Futures TradingView Strategy Optimizer for ES and NQ

Futures markets have specific contract rollover dates, expiration cycles, and tick sizes that make them different from stocks and forex. Contract rollovers cause data gaps and price jumps that can distort optimization if you are not using continuous contracts properly. ES trades in 0.25 point increments worth $12.50 per tick. NQ trades in 0.25 point increments worth $5.00 per tick. These tick values matter when optimizing stop losses and take profits. Futures also have specific session structures. The ES pit open at 8:30 AM CT sees massive volume, while overnight sessions from 6 PM to 8:30 AM CT have much thinner liquidity. Regular trading hours (RTH) and electronic trading hours (ETH) need separate optimization because the market microstructure is completely different. I made the mistake of optimizing an ES strategy on combined RTH/ETH data and wondered why it underperformed during RTH alone. The overnight scalping signals were cluttering the optimization.