All work
Execution systems

CME micro futures execution bridge

TradingView and Pine Script strategies on CME micro futures turned into causally valid live execution.

MNQ, MES, MCL
CME micro futures supported
Lookahead removed
Signals use only information available at the moment of each order
OCO brackets
Dynamic bracket orders with breakeven automation

The situation

A futures trader ran strategies on TradingView and needed them executing live on CME micro futures (MNQ, MES and MCL) through a broker API.

The challenge

Pine Script signals can look better in a backtest than they ever perform live. Some constructs use information that was not yet available when the order would have been placed. The bridge had to act only on signals that could genuinely have existed at that moment.

What we built

  • A signal pipeline that removed lookahead bias from the Pine Script logic before passing signals to execution
  • Dynamic OCO bracket orders with breakeven automation
  • A live trading dashboard for positions and orders
  • Broker integration through the Tradovate API

What was delivered

  • Signals that behave live the way they did in testing
  • Automated bracket and breakeven handling in place of manual management
  • A system the client can monitor from a single dashboard

Stack

  • Python
  • Pine Script
  • TradingView
  • Tradovate API
  • WebSockets

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