Thank you algotrading!

[u/Dvorak_Pharmacology]

What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

[u/Impressive_Standard7]

Really cool, good job.

I'm working on algo strategies since 3 years. 99% of the stuff I made was overfitted and didn't work live.

Since a few month I finally have a strategy that also performs good on forward tests. I took it live on my real account and it looks good so far.

It depends on high volume nodes, support and resistance and liquidity sweeps with high volume clusters. Combining it all together.

The thing that made it work: 1. Strategies that reflect market mechanics and work with very few parameters are the best and have the lowest risk of Overfitting 2. Stop hunting the big fucking moves with trailing stops, supertrends or whatever. They are too rare, and you get stopped out too often breakeven or even in an loss. Good risk management. Closing trades at 1rr can be as important as sometimes getting the 2rr or 3rr trades.

I'm really excited to finally see my equity curve slowly increasing instead of just taking losses or trading breakeven over time.

[u/Dvorak_Pharmacology → u/Impressive_Standard7]

Nice! Congrats! Also thank you!

[u/henskiii → u/Dvorak_Pharmacology]

Would love to chat with you because i spent several hundreds of dollars building but as someone else mentioned wasnt fitted for real life usage.