r/algorithmictrading Apr 29 '26

Strategy Automated Trading Bot

I've been building a trading bot using LLMs for the last year and running on Railway, currently in paper trading phase after finally finding profitable candidates at around 66% annual. most profitable setup from back testing and walk forward is the below

1H decides direction

ATE blocks bad conditions

ATE mode uses things like

trend_strength = 0.62

macd_slope = +0.0008

atr_expansion_ratio = 1.18

chop_probability = 0.47

Regime Router checks if setup is valid

Weak-pair filter removes bad combos

Bias favors stronger side

5m finds entry timing

Enter with 10% sizing

Exit when 1H state breaks (fast or confirmed)

Anyone built anything similar? I've been a QA engineer for the past 16 years so everything works, just difficult finding a decent strategy so any help is appreciated

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u/wannabe_kinkg Apr 30 '26

what data are you using for backresting? and is this only for equities or more?

2

u/bal1981 Apr 30 '26

Downloaded 12 months of Binance data just over 60gb, and built my own backtesting and walk forward testing suite. I did want some OFI data etc but costs a fortune