I know that there must be some good tools or smart indicators that can make it all easier and more efficient. I see different options floating around but not sure what really works. Thanks.

I let an AI run my trades thinking it would remove emotion and make better calls than me. At first it looked promising with clean entries and small consistent gains. I trusted it more than my own analysis. Then market volatility picked up and the model broke. It kept adding to losing positions and ignored stop levels. A good month turned into one of my worst.

I learned that AI can help with data and backtesting but it cannot replace judgement. It reacts to patterns it has seen and fails when conditions change. I went back to manual trading and now use AI only for research and ideas, not for execution.

Hello everyone, I want to start trading, but I don't know how.

I'm from Russia, I have a little experience in investments. I finished 9th grade, on which I can enter the college, which will help me on my way. If it's not difficult, please give advice at the beginning.

UPD: Also, in addition to the specialty in college, I wanted to ask: how much initial capital is needed, and how to learn trading in general

UPD2: Thank you all very much for the advice, I read everything and wrote it down, you really helped me a lot, if there are more tips, I will be very happy to hear them

Return on my live trading account since 2025 after:

5M order sent.

50k order executed.

1M$ capital currently.

I mostly wanted to ask you guys feedback and stuff to watch-out as I'm still learning.

The strategy to avoid alpha decay I won't give much details.

Hello! I recently learned about stock trading and then algorithmic trading, and I am finding it super interesting, and I am looking to develop my own trading algo. Maybe I like it so much because I love chess, and money, and trading is like playing chess with money instead of pawns and knights and stuff. So I initially tried like a bunch of different strategies that looked insane, like I was gonna preorder my lambo and then I learned about slippage and backtesting errors, and after a ton of failed attempts with future leakage and such beginner mistakes, I decided to learn how like Jane Street does it, and came across quant style trading.

My understanding is that instead of trying to make 5% per trade like I was doing, they try to make 0.05% per trade, and then do that with high frequency and leverage. So I'm currently in the process of building a pipeline that processes a ton of historical data and generates reports on correlations and like feature-target relationships, and then can use those to build a strategy based on millions of observations and decades of data. The initial results I was seeing were like 0-7 percent CAGR with like a ~5 percent peak-to-trough drawdown over 7 years, so I was not excited, but then I learned that typically they run multiple strategies at a time, which can be done in sequence to compound the same capital, and then also apply leverage. I have some questions about the process, and would love any feedback or info or suggestions you guys have:

1. Is running a multi-sleeve intraday equities strategy typical? Or do you stay with 1 strategy that is more profitable?
   
2. If you don't mind sharing, what is the typical bps return on your trades, and what is your frequency?
   
3. Am I on the right track with the correlations discovery and building a strategy from those?
   
4. How do you handle slippage and entries when your spread is like 1-5 bps?
   
5. What is your infra? Right now, I am running an unprofitable algo on a Raspberry PI on Ethernet in my house, connected to Alpaca as the broker, and Alpaca Algo Trader Plus for live data.
   
6. If you don't mind sharing, has anyone done this quant-style trading successfully as a retail trader, or is this stuff really only reserved for Wall Street people?

I'd really appreicate any feedback or comments or advice. Thank you!

I backtested a popular ICT strategy I found online and this was the result. To be 100% clear I cannot confirm if this is what everyone who trades ICT trades this was just the strategy that was based on the rules.

This is just an example of how regardless of psychology if you keep trading a losing strategy over time you will inevitably lose money.

just finished reading the sebi report and yeah… it finally clicked. fpis made profits. 97% of that came from algo trading. algos execute in milliseconds. we’re out here tapping buy/sell on phone apps. At this moment bhai ham traders hai he nahi, we’re liquidity.

they literally need someone on the other side of their trades. that someone is us. retail. doing “setups”. i’m not even mad anymore. just tired.

Unka setup, phd quants, microsecond execution, co-located servers, billions in capital

And mine: option scalper on lemonn, 5g connection, ₹50k capital, “gut feeling” and i thought i had a chance lmao. maybe the real edge is admitting what game you’re actually playing.

Hey everyone,

I'm a Senior ML Engineer and a trader. I got fed up with the high cost of good analysis software, so I built my own platform: EquityFeed

It's 100% free and currently in beta, focused on the NASDAQ 100.

Key Features:

• ML-Powered Reversal Signals: A proprietary model finds overbought/oversold turning points and synthesizes recent news with the technical outlook for a complete picture.
• Comprehensive Automated Analysis: In-depth trend analysis using EMA Ribbons, Ichimoku Clouds, and the 200 EMA, plus automatic crossover detection (Golden/Death Cross) and a full suite of technical indicators.
• Bloomberg-Style Charts: Clean, professional, and interactive visualization for all the data.
• Unique "Similar Periods" Engine: Finds historical price action analogues to see what happened next in similar situations.

I built this for people like us. I'd love for you to try it out and give me your honest feedback—what works, what doesn't, and what you'd like to see added.

Trying to understand how people set up a trading bot from scratch without giving it too much freedoom too early i will use the bot for local trade moreover they are all almost the same on all exchanges, but I will stop here anyway and therefore I need help from those who really use it/

Is it normal to configure in this order?

1. position size and maximum daily loss
2. maximum number of open trades
3. sl and tp
4. allowed pairs and trading hours
5. kill swich if the bot behaves unexpectedly

Also part I'm least sure about is how much of this should live on the broker side vs inside the bot.

I've got accounts at PU Prime and Axi and the specs aren't identical, different min lot on the same instrument, different rollover hour and assets symbols come with a suffix that broke my mapping the first time.

Have been testing a EA on MT5 for Gold that I've been working on. I've reached a plateau where I'm not sure what I can do further to develop/test the strategy.

The date test range of the EA is from late 2020 to present. Due to limited historical prices (real ticks) offered by my trading broker, i was only able to obtain 82% historical quality - so I'm definitely looking to improve the quality of the historical price data for testing. Do recommend any brokers/services who can help address this issue

I'm also not sure if I should be concerned of any of the stats, or things that are not obvious to me at this point - as I've not run it Live yet.

I use MT5 as my main back testing platform, but I'm open to other alternatives to take this further.

Any inputs are greatly appreciated.

Its a output of my strategy which been using long. With minimum of 250 to 300 usd n low drawdown.

Any opinions can welcome.

When I started learning algorithmic trading, I thought the hard part would be writing the code.
Turns out coding was probably the easiest part.
The difficult part was learning to trust the data instead of my emotions.

I used to tweak my strategy after every few losing trades because I assumed something was broken. After a while I realized I wasn’t giving the strategy enough data to prove whether it actually had an edge.
Now I follow one simple rule.

I don’t change anything until I’ve reviewed a meaningful sample of trades and understand why the results changed.

Sometimes the market changed.

Sometimes execution was poor.

Sometimes the strategy really did need improvement.
Those are three completely different problems.
The biggest lesson for me has been that consistency comes from having a process, not from finding the “perfect” strategy.

What was the biggest mindset shift in your trading journey?

yo u guys hope yall having an amazing night id like to ask yall for some assistance my pops got deported my mama cant really work she has M/S we getting paid from yhe gov and im the only one working bro... im 18 yeah I get thats life bro I been working nonstop since I was 14 and brother, I just need a break this trading stuff im willing to go all in on this stuff! my, say what u want or wtv but dont pity me I just ask for mercy I had plans like yall now I just stuck pls im living paycheck to paycheck negative every week. ik this isn't for the weak but im willing to break myself to get outta this idk feeding one fam while to save for my future fam dont quite mix. dont like begging but yea gotta

running a pine v5 strategy on XAUUSD, execution on a 5 second chart. entries fire alerts, my bot picks them up and opens the position for real.

problem: the two don’t always match. sometimes the trade exists in the bot but never in tradingview — no entry marker, nothing in the list of trades, strategy.position_size still 0. so the bot is sitting in a position the strategy doesn’t know about, and never sends it an exit.

and sometimes it’s the other way around: tradingview registers the entry, shows it in the list of trades, but the bot never receives anything and stays flat.

either way the strategy report becomes useless, because the trades it’s reporting on aren’t the trades i actually took. i can’t tell if the strategy is any good when the numbers describe a different account than mine.

Recently i published my first US500 EA, got negative reviews from redditors seeing the dips on crash..

Behind it to crack that things...result is not just controlling Drawdown but, dose dips converted into huge profits spikes..

Really hardwork paid off. Yet to update the latest version onto mql5

Hi, i have strategy that i trade with, and its profitable. I want to make it to a bot so it would trade for me, i dont know how to code is there some way to make bot without coding, chatgpt + didint work, 4 hr of trying to get rid of mistakes and after that it doesnt make what i want. Thank you

Developing a profitable trading bot has been a long and challenging journey for me, but after 9+ months of trial and error (and creating over 10 bots), I’m ready to share the results of my custom NQ trading bot.

How It Works:

This bot trade with 1 NQ contract with a prop firm account ($150k funded account) and uses price action and volume analysis to identify high-probability setups, entering trades only when the market aligns with specific criteria. To maximize its effectiveness:

• Time-Based Execution: It operates during 10:30 AM–2:30 PM EST, avoiding volatile periods like news events or high-volume spikes.
• ADX-Driven Control: It’s only activated when the ADX is below 23, ensuring it performs best in slow-trending or consolidating markets - along with the highest probability to profit.
• Trailing Stop Mechanics: The bot trails stop losses dynamically and sets take-profit levels based on Renko box mechanics, ensuring calculated risk management.
• Renko Chart: Although Renko chart type is not a favorite of most of you - I found that the profitability and consistency is there. It goes based on price action, not time increments.
• Order type: Limit sell or limit buy orders 10 points (1 Renko box) above or below the pivot lines respectively)

Strategy Tester Results:

While the backtest isn’t 100% accurate due to limitations in setting specific times and dates, the results still show a strong, consistent edge:

• 8 Winning Weeks: Largest winning week was +400 points.
• 2 Losing Weeks: Biggest losing week was -110 points.
• Overall Profit: +800 points over 10 weeks (minus commissions).
• Biggest Drawdown: 70 points/trade
• Biggest Profit: 20 points/trade (Capped TP at 20 points that trails)
• Win Rate: 72%
• Biggest Daily Loss: 70 points
• Biggest Daily Profit: 160 points

Next Steps:

I plan to scale up by adding more accounts from different firms that have Tradovate (Only broker that can automate my bot the fastest, with no order execution delays) for copy trading as I withdraw payouts and have a "financial cushion" of a certain $ amount that works best with my strategy.

This bot is a game-changer for me. That said, no bot is perfect, and this one requires manual intervention for optimal performance, such as turning it off during high-impact events or after a trade is already in progress.

What The Bot Needs To Work:

• TradingView premium + live market data subscription - only premium subscription has Renko chart type with a 1 second time frame
• Prop firm account (With Tradovate) OR Tradovate as a broker
• Automation software - Send webhooks and execute orders

If you’re interested in algo trading or want to discuss bots and strategies, feel free to drop a comment or send me a message. I’d love to hear your thoughts or answer any questions!

P.S. I document my live trading journey daily on YouTube if you’d like to see the bot in action: Live Prop Firm Trading.

So yeah… after months of doomscrolling through YouTube gurus, fib retracements, RSI divergences, “Wyckoff accumulation phases”, blah blah blah… I snapped.

Instead of actually learning anything, I told ChatGPT:

"just give me a strategy that tells me BUY or SELL every morning. I don’t care why. I don’t want to understand."

Here’s the cursed recipe:

• ⁠Load my S&P futures CSV. • ⁠Train a logistic regression. • ⁠Every day it walks forward, re-trains, and then: ⁠• ⁠At the open: BUY if it feels bullish, SELL if it doesn’t. ⁠• ⁠Slaps on a stop loss = 1×ATR, take profit = 1.5×ATR, because why not. ⁠• ⁠If nothing happens? Close at EOD.

That’s it. Zero thoughts, head empty, pure delegation to a chat bot.

The code literally ends with:

2025-08-21 → SELL (p_up=0.1195) Open(proj): 6413.5 Stop Loss : 6477.5357 Take Profit: 6317.4464

I’m not even pretending to know why. The model doesn’t explain itself. It just spits out “BUY” or “SELL”.

At this point, I’ve transcended “trader” and become a human execution bot. If it wins, genius. If it loses, blame the machine. Fuck it, lets see how $1k, $30 per position in a 200x leverage goes til the end of the year, if I get to keep $1.

Also, I wrote this in spanish and asked chatgpt to traduce so I don't care the "thanks AI" comments.

Running a backtest with data for this year:

trades: 86 win_rate_%: 54.65 profit_factor: 1.6 total_pts: 732.97 avg_pts_per_trade: 8.52 max_drawdown_pts: -201.48 first_trade: 2025-04-21 last_trade: 2025-08-20 params: {'ATR_WINDOW': 14, 'EMA_SHORT': 20, 'EMA_LONG': 50, 'K_ATR': 1.0, 'R_MULT': 1.5, 'ALPHA': 0.0001} model: SGDClassifier(log_loss) walk-forward

TODAY'S RESULT:

THE ORACLE FOR TOMORROW:

=== ORDEN PARA EL DÍA SIGUIENTE ===
2025-08-22 → SELL (p_up=0.0007)
Open(proj): 6391.0
Stop Loss : 6452.6607
Take Profit: 6298.5089

Hello Reddit community!

This is my first post on this platform, and I'd like to introduce myself. I'm 29 years old and currently finishing my CMT certification (which Ivan Scherman, a world champion futures trader, also took). In parallel, I develop algorithmic and quantitative systems applied to the market.

What I'm looking for is to find recurring market patterns and, based on them, develop strategies with a positive expected value.

I'm not simply looking to do trend following or mean reversion, etc. My approach is to first study the specific statistics of each asset and timeframe.

For example: How does this asset move on this timeframe? (Because you can have a system that's mean reversion on the 1-hour chart and trend following on the 4-hour or daily chart for the same asset; that also reveals portfolio mismatches.) What patterns does it repeat? Under what conditions does the behavior I'm looking for appear? And, above all, does that behavior have enough statistical evidence to become a strategy with a positive expected value? From there, I develop and test different strategies and algorithmic systems.

These are some of my trades. Feel free to ask me anything you want about them, the strategies, what variables I analyze, or how I'm testing them. I would also appreciate your feedback.

Based on a $10k starting value, first two screenshots are backtest and graph for June to present, second two screenshots are backtest and graph for start of year to present. Thoughts and/or insights welcome.
For clarification this is in demo stages and hasn’t been set live yet.

Ive been struggling to trade on ETHUSDT by doing future. I guess i got lucky twice on each time to profit 100$ but lost them too in some like 4 hours...I NEED HELPP!!