Futures Copy Trading by Mirroring Reference Account Position Changes

Summary

This utility mirrors position changes from a reference futures account to one or more follower accounts on the same exchange. It periodically compares the reference account’s long and short quantities with previously observed quantities, then sends corresponding opening or closing orders to each follower. If both reference positions return to zero, it attempts to close follower positions as well. The setup exposes contract, trading pair, simulation mode, and price and quantity precision settings; the source also sketches distinct follow ratios for multiple accounts.

The document describes execution plumbing rather than a market signal or trading strategy, and its sample backtest uses simulated position changes. It provides no performance evidence. The implementation has a potential inconsistency: it defines an array of per-account follow ratios but later uses a single ratio variable when calculating follower order sizes. It also assumes identical exchange types and does not explain safeguards for lag, rejected orders, or account-specific sizing constraints, so the example requires review before practical use.

Key ideas

• The tool detects changes in a reference account’s long and short futures positions and mirrors them to followers.
• Follower orders use market orders, with closing quantities capped by the position currently detected.
• The tool requires reference and follower accounts to use the same futures exchange type.
• The sample simulates reference trades but reports no performance or execution-quality results.
• The configured per-account ratio array is inconsistent with the single ratio used in follower sizing.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.