Algo traders of Reddit: How are you incorporating market regimes into your system?
u/HystericalMan ·
Reddit — r/algotrading
· February 14, 2026 at 01:13
· ⬆ 30 pts
· 💬 33 comments
| View on Reddit ↗
AI Summary
Summary
The author, u/HystericalMan, has developed a trend-following Expert Advisor (EA) that excels in high-volatility environments but underperforms in low-volatility, compressed market regimes.
The author is seeking methods from the community to systematically detect market regime shifts, specifically the transition between high and low volatility, to improve their algorithm's performance.
The post is a technical inquiry about strategy enhancement, not a specific market thesis or directional call on any asset. It focuses on the "how" of trading rather than the "what" or "when."
Quality assessment: This is a technical discussion and a request for information, not investment due diligence (DD) or speculation. It is noise from the perspective of finding a specific trade but valuable from a quantitative strategy development standpoint.
Score30
Comments33
Upvote %89%
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I’ve built a trend following EA that performs well in high volatility market regimes across multiple different asset classes.
However performance degrades in slower compressed volatility regimes, while it doesn’t break my EA, being able to detect this accurately would obviously be useful.
For those of you running fully systematic strategies how are you detecting regime shifts?
I was thinking with starting by looking at ATR compression/decompression but I’m open to any and all ideas.
I’d appreciate a few pointers in the right direction 🫶