Futures Automated Trading System
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About this skill
Problem This Skill Addresses
Futures short-term trading often lacks an executable pre-market plan, post-market review, and a consistent fill accounting baseline. Manual monitoring can miss policy, industrial, news, and funding signals, while simulated fills may differ from live experience due to quote price, slippage, and commission assumptions. @user_275f627a/futures-auto-trader turns these tasks into a workflow for engineers and review-driven traders: first test whether signals resonate, then produce an auditable ledger result.
How It Works
- Four-layer signal resonance: score
policy → industry → news → funding, filter layer by layer, and shortlist a trade only when the total resonance crosses the threshold. - Pre-market plan: on workdays at
08:30, generate overnight markets, hot instruments, trade plan, position review, and risk controls, including direction, lots, entry, stop-loss, take-profit, and position ratio. - Post-market review: on workdays at
15:30, summarize fills, closing positions, signal hit rate, P/L, ledger validation, and next-day watch items. - Virtual ledger V3.0: long entries fill at
ask_price, short exits atbid_price; defaultT+0,2-tickslippage both ways, with commissions and margin computed from contract specs. - Multi-session coverage: supports morning, midday, and night sessions; night plans can be generated with
--session night. - Live-readiness: current mode is simulated quotes and virtual fills;
CTPintegration is prepared for asimtorealtransition.
Scope And Caveats
This skill is better suited to short-term strategy validation, standardized review, and ledger accounting alignment than to acting as a real-time trading terminal. The source material states that current quote data is simulated; live integration requires broker CTP API access, front addresses, account configuration, and prior simulation validation. Margin, commission, and contract specs materially affect results, and a risk-degree alert triggers above 80%; compare ledger records with SimNow-style simulation outputs before relying on them.
Use Cases
- On weekday mornings, draft futures short-term decisions by scoring four layers and listing hot contracts, direction, stops, and lot size.
- After close, compile fills using the ledger with counterparty quotes, commissions, slippage, floating P/L, and signal hit rate.
- When backtesting a futures strategy, validate fill assumptions using T+0, 2-tick slippage, margin, and contract specs.
- During night-session review, generate a night plan and check overnight markets, position risk, and next-day watch items.
Best For
- Futures short-term traders who need to align pre-market signals, post-market fills, and ledger P/L in one baseline.
- Quant engineers who need to validate fills with counterparty quotes, slippage, commissions, and margin rules.
- Risk managers running simulated accounts who need to monitor margin usage, risk-degree alerts, and margin-call warnings.
- Research analysts writing trading reports who need archivable morning, midday, and night session plans and reviews.
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