MES Scalperino — Strategy by public_username_twice
By public_username_twice
Performance Metrics
- Author: public_username_twice
- Symbol: CME_MINI:MES1!
- Timeframe: 15 minutes
- Net P&L: +12,979.22 USD (+5.19%)
- Win Rate: 98.9%
- Profit Factor: 1.719
- Max Drawdown: 7,492.36 USD (3.00%)
- Total Trades: 527
Description
MES Scalp — Multi-Signal Evening StrategyA long-only scalping strategy for MES/ES futures built around session-filtered entries on any-minute bars. The core idea is straightforward: certain technical signals tend to behave differently depending on the time of day.─── The Concept ───This strategy watches for a selected technical signal, waits for confirmation at bar close, then enters at the open of the following bar to keep entries fully causal. Only one position is held at a time.─── Signals ───Choose one active signal from the inputs panel:SMA(20) x> SMA(50) — classic short-term momentum crossover (fires once on the event)EMA(50) x> EMA(100) — smoother crossover with less whipsaw (fires once on the event)RSI(9) 80 — extreme momentum, tight RSI windowRSI(14) 75 — moderate RSI extremeRSI(14) 80 — stricter RSI extremeSMA(50) > SMA(200) — broad trend state (fires every bar condition holds)EMA(50) > EMA(100) — trend state via EMAs (fires every bar)All Crossovers — combines SMA and EMA crossover signalsAll RSI — combines RSI(9) and RSI(14) extreme signalsBlue triangle markers appear below signal bars. Faded triangles indicate the signal fired but was filtered out by the session window.─── Exits ───Three mechanisms handle trade closure — whichever triggers first wins:Take Profit — fixed point target from entry (default 1.5 pts = $7.50/contract on MES)Stop Loss — fixed point stop below entry (default 50 pts; wider stops give trends more room)Max Hold — time-based close after N bars regardless of P&L (default 480 bars = 8 hours)Session Gap Exit — closes at the next bar open if a gap larger than the threshold (default 0 but change to a number of your choosing conditional upon your chosen timeframe) is detected, avoiding exposure across session breaks─── Session Filter ─── No Filter RTH 9:30–16:00 Core RTH 10:00–15:00Evening ETH 18:00–01:00 ← default Full ETH (all non-RTH hours) Custom (set your own start/end hour in ET)The chart background shows green when inside the active session and red when filtered out.─── Chart Overlays ─── Dashed TP and SL lines with price labels drawn from entry (toggle in Display settings) Relevant MAs plotted automatically based on your selected signal Info table (top-right) showing current signal, TP/SL levels, session status, ET hour, live RSI(9), and running net P&L─── Notes ─── Originally built for MES on 1-minute bars; works on ES with adjusted commission settings Default commission is $0.624/contract (IBKR MES rate), 4 contracts The wide SL is intentional — it keeps positions alive through overnight volatility while the tight TP targets small, repeatable wins All signals and sessions are independently configurable — explore combinations to match your own read of market conditions