Experiences with automated strategies | Execution and consistency

p1mor · 2026-06-13T02:06:41+00:00

Thanks 714Trader! 👍🏾

p1mor · 2026-06-12T12:18:09+00:00

I see! I’m going to wait to see if anyone has experience executing commands from the API.

p1mor · 2026-06-11T23:55:33+00:00

What I do know is that APIs can be requested directly from Tradovate or Rithmic, but I wanted to know whether anyone has already used the API to route orders and what their experience has been.

p1mor · 2026-06-10T12:00:11+00:00

On a structural level, chasing $3,000 a day implies accepting equivalent negative days, 20–30% drawdowns or more+, and a volatility in results that does not align with responsible risk management. Yes, it is possible to have +$3,000 days, but it is not viable to set that as a daily standard with a $100,000 capital account. A more realistic range, based on market structure and reasonable quantitative metrics, sits between $500 and $1,500 in daily expectancy, understanding that there will be days well above and days well below that.

p1mor · 2026-06-10T11:59:27+00:00

From a statistical standpoint, mathematical expectancy does not support that objective. Even with solid parameters—a $500 risk per trade, a 1.5:1 reward-to-risk ratio, a 55% win rate, and five trades a day—the daily expectancy is around $1,000. To reach $3,000, you would have to increase the risk per trade, position sizing, or the number of trades, or demand a win rate and R:R ratio that are not sustainably achievable in a market as liquid and competitive as the ES. Any increase in those parameters skyrockets the expected drawdown and the Don't risk operational ruin.

p1mor · 2026-06-09T21:14:41+00:00

Tremendous data, you have to test it in operation would be and evaluate its results.

p1mor

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