Futures algo trading: find, test and export automated futures strategies
AlphaPrime searches rule combinations on the futures market and bar size you pick, backtests each one with commission and slippage, and exports the ones you keep as source code for your trading platform.
No credit card. Windows 10/11, 64-bit. Linux and Mac versions coming soon. An NVIDIA GPU gives full speed; a CPU works too.
How does algorithmic futures trading work in AlphaPrime?
- 1
Pick the market and limits
Choose the market, bar size, test period, costs and the indicator families the search may use, for example ES on 15-minute bars. You fill in settings, not code.
- 2
Generate and backtest
AlphaPrime combines rules into candidates and backtests each one with next-bar fills, commission and slippage. Its measured speed is about 1.2 billion strategy evaluations in roughly 18 hours on one GPU.
- 3
Check the survivors
Read the report, look at the out-of-sample stretch and run walk-forward analysis on the keepers. Most candidates should not get this far.
How do you keep an automated futures strategy from being a lucky backtest?
| Check | What it answers | Where to do it |
|---|---|---|
| Trading costs on from the start | Does the edge still pay after commission and slippage? | Every AlphaPrime backtest |
| Out-of-sample data | Did it work on dates the search never saw? | The in-sample and out-of-sample split in the settings |
| Walk-forward analysis | Does it hold up when re-tested period after period? | Strategy validation |
| Monte Carlo drawdown | How deep can the drawdown get with the same trades in another order? | Free Monte Carlo simulator |
| Neighbouring settings | Does a small change in its settings break it? | Robustness testing |
Where do automated futures trading strategies run?
You get source code. Your platform runs the strategy and your broker fills the orders. AlphaPrime does not place orders.
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Frequently asked questions
What is futures algo trading?
Trading futures from exact written rules that a computer can test and run. The rules are backtested on past data first, then run on a trading platform that sends the orders.
Is algorithmic futures trading profitable?
Some strategies are and many are not, and no software can promise it. Costs, slippage and changing markets remove most backtest profits. Treat every result as a test, not a forecast.
Is this intraday algorithmic trading software?
Yes. You can generate and test on intraday bars such as 15-minute or 60-minute bars as well as daily bars. Check the session and slippage settings with care, because they matter more on short bars.
Do I need to code?
No. You choose settings on screen. The export gives you finished source code for your platform, and you can read or change it if you want to.
What does futures algo trading software cost?
AlphaPrime is US$1,490 for Classic or US$2,490 for Reserve, a perpetual license with 1 year of updates, after a free 7-day trial. Your platform and broker charge their own fees.
Try futures algo trading free for 7 days
Research software, not investment advice. No profit guarantee; backtest results do not indicate future performance.