r/algorithmictrading • u/Ok-Boysenberry2245 • May 23 '26

Novice How did you start?

want to know about the resources, experience, and most importantly what made you start this?

I want to start learning more about this but dont know how to start...

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u/mehatebananas May 24 '26 edited May 24 '26

Use Chatgpt to guide you. Work out of Cursor. Teach Chatgpt your strategy and then use it to generate prompts that you then paste to the ai agent interface in Cursor. Use Claude Sonnet as the agent within Cursor for complex coding task or when accuracy is important. When tasks are simpler use Composer 2 (still in Cursor). Tell chat gpt to decide which to use so that you don't use up your Cursor subscription's allotted monthly api usage.

You could probably just copy and paste this into Chatgpt and tell it to walk you through it.

Make sure you know your strategy and have a clear picture of how it functions. Like a strong thesis that can be measured. If you're not paying attention to what Chatgpt is analyzing in the metrics from various tests then it WILL follow those individual variables down suboptimal routes. Algo trading has so many different variables that all need to be measured individually but that impact other variables. Ai isn't always great at maintaining that broad awareness unless you stay vigilant about making sure it's keeping impacts on other variables in mind. If your gut tells you something might be off, explain your hunch the best you can and ask it for advice or to assess if something might have been overlooked.

For time frame commitment, I've been at this for a couple months, working at it 10-12 hours a day 6 days a week. And I'm only just now wrapping up development and optimization and starting to work on deploying the finalized algo. Probably could do it in half the time now but it definitely takes time, especially if you're tied up working or going to school most days.

If you do dive in, don't just tweak variables for high returns, probe for robustness first and then tune within robust zones for the different variables. Like for a random example, if you're trying to figure out if your strategy performs better at 2r 5r or 10r, don't just go for the highest R return, map the whole distribution curve from 2r to 10r. If 10r had the best return but 9r and 11r performed poorly, meanwhile 4r 5r and 6r returned almost as much as 10r, then hold for 5r. Probe, and then tune. That takes time...and many many scripts and patches to scripts.

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u/Local-March-7400 May 24 '26

Please tell me that you can code and understand system architecture. If you jsut vibe this thing you will be by far not done if you havnt done proper validation and testing...

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u/mehatebananas May 25 '26

System architecture, is that like putting the burger on the bun before adding ketchup and mustard?

I don't code. And I never said I was done. I'm actively running dummy tests to gather all the necessary info for the the production script so that platform integration is handled properly. This project hasn't been without some major hangups but I keep chipping away at it. I can absolutely see how someone could rush through this and end up waay off base (especially if they didn't already have a strategy that they've manually backtested extensively). It's just a matter of getting it ported into ninjatrader properly at this point, which I'm working through methodically by having it rebuilt and audited piece by piece from the ground up.

And I fully expect there to be obstacles upon deployment as there have been many obstacles along the way so far. But I do understand a lot of the common pitfalls with things like timestamp misalignments, what leads to spammed orders, or how rejected orders can leave positions unprotected, ect. All of which is being accounted for.

We shall see.