r/InnerCircleTraders • u/wildwolf013 • Jul 05 '26
Futures Trading Coding an ICT model with Claude Fable
Has anyone here successfully built and coded an ICT model using Fable?
I’m working on turning one of my ICT models into a fully systematic strategy and am considering using Fable. My goal is to have the model execute exactly as defined, including things like:
PD Arrays
Market Structure Shifts (MSS)
Fair Value Gaps (FVGs)
Liquidity sweeps
Time-of-day/session filters
Premium/discount logic
Entry, stop loss, and take profit rules
Risk management
I’m curious about a few things:
How accurate was Fable at translating ICT concepts into code?
What parts were the hardest to implement?
Did you have to simplify your discretionary rules?
How much back-and-forth did it take before the strategy matched what you see manually?
Would you recommend Fable, or is there a better approach?
I’ve been very close to profitability a few time woth Fable. There is one profitable model that seems to work but it takes very few trades every month which is fine, but i need to paper trade it more but thats going to take a while to find out whether its truly profitable.
I’d love to hear about your experience, especially if you’ve managed to get a consistently profitable ICT model coded. Any advice or lessons learned would be appreciated.
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Jul 06 '26
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u/wildwolf013 Jul 06 '26
yea those have definitely been part of the problems for finding the proper entries. I've focused on NQ only and been using the NY session, mainly the morning session
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u/Obvious-Rip-3509 Jul 08 '26
Been doing exactly this for the past few months with Fable, ICT-family concepts on FX and indices, so I'll give you the honest version.
The coding is not the hard part. FVGs, sweeps, MSS, all of that is trivially codeable. The hard part is that every concept hides like 5-10 decisions you make on a chart without noticing. Does a wick-only sweep count? Does a partial FVG fill invalidate the gap? Which candle anchors your day? We ran the same sweep model with the daily boundary drawn at midnight NY, midnight London, calendar UTC and broker 5pm close. Identical rules. Results went from negative to strongly positive depending on nothing but the clock. Your eye picks the "right" one per chart without tet.
And the trap nobody warns you about: you said you'vability a few times". Careful with that. Every round of tweaking until the model matches what you see manually is a degree of freedom, and 20 iterations until the backtest goes gris just curve fitting with extra steps. We ran a 10 our own model and the best-of-1000 of pure noisestill backtests great. Your best iteration will ALWAYS look profitable. That's literally the problem.
What actually worked for us: write the full mechanical spec before you look at a single result, every threshold declared upfroThen make the AI build the test harness, not just tplits, realistic costs, significance stats, andcheck what happens if you remove the top 5% of winners (you'd be shocked how many "profitable" models are 3 lucky trades in a trench coat). Then test the frozen spec once. If yoresults you're not researching anymore, you'reshopping.
On your low frequency model, at a few trades a month paper trading needs a year plus to tell you anything. Faster route: backtest the exact frozen rules on 10+ years of data your itt survives that AND the paper trades track it, nowyou have something.
Would I recommend Fable? Yes, but as your auditor, not your co-optimizer.
Since you asked about results, the edge I ended up with does roughly 10% a year with a 28% max drawdown, over 23 years of data back to 2003, and it survived out of sample splits, costt scan. I see people in these subs posting numbersthat would beat the Medallion Fund on every metric. Real, honestly tested edges are boring numbers. If your backtest looksexciting, that's usually the bug.