Building EAs for Spot vs Futures Markets What Should Change in Your Logic?
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Been working on an EA in fxDreema and ran into something worth discussing here. Most of my blocks were built assuming spot-style execution, buy the asset, hold it, exit when the signal says so. But when I tried adapting the same logic for a futures pair, a few things broke. Margin calls, funding fees, and contract expiry all throw off the block flow if you don't account for them upfront.
A few questions for the community:
Does anyone separate their spot and futures strategies into different block sets entirely, or do you handle both inside one EA with conditional logic?
How are you factoring in liquidation risk when backtesting a leveraged futures setup versus a simple spot buy/sell EA?
Any tips on structuring stop-loss blocks differently for contracts that don't involve actual asset ownership?
If anyone wants a plain-language refresher before diving into the blocks, this breakdown on the Difference Between Spot and Futures Trading covers by craitrix the core mechanics well, ownership, leverage, and risk side by side. Helped me sanity-check my assumptions before rebuilding the logic.
Would love to see how others are handling this in their block structures.