u/RationalBeliever ·
Reddit — r/algotrading
· July 16, 2026 at 15:15
· ⬆ 15 pts
· 💬 8 comments
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AI Summary
Summary
The author shares results from a scalping bot that trades only during the first 15–60 minutes of market open using a trailing stop, achieving a 33% win rate but positive daily geometric mean ROI.
The thesis is that the bot's strategy (smaller losses, larger wins) works overall, but the author wants to improve performance during choppy conditions, possibly via an iron butterfly option strategy.
The post is a forward-testing update and a request for feedback; it lacks specific asset names, trade examples, or a clear investment thesis beyond bot mechanics.
Score15
Comments8
Upvote %86%
▶ Full Post Text
Here are my scalping bot trades from this morning. It trades at market open and stops when it hits a session equity trailing stop. For now, that means only trading the first 15-60 minutes most of the time. Forward testing shows session win rate at about 33%, but daily geometric mean ROI is positive because wins are much larger than losses. I'm actively investigating ways to either avoid choppy conditions or find a way to trade them, such as an iron butterfly. Any feedback on my bot or my chart, or ideas for how to deal with chop? Note: P = bought put.