MES Scalperino

MES Scalp — Multi-Signal Evening Strategy

A 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) <20 or >80 — extreme momentum, tight RSI window
RSI(14) <25 or >75 — moderate RSI extreme
RSI(14) <20 or >80 — stricter RSI extreme
SMA(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 signals
All RSI — combines RSI(9) and RSI(14) extreme signals

Blue 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 10:00–15:00
Evening 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

Информация о релизе

Added SHORT or BOTH (Long + Short) as positioning options

Will need to select from respective dropdown for how you want to play it.

E.g., Long > Select from the Long dropdown area (anything in the Short or Both dropdown will be ignored)

Both Option will let you select "long above, short below this condition"

Only relevant to "both" option: added a "reversal" checkbox to allow mid-position swap to an opposite position if a signal triggers. E.g., currently in a LONG but SHORT signal triggers -> will exit the Long and change to a Short

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Скрипт с открытым кодом

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