You never see or write any code or formula syntax. You describe the idea in
words; the structure below is what AskFutures fills in for you, and what you
see on the strategy card.
The anatomy of a strategy
Market — what you trade
The traded futures symbol (e.g.
MNQ), plus any extra markets the rules
read but don’t trade (e.g. trade ES, watch NQ).Entry rule — the core idea
The condition that opens a position. Buy opens a long; sell short
opens a short. A strategy can be long-only, short-only, or both.
Exit rule — how you get out
Either a conditional exit (close when a condition is true) or a structured
exit (a stop, target, trailing stop, max-time, or end-of-day close). See
Risk & trade management.
Trade filters — trade more selectively
Conditions that thin out signals without changing the entry — time-of-day
gates (“only 9:30–11:00”) or frequency limits (“first trade of the day”).
Parameters — the tunable numbers
Named values like
ema_fast_period = 9 or stop_loss = 400. These are what
you (or the optimizer) can sweep.How the parts fit together
What you see vs. what runs
Under the hood a strategy is a compact, structured plan. You never see that internal form — on the strategy card you see entries, exits, filters, and parameters, plus a Strategy Flow chart of the logic.When something can’t be built
If your request is ambiguous or asks for something unsupported, the strategy carries notes instead of silently dropping it:Assumptions
Assumptions
What AskFutures inferred — for example, defaulting to 1-minute bars, the last
1 year of data, and both directions.
Issues / unhandled requests
Issues / unhandled requests
What it couldn’t add, and why — so you’re never left guessing.