Algo Q&A by Kevin J. Davey
THE HOLY GRAIL STRATEGY
I have been chart trading for a while, and recently decided to tackle algorithmic trading. I am looking for a single mini S&P strategy that trades one-minute bars, multiple trades per day, with a position sizing approach that generates over $1 million in profits with minimal drawdown. With my most recent backtest iteration, I feel I am almost there. Can you help me reach the summit?
I was once like you—I’d drift off to sleep at night dreaming of the holy grail millionaire strategy ...