AI MES Globex Overnight Strategy by lylerh
By lylerh
Performance Metrics
- Author: lylerh
- Symbol: CME_MINI:MES1!
- Timeframe: 15 minutes
- Net P&L: +349.53 USD (+0.03%)
- Win Rate: 53.3%
- Profit Factor: 2.205
- Max Drawdown: 138.12 USD (0.01%)
- Total Trades: 15
Description
What makes this different from the Asian and London scripts:News blackout window — this is the biggest addition unique to Globex. Economic releases like CPI, jobless claims, and Fed speakers drop during the 8:00–9:30am ET window and can instantly blow through stops. The blackout defaults to 8:15–8:45am and is shown as a red background on the chart. You can adjust the window or toggle it off entirely in settings.Three entry types — the alert message tells you exactly which fired: Range Breakout, Trend/Pivot Break, or Mean Reversion Fade. This is useful for tracking which setup performs best in your backtest.Wider ATR multiplier (2.0×) — Globex spreads are wider and price action choppier than regular hours, so the default stop floor is wider than the Asian or London scripts to avoid getting shaken out on normal overnight noise.Max range size filter (25pts) — if the opening range is wider than 25 points it usually means a news event already hit at the open, making the range levels unreliable. No trades fire in that case.Run this on the 5-minute timeframe — the overnight session moves too slowly for 3-minute to add meaningful value, and the wider stops mean you want the confirmed bar closes that 5-minute provides.