After 15 Months of Development, Here’s Our Automated Futures Trading Project that works on Tradovate accounts
Hey everyone,
Over the last ~15 months we’ve been building and refining an automated futures trading system for NinjaTrader based on our own manual trading experience.
The system combines fixed-rule execution with concepts related to market structure, liquidity behavior and SMC-style logic.
The main objective from the beginning was not to create a “holy grail”, but rather something capable of surviving different market conditions while removing the emotional side of execution entirely. This works on Tradovate accounts, managed thru NinjaTrader platform. Prop firm compatible, but also live account suitable.
Instead of discretionary trading, the focus was placed on:
• predefined execution rules
• controlled risk parameters
• session-based filtering
• automated management
• consistency over long periods
The system currently runs multiple models across futures markets including indices, forex, crypto, metals and bonds.
We’ve mainly been testing robustness, behavior during drawdowns and long-term stability rather than trying to aggressively optimize for unrealistic returns.
Internal hypothetical/backtested data currently covers:
01 Jan 2025 → 22 Apr 2026
Some examples from different models:
• NQ models reaching around ~$40K simulated net profit with high win-rate behavior
• ES models showing lower volatility and more controlled equity curves
• Treasury/Bond models performing surprisingly stable during slower market conditions
• Separate crypto and forex models behaving very differently depending on volatility regimes
Obviously these are hypothetical/backtested results, not audited live returns, and we fully understand the limitations that come with backtesting.
One thing we noticed during development is that systems with lower excitement but stronger consistency tend to survive much longer than highly optimized systems that look amazing for short periods.
Curious what more experienced traders here think about:
• balancing robustness vs optimization
• acceptable drawdown levels for futures automation
• differences between prop-firm behavior vs live-account behavior
• whether simpler fixed-rule systems tend to outperform more “intelligent” adaptive systems long-term
Happy to discuss the development process and hear different opinions from people running futures automation themselves.
