Prohibited Trading Strategies.

At Alpha Futures, we are committed to providing a fair and transparent environment for all traders. To protect the integrity of our programs and maintain a level playing field, certain trading practices are strictly prohibited. These rules are in place to align with our risk management policies and to encourage sustainable, responsible trading.

Please review the list of restricted activities below to ensure your trading remains compliant:
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Account Stacking
Repeatedly trading aggressively in one account until it fails, then opening a new account to repeat the process, is not permitted. This practice attempts to exploit risk parameters and goes against our guidelines.
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Intentionally Draining Accounts
Purposely depleting the balance of a Live Funded Account to force failure is strictly prohibited.
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Violation of Terms & Conditions
Any trading activity that conflicts with Alpha Futures’ Terms and Conditions or program rules will be considered a breach.
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Unfair Technological Advantages
The use of software, AI systems, ultra-high-speed programs, or bulk data entry methods designed to manipulate, abuse, or gain an unfair advantage is not allowed.
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Non-Market Behavior
Executing trades in ways that do not reflect the reality of futures market operations, or in a manner that could expose Alpha Futures to financial or reputational harm, is prohibited.
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Trading Outside the Market Spread
Orders must not be placed outside the best bid or offer.
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Excessive Positioning During News Events
Intentionally entering your maximum position size into major news events to exploit volatility is not permitted.
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​Grid Trading

A strategy that places multiple buy and sell orders at preset price intervals, forming a “grid.”
It profits from oscillations but creates artificial volume and risk, often violating prop firm rules because it mimics automation and can exploit evaluation conditions.
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A method where traders exploit delays between price feeds from different sources.
They enter trades on a slower platform before it updates to the true market price.
This is strictly prohibited because it takes advantage of technical delays, not skill.
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A variation of arbitrage where the trader intentionally sends undesirable trades to one account and favorable trades to another by using asymmetric execution.
It manipulates fills and violates fairness and risk integrity.
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Extremely short-lived trades—often held for under 30 seconds seconds or less—designed to capture 1–3 pip “ticks” repeatedly.
This is banned because it exploits micro-volatility, execution speed, and server load rather than actual market analysis.
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When a trader operates or controls another person’s trading account or allows someone else to trade their account.
This violates identity, fairness, and compliance requirements.
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​Signal Trading

Copying trades directly from another trader, signal provider, or mirroring system—whether automated or manual.
This results in duplicated trade patterns and removes individual skill, making the evaluation invalid.
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​High-Frequency Trading (HFT)

A style using ultra-fast execution, automated algorithms, and thousands of trades in short periods.
Retail platforms cannot support true HFT without abusing infrastructure, so prop firms typically restrict it.
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A risk-doubling strategy where the trader increases lot size after losses to recover the previous loss in one win.
It creates unbounded risk and is easily detectable due to consecutive increasing positions.
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Opening opposite trades on multiple accounts to guarantee one account wins while the other loses.
This is manipulation because it creates a no-risk environment that defeats the evaluation’s purpose.
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​Guaranteed Limit Orders

Placing limit orders that execute at better-than-market prices due to platform glitches, delayed feeds, or unrealistic volatility spikes.
Using these intentionally is considered exploitation.
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​Data Feed Manipulation

Any action taken to exploit differences, delays, or errors in the broker’s price feed. Examples:

Using a chart that is not updating in real time while placing trades based on the delayed information.
This can lead to unfair entries because the trader is effectively “seeing” past prices.
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Taking trades during events like NFP, CPI, FOMC, etc., where spreads widen and prices move erratically.
If a trader is filled at a price that is far outside the real market range, it indicates unrealistic execution and can invalidate trades under prop firm rules.
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Opening opposite positions on the same account (e.g., buy and sell the same pair at the same time).
This locks in exposure artificially and prevents normal risk, which is why most firms restrict it unless explicitly allowed.
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At Alpha Futures, we expect all traders to operate within professional and sustainable trading practices. Violations of these rules may result in account termination.