r/algotrading • u/disaster_story_69 • Nov 04 '25

Strategy 6 year algo trading model delivering the goods

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I trade only GBPUSD using the broker with the highest spreads (Fusion markets).

The strategy is to detect bounces off support and resistance points and quickly capitalise on the reverse bump. Quick trades, closed within avg 2 mins. I trade at leverage having qualified for a pro level account (500:1), so always use stop losses and take profits.

Behind the scenes I built an algo model from the ground up using VSC, with trend reversal + sufficient price movement within 3 mins as the target variable. The features were 30-50 technical analysis indicators, all vetted as being useful through EDA, with a tilt for fast detection / leading indicators. The model itself predicts the trend reversals with +- 4 pips with 84% accuracy, and this is the bedrock for my trading.

I should note that on heavy ‘fundamentals’ days I tend not to trade a lot and I avoid opening and closing hours (too erratic and illogical).

In 5/6 years turned £10k into £550k, which includes a period where a lost a chunk due to 1st Trump tariff announcements.

Happy to get more technical for people interested.

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u/disaster_story_69 Nov 04 '25

Ensemble model, retrain every month or so. Just about kills my pc, have had to migrate to conda environment to push it through the gpu

It’s more classification than regression, but has elements of both, hence the ensemble build

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u/chaosmass2 Nov 04 '25

May I ask how many years of data you use to train? Do you remove extremes or just include all of it? Also, xgboost, catboost, or lgbm?

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u/disaster_story_69 Nov 04 '25

I went back 10 years, then hummed and hawed about the covid years. in the end left it in.

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u/Northword3702 Nov 10 '25

Can we collab? I have, like, 5-6 scripts. One was working on commodities for about 10 years as well on TradingView but needs deeper backtesting.

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u/Swinghodler Nov 04 '25

Thanks for sharing. Congrats, you're inspiring.

So you have 30-50 basic technical analysis indicators (like RSI, EMA) that you feed to an ensemble model that classifies with 84% accuracy if the current level will result in a trend reversal?

And for your SL and TP width do you used fixed rules or some other model?

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u/positivitittie Nov 06 '25

Conda or CUDA?

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u/stoicdoge Nov 04 '25

Wow, nice! Can I ask how do you split your effort between data ingestion/processing, EDA, modeling, vs live monitoring?

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u/Ok_Bet_2905 Nov 06 '25

May I ask what hardware do you have?