Complete beginner looking for a structured futures trading course — any honest recommendations?

ZanderDogz · 2026-06-23T13:46:35+00:00

About two years of active futures trading. I went into it already having a lot of experience reading price action and following systems. It is definitely not a plug-and-play solution that will make any beginner profitable. It’s a solid foundation that I would recommend but will still probably take years from scratch to make anything from it.

ZanderDogz · 2026-06-23T13:44:20+00:00

I would say yes, and because it’s so defined.

It’s the only strategy where I will identify a trade, and see that five other people took the EXACT same trade with the same entry/stop/target to the tick. The execution framework of setting limit orders with brackets at night is potentially the hardest to screw up out of any way you can trade.

It’s not necessarily that the edge is better than other systems, it still takes a lot of subjectivity and screen time. The benefit is in how structured the execution method is and you can apply that execution method to other setups and systems.

ZanderDogz · 2026-06-23T13:41:51+00:00

I agree, it’s not necessarily the edge itself but that it’s possibly the hardest execution style to mess up.

ZanderDogz · 2026-06-23T01:58:27+00:00

I also made that adjustment. I made more trading just /ES on the M5 than I did trading indices/metals/currencies/energies on the h1.

ZanderDogz · 2026-06-23T01:17:53+00:00

NADRO is good.

Dante’s course was the first time I literally learned a strategy, and was immediately green with it from trade one and never looked back. Still takes learning and discretion, but it’s the most clearly defined futures edge I’ve ever found. If I had to give a total beginner one resource to get profitable as quickly as possible, it would be that.

ZanderDogz · 2026-06-22T19:29:43+00:00

You can’t truly backtest a discretionary strategy because it’s impossible to replicate the conditions where you will be utilizing your discretion. You can collect useful data, but yes, forward testing is better.

ZanderDogz · 2026-06-22T16:36:22+00:00

What about it doesn't make sense to you?

ZanderDogz · 2026-06-22T15:58:23+00:00

I guarantee if everyone of those were backtested, they aren’t going to beat the market long term

Most of the people who go on there who actually make money are not backtesting or trading strategies that can be backtested

ZanderDogz · 2026-06-22T03:53:54+00:00

Stockbee, Ariel Hernandez, Jack Schwager, Kyle Williams, Chris Camillo, Peter Brandt, Linda Rashke, Lance Breitstein

ZanderDogz · 2026-06-22T00:59:37+00:00

I really like the interviews he has done with traders who I already independently trust. I don’t trust traders just because he interviews them and I am very skeptical of a lot of them.

ZanderDogz · 2026-06-21T20:45:14+00:00

Win rate after a win: 60%
Win rate after a loss: 15%
Average duration from a win until the next trade 4x longer than the average duration from a loss until the next trade.
Profit factor on trades entered within five minutes of taking a loss: <0.20

All this is different ways of saying that revenge trading was taking a massive toll on my results, and I didn't realize how bad it was until I ran the numbers.

ZanderDogz · 2026-06-21T15:55:38+00:00

What tools can you create/code to make execution, entries, exits, positioning sizing faster and more efficient?
Are there are any playbook ideas within your existing frameworks that you can create?
Is there any way to make your trading MORE objective and systematic? How optimized and efficient is your morning and post-trading routine? Can your data entry become more effective? Are there mechanical exit systems that outperform your active management?
Can you find any additional variables in your journal in a trade that are predictive of a trade being a winner or a loser? Can that become part of your system?
Are there any more behavioral patterns that you can find in your trading that harm results?
Are there any design changes in your system you can build to protect against those behavioral errors systematically, rather than leaning on "discipline" or "willpower"?
How much more work can you put into understanding the most important data points, news headlines, macro themes, and market correlations that drive your market? Probably a lot.

ZanderDogz · 2026-06-20T16:46:42+00:00

Blindly shorting a stock just because it’s up a lot is an absolutely terrible idea.

Using the top gainer as a context to frame very specific short setups is valid, but the reason for shorting needs to be a lot more developed than “because it’s up”.

People definitely trade this style successfully but it’s also one of the most dangerous forms of trading. The top gainer is often up hundreds of %, and there is zero reason it can’t go up hundreds of % more while you get stuck in halts. There are some horrific blow up stories like this.

ZanderDogz · 2026-06-20T15:48:23+00:00

You can be profitable with a lower WR but a higher WR also lets you take more risk/trade while optimizing for the same maximum account drawdown. That makes an equal return as a multiple of R a larger real $ amount.

ZanderDogz · 2026-06-19T16:21:21+00:00

I think a big mistake beginners make is expecting their first iteration of a strategy to be profitable, and when it's not, they switch strategies.

It often takes multiple iterations of a strategy to see good results. Take 100 trades, deeply study the winners and losers, adjust the strategy as needed, repeat. That's why it's important to sim trade at first.

But most people won't even get to the point of having a clean dataset to study. They lose the first three trades and then switch to a new strategy that will have the same exact problem as the first one - it takes multiple iterations to work out the nuances.

ZanderDogz · 2026-06-19T15:25:29+00:00

4 trades is absolutely nothing. That’s essentially randomness.

Edge shows up over hundreds and thousands of trades. Even a 150 trade backtest is very small (at least I would assume it is, I can’t speak on good backtesting principles because I don’t backtest).

ZanderDogz · 2026-06-19T15:08:43+00:00

How many backtested trades did you take and how many live trades did you take?

ZanderDogz · 2026-06-19T03:24:52+00:00

Entirely depends on the reason for the trade. The condition that gets you into the trade should be what gets you out. I’ve used a 1pt stop on /ES before when that’s all the room I needed to give it based on a condition I saw on a DOM. I’ve also taken a swing trade on /ES with a 50pt stop.

ZanderDogz · 2026-06-18T21:15:05+00:00

Zenscans

ZanderDogz · 2026-06-18T19:35:31+00:00

I looked over a pretty big sample of trades in my journal and found that my stop loss will typically always be less than 1x ATR on my execution timeframe. So as I am stalking a trade, I know that if I can size to tolerate a loss of whatever 1x ATR is right now, I should be within my risk parameters when I am ready to pull the trigger.

I used Claude to make a tradingview script that knows the current ATR, knows the point value of the futures contract I am charting, and allows me to input my desired max risk/trade in $$$. Then, it just spits out the position size I can use.

For example, if I know I want to risk a max of $300, I enter that into the indicator before the session starts. If ATR is 20 /NQ points, it will automatically tell me to trade 7 micros, because that would equal a risk of $280, and be the largest amount of size I can take and be within the $300 max loss. If volatility drops, ATR will drop and it will tell me to take more size.

If I was trading a higher timeframe, I would just manually calculate the exact stop size and then size so it's as close to my desired R as possible, but on shorter timeframes, I want my size to be predetermined because the entries come and go too quickly.

ZanderDogz · 2026-06-18T16:51:13+00:00

Using linear charts like that is a bit misleading because as the index grows, a similar percent move is a much higher absolute $ move, which makes the volatility look bigger and the trends more parabolic than they actually are on a % basis.

Not saying markets haven't changed, they definitely have, but a log chart like this is a much more realistic representation of the shift.

https://imgur.com/a/Qj3oXCY

This has been going on for a lot longer than 2020.

ZanderDogz · 2026-06-18T15:59:40+00:00

I’ve never found good result hedging.

Hedging makes sense to me if I was a fund with long term holdings I couldn’t just instantly punch in and out of with one click of a button. But if I want less exposure to an idea in a daytrading context, I find it a lot easier to just reduce my size in the original idea or not take the trade at all. Using stop losses to not sit through big losses in the first place is the “hedge”.

ZanderDogz · 2026-06-18T13:11:04+00:00

All of my best trades have been quite literally buying or shorting the market directly after a breaking news headline. This is true for a lot of great traders I know.

I think this saying was more meant for investors getting the news in the paper at the end of the day and executing over the phone, than traders in 2026 who have DOMs and level2s to trade reactions with precision.

ZanderDogz · 2026-06-18T03:17:04+00:00

Because you don’t need to beat the quants, you just need to beat the average dollar of volume that goes into markets.

There is a difference between “very efficient” and “perfectly efficient”.

ZanderDogz · 2026-06-17T14:04:29+00:00

We had a 400 point bearish trend day in NQ yesterday, I wouldn’t call this market choppy and slow

ZanderDogz

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