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This update concerns an already operational pullback system, on which the underlying logic has not been modified. The intervention focuses on refining the implementation, while maintaining the principles that guided its original development.
The model uses order blocks to identify areas of imbalance and exploits rapid liquidity sweeps as a mechanism for returning to the predominant direction of market flow. The pullback is defined in purely quantitative terms: no discretionary confirmation or reversal signals are sought on the selected levels.
The results presented refer to a backtest conducted on a single Micro E-mini S&P 500 Index contract, including commission costs. This approach was chosen to avoid the construction of artificially parabolic equity curves, which are often unrepresentative of the performance observable in real trading contexts.
The post is divided into the following sections:
- Optimisation
- Safety Ribbon
- Monte Carlo
Details
- Instrument: MES
- session: RTH
- model: pullback
- approach: systematic
- number of charts: 4
- indicators: no
Reference code
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- Number: 10022026
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