Algorithmic trading systems — futures and FX

Automated futures and FX systems built rules-first — where the trading logic is never allowed to bypass the risk layer.

I wanted to know whether I could build an automated trading system myself. The more interesting question quickly became: could I make one safe enough that I'd actually trust it around real money?

Two strategies run across six CME micro-futures instruments, plus a GBP/USD system on a funded MT5 account. Hard-coded daily loss limits, kill switches and firm-agnostic risk configuration sit above the strategies, so no signal can trade past its limits.

Nothing goes live without passing simulation first — the system has to prove itself against paper conditions before it is allowed to execute.

Fills logged during exchange-closed hours are rejected and flagged rather than quietly trusted. It is a small check, but exactly the kind of quiet data issue that can make a whole result look better than it really is.