알고리즘 트레이딩 봇 만드는 방법 공유해 주세요! 🤖

* Step 1: Have a working strategy that's profitable
* Step 2: Quantify the rules of your strategy so that they work without human intervention
* Step 3: Backtest the loose idea, following the rules you just created, using Python or trading view, to see if it's remotely close to breakeven or profitable
* Step 4: If it shows promise, then commit to full development in python
* Step 5: Open a brokerage account that allows algorithmic trading, like Alpaca or similar
* Step 6: Connect your script to your account
* Step 7: Run it against a paper trading account for X cycles/sessions
* Step 8: If profitable, use it for live trading

I don't understand what you are asking for. Are you asking how to program a trading bot (like the fundamentals of how a trading bot functions)? Or are you asking for a strategy to plug into a trading bot?

ask claude coding

Claude is your best friend. I started from zero in January and mine works great.

My friend and I have 5 algo bots running during NY and 1 during Asia. It’s alot that goes into it. We have the alert/notifications set so once they pop, we hop in.

Your trying to force human logic into a machine your filling in too much details. Try research machine learning and database structures.

> in this case AI is based on the 99% of bullshit that it’s online,

Welcome to the age of slop, my friend.

> 1. ?4Create a model to detect the regime in the last x seconds/minutes/hours
> 2. ?4Create a model to detect if we're in a mean reversion scenario or breakout
>
> etc…

This is already way beyond what you need to do to start an algo. There are so many basic things you need to get right before it makes sense to even start alpha research.

I won’t even touch on all the infra work that you need to do at that start, as it goes pretty much without saying (data and broker connectivity, databases for historical data, etc…).

After you have all the tech/infra, the first thing is risk management. Not the cringe _rIsK mANaGeMenT_ that people talk about in this subreddit with position limits and stop losses, but the actual institutional meaning of risk management which is to understand what risks you’re exposed to.

If your algo is short 200 contracts of September ‘26 Micro Nikkei JPY futures, long 100 shares of SPY, and long 500 shares of VT, what’s your risk exposure to EURUSD? To APAC equities? To tech? To British financials? To the outperformance of US stocks vs European stocks? …

Which factors actually matter and which don’t? How much risk exposure are you willing to run with respect to each of these buckets? How do you control it?

These are basic things in the sense that they’re foundational to an algo, not in the sense that they’re easy to do. Alpha research is almost completely a waste of time until you have a system which is aware of which risks its running and is able to keep them under control.

Once you have risk management you can start with some very basic stuff. Give it some risk constraints, and trade around them.

For example, if you put as a risk constraint that it should always try to stay long X amount of diversified risk in the broad equity market while buying a bit on pullbacks and selling a bit on rallies, you may very well underperform buy-and-hold with bad timing and stock picking (even before accounting for fees), but at least your performance shouldn’t be _too_ much worse than buy and hold, as you were also always long in aggregate.

And then comes performance analysis. Where did you make money? Where did you lose money? Is it a problem of a risk exposure building unintentionally or was it an intentional exposure that was simply bad positioning?

Performance analysis is the only way to improve the actual alpha, which is why in the previous point I suggested to implement a very basic system just as a placeholder really. It’s pointless to waste time on alpha when you have no way to measure it.

Only then it makes sense to look into regime detection and whatnot.

__TLDR:__ Algotrading isn’t easy, and definitely not a sensible path to wealth, I strongly recommend not wasting time on it unless you actually enjoy this process.

I used Gemini to code my strategy in NinjaScript and run it ninjatrader, fully automated.

No

people do not share successful recipies