Building a strategy
Kind of what the title says really I don't know how u guys do it. I am a software dev and well I been building for 6 months and algorithmically I have tried everything from candle shapes and candle patterns to strategies relying purely on maths and Brownian motion etc and other volume based strategies with so many features to calculate.
I prototype in Python for backtests and use Rust for forward testing but I am ashamed to admit it I can't find a strategy I am not looking for people's strategies the secret sauce as it will, if people want to share that's great but I am more looking for some help what am I doing wrong and how you all are approaching strategy building ?
How do you guys build your strategies since none of mine work properly in backtests and currently I have one strategy where by 10 o'clock I am trying to predict or recognise using like ViX , gamma etc and other features is it going to be a choppy day or a trendy day. Which has proved impossible can't figure it out. This is just one of the many problems I run into with everything I try and I am trying to not fit to the data which makes my backtests accurate but then I can't find an edge. No clue how to find an edge at all it's like I try compute everything and see what works etc and nothing does then I think about it from first principles but it collapsed and hits a fundamental problem. Used things like HMM and so on as I am big into maths and quant finance.
I use ML as well but I think I am just making it too complicated and it seems like I am running around in circles with no direction.
So I am looking as to how do you all build your strategies what do you do are they simple not what they are but how do you go about it I've been hitting a brick wall for 6 months now and I'm borderline giving up I don't know where to go Ive tried everything what am I missing.
Thanks any help greatly appreciated.
Posted Jun 8, 2026, 10:16 PM UTC