AI MES Structure Break Strategy by lylerh
By lylerh
Performance Metrics
- Author: lylerh
- Symbol: CME_MINI:MES1!
- Timeframe: 15 minutes
- Net P&L: +2,032.52 USD (+0.20%)
- Win Rate: 53.5%
- Profit Factor: 1.396
- Max Drawdown: 887.94 USD (0.09%)
- Total Trades: 127
Description
Entry checklist — all 5 must be true simultaneously:Price breaks above/below the last confirmed 3-bar pivot high/low15-minute EMA (21) confirms the direction (HTF bias)RSI above/below 50 (momentum not exhausted)Volume above 1.3× its 20-bar averageInside a session window with trades remainingWhat you'll see on the chart:Yellow line = 15-minute EMA bias anchorPurple line = VWAPRed/green dots = last confirmed pivot high/low levelsBlue shading = morning session, purple shading = afternoon sessionDashed red/green lines = active stop and target for open tradeTriangle arrows = entry signalsFirst things to do in the Strategy Tester:Run it on MES1! at 3-minute timeframe going back 3–6 monthsCheck the Avg Win / Avg Loss ratio — it should be above 1.4 given the 1.5R targetTry pivotLen at 2, 3, and 4 to see which captures structure cleanly without being too tightToggle morning vs afternoon sessions separately to see which window performs better for your trading hoursRelease NotesHow it all fits together:Entry checklist — all 5 must be true simultaneously:Price breaks above/below the last confirmed 3-bar pivot high/low15-minute EMA (21) confirms the direction (HTF bias)RSI above/below 50 (momentum not exhausted)Volume above 1.3× its 20-bar averageInside a session window with trades remainingWhat you'll see on the chart:Yellow line = 15-minute EMA bias anchorPurple line = VWAPRed/green dots = last confirmed pivot high/low levelsBlue shading = morning session, purple shading = afternoon sessionDashed red/green lines = active stop and target for open tradeTriangle arrows = entry signalsFirst things to do in the Strategy Tester:Run it on MES1! at 3-minute timeframe going back 3–6 monthsCheck the Avg Win / Avg Loss ratio — it should be above 1.4 given the 1.5R targetTry pivotLen at 2, 3, and 4 to see which captures structure cleanly without being too tightToggle morning vs afternoon sessions separately to see which window performs better for your trading hours