The OP stated "I love developing trading strategies and good at programming." My comments were in reference to it. The image of a hypothetical P/L made me conclude (which I could be wrong) that his strengths were in programing vs finding alphas. Come to think of it, most creative alpha finding systematic traders that I know just hire individuals who code python who are willing to be employees. That being said if the OP has the skills that I am looking for I would partner with him on a few systems. Maybe he needs capital.
0$ commission, 0 slippage,....... Add $4 round-trip per contract and 0.5 tick per trade (so 1 tick per position), and that would start getting a bit closer to real life trading. If you are still profitable after that, then start paper trading, real-time, with a good platform (not one where you would buy at the bid and sell at the offer!!!). Have fun and be patient. You might need many years to get where you want to go.
I have a few profitable automatic scalping strategies, however I have not been able to find anywhere that I can trade without paying fees every time an order is executed. And my strategies are only for Futures. I can fund them myself but fees and commissions make it impossible.
If I had high frequency strategies, I will try hft firms. If they don't take you, then try the prop shops which also pay very low fees. These pay almost nothing because they have memberships at the exchange. Some of them are self clearing which is even better.
I highly doubt a high frequency strategy is created, tested, traded live from retail platforms on retail brokers on retail hardware/lantecy to have any meaningful results that would even get an interview at a HFT fund.
From your comment Sorry I did not read your post carefully, so my last reply for your comment might be out of the way. Actually I agree with what you said, the most important thing is to get the results – find alphas and make profit. Programming is just one of the tools that may help accomplish the goals but not the only tool. “It doesn’t matter whether it is a white cat or a black cat, as long as it catches mice, it is a good cat.”The properties of the ones who carry out the tasks are far more important than the theoretical knowledge or tools.
0.5 tick : ) I know what u r thinking about...... now at least two strategies come into my mind that do require a slippage setting of 0.5 tick, but this is not the case