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AI MES Structure Break Strategy

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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
發行說明
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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