u/jerry_farmer ·
Reddit — r/algotrading
· February 15, 2026 at 09:38
· ⬆ 290 pts
· 💬 152 comments
| View on Reddit ↗
AI Summary
Summary
The author, u/jerry_farmer, has developed a scalping algorithm that has been profitable in live trading for three weeks, with results closely matching the backtest.
The author is seeking community feedback on the strategy's potential longevity and is planning to increase position sizing after one month of successful live trading.
The post highlights the common difficulty of creating robust scalping strategies that can adapt to changing market regimes, a challenge the author believes they have temporarily overcome.
Quality assessment: This is speculation based on a very short live trading period. While the author provides a backtest image, there is no verifiable data, methodology, or underlying asset information. The post is more of a personal progress report than research.
Score290
Comments152
Upvote %96%
▶ Full Post Text
I've been developing successful swing trading algos, but I always struggled to find a profitable scalping strategy I can automate that works more than 1-2 weeks
Market is changing everyday and while a swing trading algo avoid the noise, my scalping algos failed.
I've been working on this one for few months, and have been running it for 3 weeks so far, with 3 negative days. Results match the backtest (slippage included) so I'm pretty happy of it. Can't wait to close the first month of live trades to start increasing my position sizes, my goal is to run it with 0.8 to 1% risk per trade.
What do you think of this backtest (Sharpe > 1) and how soon do you think this strategy will fail? :)