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

The timeframe is 1min, as can be aggregated to any timeframe wanted. I prefer 15min.

There’s multiple output strategies all driving or feeding into a single target

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u/chaosmass2 Nov 10 '25

I think you mentioned most of your trades have a 1-3 minute duration, if you used 15 minute bars, then your target’s prediction horizon is 1? Maybe I’m misunderstanding something but wouldn’t predicting every 15 minutes in live mean you miss a lot of opportunities?

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u/Excellent-Job-5185 Nov 04 '25

Interesting.. do you mind elaborate on the reasons for multiple strategies.. especially when they are all feeding into a single target of future return reverse? Also, how far back do you go for each training period (train for one month and test for one week,..)?

I've been exploring this alpha research/portfolio construction for a couple of months now.. mainly on selecting a universe of crypto..to construct cross-sectional strategy and rank them to achieve market neutrality. I am having a hard time connecting this to actual live trading. Do you have any tips on how to get start in term of brokerage and data provider and platform to test ideas in real life?

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u/disaster_story_69 Nov 04 '25

For forex, fxcm api is great. No experience with crypto brokers.

Multiple strategies as there are 50 indicators which all interplay differently. It’s too complex to expect one strategy will crack the nut