u/Pleasant_Rice3949 ·
Reddit — r/algotrading
· March 19, 2026 at 17:17
· ⬆ 17 pts
· 💬 70 comments
| View on Reddit ↗
AI Summary
Summary
The author, an experienced discretionary NQ futures trader, has attempted to codify their intuition into an automated trading bot using AI tools (Claude, ChatGPT) and their personal trading history.
The resulting strategy is a volatility-regime-switching model for NQ futures on a 5-minute timeframe, which has shown promising backtest results and is about to be deployed in a demo environment.
Quality assessment: This is speculation. The post describes a process and a backtested result, not a live, proven strategy. The core idea relies on the unverified premise that an AI can successfully model a discretionary trader's "edge" and that the resulting backtest is representative of future performance.
Score17
Comments70
Upvote %71%
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Hey all - I’ve been an NQ trader for 15 years. I don’t have a detailed quantifiable system. I trade based on what I see on the chart. A decade plus of watching price has allowed me to see patterns and recurring behavior that generate a trading edge.
This last month a friend asked why I haven’t used AI to build an automated trading bot. I was taken back - so I started messing around in Claude and ChatGPT. I fed over 5 years worth of my trading history into the AI and had it analyze. I explained my process, what I look for, when I like to trade, etc. Over a few weeks, and much iteration, it built a bot closely based on my winning trade history. It performed great in higher vol environments but this meant it sat out most low vol regimes. That was leaving money on the table. So we built in an automatic volatility filter that switches strategy and execution between different vol regimes. All my metrics improved based on that update. This isn’t a high volume bot, but it is quite successful (on back test)…trading the 5min timeframe.
It has taken a lot of debugging and refinement to get the API to work and real time data from Databento. I think I am ready to deploy the demo - fingers crossed the performance is anything like the extensive backtesting!