Futures-Edge — Minimal-Indicator Price-Action Futures Bot (v2)

Python-based futures trend engine
The edge is simplicity: one trigger, two gates
UT Bot flip entry · ADX + RVOL gates · ride-to-the-flip exit · Outputs: Discord

Overview

Futures-Edge is a lean trend-following futures bot. Its thesis is that a single, well-chosen trigger behind two sharp hard gates beats an indicator soup. The whole entry brain is the UT Bot — an ATR-based trailing stop that flips long/short when price crosses it — and the only things allowed to veto a flip are an ADX (trend-strength) and a relative-volume floor. Its role is signal generation and stateful alerting on closed bars, not brokerage execution.

This is v2. The original build used a three-vote trend (VWAP + EMA stack + Stochastic), three price-action setups (opening-range breakout, swing-failure, smart-money structure) and a dealer-gamma gate; it was accurate but traded too rarely to be useful. v2 replaces that entire brain with the UT Bot flip to get a competitive, daily trade cadence while keeping the risk discipline.

The Entry — UT Bot Flip

A trailing stop is kept a distance of Key Value × ATR from price: below price in an uptrend, above price in a downtrend. When price crosses the stop, the trend is considered flipped.

• Long when price closes across the stop from below.
• Short when price closes across the stop from above.
• Key Value sets sensitivity — a wider multiple means fewer, slower flips; a tighter one means more, faster flips.

The Gates — ADX + Relative Volume

UT Bot's one weakness is chop, where price oscillates around the stop and flips repeatedly. The two hard gates are the cure: a flip may only become a trade when trend strength (ADX) and participation (relative volume) are both above a floor, with a tighter floor outside regular hours. A single dial selects the strictness:

The Exit

The default profile mirrors a high-profit-factor trend system: cut losers fast, let winners run.

• Flip (default) — ride the position until the opposite UT flip, protected by a hard ATR disaster-stop so a gap can't blow up a single trade. The trailing nature of the UT stop is what lets winners run.
• LRC band — optionally also bank profit at a Linear Regression Channel band (a mean-reversion ceiling/floor) for a higher-win-rate variant.
• Structure — optionally place the stop at the most recent swing instead of an ATR distance.

Sizing and Session

• Win-rate contract tiering — size steps 1x → 2x → 3x as the trailing win rate improves, with hold-thresholds for hysteresis so it doesn't flip-flop.
• Session — trades all hours, but stops opening new positions in the last 15 minutes before the regular-session close.
• Persistence — open positions are saved per run tag, so a restart resumes managing them, and read-only reprice / settle tools can see them on demand.

Alert Model

Futures-Edge publishes to its own Discord channel:

• Entry — symbol, side, quantity (and size tier), entry price, hard stop, exit style, the live ADX and relative-volume readings, and timeframe.
• Exit — exit price, reason (stop, LRC take-profit, or UT flip), point difference, point value, realized dollar P&L, and a running daily tally with win count and win rate.
• Session-start — the full run configuration: tickers, timeframe, broker, UT parameters, gate tier, exit style, and sizing.

Markets and Data

• Currently ES and NQ (including the micros MES / MNQ). The engine is instrument-agnostic, so other liquid futures such as gold and oil are a small configuration addition later.
• Default timeframe: 15-minute closed bars.
• Market data via TradeStation, with a Schwab fallback.

Positioning

Futures-Edge is designed for human-in-the-loop decision support on futures: a simple, high-cadence trend signal that is easy to understand, with the gates doing the quality control and the exit doing the risk management. It trades affordable instruments (ES/NQ micros) so the signals are accessible to smaller accounts. The engine maintains a mirror book for tracking and alerting; it does not place live orders.