Tradeify MES Trading System
Futures Trading System
Built the full system: strategy logic, Quantower integration, Windows VPS remote-management plane, dual-log observability, and the evidence-gated scaling protocol.
Project Overview
A systematic MES (Micro E-mini S&P 500) futures trading system built for a Tradeify funded account. The strategy is a momentum-fade blend with a multi-layer filter cascade, executed through Quantower on a Windows VPS. The system includes a tick-heartbeat watchdog, dual-log observability (strategy log + Quantower Serilog), and an evidence-gated contract-scaling ladder that requires n>=30 confirmed live trades before increasing size.
Challenge
Build a funded-account trading system that is disciplined enough to survive prop-firm trailing drawdown mechanics while remaining observable and maintainable remotely.
Key Features
MES Futures Strategy
Momentum-fade strategy with ATR regime filter, executed via Quantower on a dedicated Windows VPS with Rithmic market data.
Dual-Log Observability
Tick-heartbeat tracker, strategy file log, and Quantower Serilog combine to give full operational visibility over SSH.
Prop-Firm Compliance
Position sizing and trailing drawdown math built around Tradeify rules; evidence-gated scaling prevents unauthorized contract increases.
Lessons Learned
- school Trailing drawdown mechanics punish over-sizing far more than under-sizing. Observability is as important as the strategy itself.