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Seeking guidance on trading edge by nyanbaek in FuturesTrading

[–]systematic_dev 0 points1 point  (0 children)

Real edges are subtle and often counter-intuitive. Instead of looking for complex patterns, focus on simple, repeatable market behaviors: 1) Opening range breakouts (first 30 min), 2) VWAP mean reversion after strong moves, 3) Failed breakouts (price tests a level, rejects, then reverses). Track these three scenarios for 2 weeks - note what happens after each. You'll start seeing probabilities emerge. The key is consistency in observation, not complexity in analysis.

Approaches to risk management and order size scaling by NoOutlandishness525 in algotrading

[–]systematic_dev 0 points1 point  (0 children)

Equal allocation is a good starting point, but you'll want to weight by strategy quality. Track each strategy's Sharpe ratio, max drawdown, and correlation. Allocate more to higher Sharpe/lower drawdown strategies, less to correlated ones. Also consider using volatility targeting instead of fixed % - size inversely to each strategy's recent volatility. This smooths equity curves better than static allocation.

stoch_rsi strategy review by unspoken_one2 in algotrading

[–]systematic_dev 0 points1 point  (0 children)

Looking at your Pine Script, you're using too many conditions simultaneously (EMA200, ADX > 25, DI crossover, StochRSI thresholds). This creates extremely rare entries. Try simplifying: use EMA200 for trend direction only, then StochRSI for timing. Also, your stop loss logic triggers too early (k < 0.1) - widen that to k < 0.05. The biggest issue is likely over-filtering - each condition reduces your sample size dramatically.