Can someone help with my AI strategy that im building.
I have been doing some trading for this year and im trying to build a custom AI tool that could help both me and others get profitable. Currently the problem that im facing is that from back testing 2 months i only get 6-8 trades. Thats super low, the current strategy is this:
• Markets: BTCUSDT + ETHUSDT futures
• Timeframe: 5m
• Style: trend continuation / pullback / breakout
• Core filter: VWAP is used as the main bias/context filter
• Main setups:
• VWAP Trend Hold
• EMA Continuation
• Opening Range Breakout
• Momentum Continuation Breakout
• Trend Pullback
• Liquidity Sweep Reclaim
• Trading windows: CET time
• 09:00–12:00
• 15:30–18:30
• No weekends
• Filters / no-trade conditions:
• trend alignment required
• VWAP alignment required
• avoids chop / compression / weak momentum
• avoids low-ATR dead market
• avoids repeated VWAP-cross conditions
• avoids late chase / late pullback entries
• Risk model:
• ATR/structure-based stop
• fixed 2R target
• no runner
• no TP2
- how to improve continuation quality
- whether some of these setup types should be removed
- whether VWAP is being used correctly as a filter/context tool
- whether ORB + pullback + VWAP continuation is too overlapping/redundant
- what professional traders would simplify here
- whether the exit logic should stay fixed 2R or be made more context-dependent
- Is this too complicated?
Thanks for the help!!