Advanced
Testing futures strategies with realistic contract data
A continuous chart is a research construction. Testing a futures strategy requires knowing which contract could actually have been traded at each decision.
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Futures Trading Guide
Understand futures contracts, read market structure and build strategies for direction, relative value and hedging. Follow ten stages from contract basics to advanced research and disciplined risk management.
Start with What a futures contract commits you to, then follow the next lesson links. Explore 40 lessons with worked examples, exercises and further reading.
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Research and Trade Management · All lessons
Research and Trade Management
Test ideas honestly, manage open trades and build a repeatable decision process.
Advanced
Walk forward testing expectancy and overfitting
A promising historical result is a hypothesis. Testing it on data that did not choose the rules helps reveal how much of the apparent edge may...
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Advanced
Managing exits scaling and the decision to roll
Entry rules are only part of a strategy. Exits, quantity changes and rolls determine how the initial idea becomes an actual account result.
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Advanced
Building a complete futures trading plan
A complete plan connects research, contract knowledge, execution and cash controls. Its value is that another person could understand the decisions before seeing the result.
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