Build a futures trading bot in contracts and ticks.

A contract-aware futures example

Inspect the 15-minute MNQ mean-reversion template: RSI(7) at or below 30 for long entry, at or above 70 for short entry, one contract, a 160-tick initial protective distance, a 100-tick target and a six-hour maximum hold. Its lifecycle closes before expiry with a three-day setting and uses the selected front contract offset. These are example settings, not optimized rules.

Inspect Futures 15m MNQ Mean Reversion, use Customize to save a private draft, and review every setting before running it.

Historical simulation, not live performance. Partial closes may create multiple matched records. The run uses available history; its dates can change as data refreshes. Inspect costs, fills, missing data and warnings in the full report. These settings demonstrate software behavior, not a recommended strategy.

Historical futures bars use continuous/back-adjusted product history rather than exact broker-fill replay for every contract month. Verify tick size, multiplier, margin, session, first-notice/expiry and roll behavior before comparing the model with a live contract. TastyTrade is the marketed futures connection; live account/instrument eligibility and Elite access apply.

See the backtesting guide, futures rule examples and plans.

Check futures access before creating a bot

Historical testing: Continuous/back-adjusted product bars; not a complete history of each dated contract. Review roll and expiry assumptions. Stored intervals are 1, 5, 15, 30 and 60 minutes and daily where data is available; inspect the reported period instead of assuming every symbol has every interval.

Plan and execution limits: Premium or Elite is required for continued automated deployment and historical testing after the trial. This market’s paper practice requires the applicable Premium/Elite entitlement after the trial; Standard’s continuing free practice is for stocks/ETFs. Provider support is not a promise that every account, country, symbol, structure or order type is eligible. Review the connection and strategy compatibility report, quote timestamp, fees and market-data rights. Investfly-managed protection and modeled fills can behave differently from native broker orders. Review current plans and testing assumptions.

How to evaluate a futures backtest

The MNQ example above reports September 10–October 2, 2026 and 122 matched closed records. That short period is a configuration check, not evidence of long-term robustness. MNQ’s catalog tick is 0.25 index point with a $2 point multiplier: $0.50 per tick per contract. The example’s 160-tick distance therefore represents $80 per contract before fees or slippage; its 100-tick target represents $50. Neither is a guaranteed fill or loss limit.

Open the linked full configuration and current report, then use a compatible virtual account. Historical product bars do not make every contract executable at the selected broker.