OPEN-SOURCE SCRIPT
已更新 AI MES Structure Break Strategy
Entry checklist — all 5 must be true simultaneously:
Price breaks above/below the last confirmed 3-bar pivot high/low
15-minute EMA (21) confirms the direction (HTF bias)
RSI above/below 50 (momentum not exhausted)
Volume above 1.3× its 20-bar average
Inside a session window with trades remaining
What you'll see on the chart:
Yellow line = 15-minute EMA bias anchor
Purple line = VWAP
Red/green dots = last confirmed pivot high/low levels
Blue shading = morning session, purple shading = afternoon session
Dashed red/green lines = active stop and target for open trade
Triangle arrows = entry signals
First things to do in the Strategy Tester:
Run it on MES1! at 3-minute timeframe going back 3–6 months
Check the Avg Win / Avg Loss ratio — it should be above 1.4 given the 1.5R target
Try pivotLen at 2, 3, and 4 to see which captures structure cleanly without being too tight
Toggle morning vs afternoon sessions separately to see which window performs better for your trading hours
Price breaks above/below the last confirmed 3-bar pivot high/low
15-minute EMA (21) confirms the direction (HTF bias)
RSI above/below 50 (momentum not exhausted)
Volume above 1.3× its 20-bar average
Inside a session window with trades remaining
What you'll see on the chart:
Yellow line = 15-minute EMA bias anchor
Purple line = VWAP
Red/green dots = last confirmed pivot high/low levels
Blue shading = morning session, purple shading = afternoon session
Dashed red/green lines = active stop and target for open trade
Triangle arrows = entry signals
First things to do in the Strategy Tester:
Run it on MES1! at 3-minute timeframe going back 3–6 months
Check the Avg Win / Avg Loss ratio — it should be above 1.4 given the 1.5R target
Try pivotLen at 2, 3, and 4 to see which captures structure cleanly without being too tight
Toggle morning vs afternoon sessions separately to see which window performs better for your trading hours
版本注释
How it all fits together:Entry checklist — all 5 must be true simultaneously:
Price breaks above/below the last confirmed 3-bar pivot high/low
15-minute EMA (21) confirms the direction (HTF bias)
RSI above/below 50 (momentum not exhausted)
Volume above 1.3× its 20-bar average
Inside a session window with trades remaining
What you'll see on the chart:
Yellow line = 15-minute EMA bias anchor
Purple line = VWAP
Red/green dots = last confirmed pivot high/low levels
Blue shading = morning session, purple shading = afternoon session
Dashed red/green lines = active stop and target for open trade
Triangle arrows = entry signals
First things to do in the Strategy Tester:
Run it on MES1! at 3-minute timeframe going back 3–6 months
Check the Avg Win / Avg Loss ratio — it should be above 1.4 given the 1.5R target
Try pivotLen at 2, 3, and 4 to see which captures structure cleanly without being too tight
Toggle morning vs afternoon sessions separately to see which window performs better for your trading hours
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。