Preview
Through this post we will illustrate an optimised trading system for the Micro E-mini S&P 500 futures developed on a reference model known as Change of Character (CHOCH). This concept is based on identifying structural changes in the market, i.e. those moments when the sequence of highs and lows is significantly violated, signalling a potential trend reversal. The CHOCH model is particularly useful for anticipating directional movements and defining high probability entry points.
One of the main features of this system is that it does not rely on any technical indicators. This choice keeps the chart clean, avoiding visual overlaps or conflicting signals that often lead to confusion and indecision. Only price action is followed, with the aim of reacting quickly and effectively to changes in market structure. The focus is therefore only on price behaviour, eliminating anything that might slow down or distort the decision-making process.
The trading system exploits the use of dynamic range bars: the value of the range bar is not fixed, but can be changed discretionally by the trader depending on the current volatility. For example, in high volatility phases, the trader can increase the range to reduce the frequency of signals and maintain operational quality; conversely, in calmer market conditions, he can reduce it to catch closer movements. Volatility is assessed through direct observations on a reference chart with the support of objective measures such as the ATR (Average True Range), which can guide the choice of the most suitable range.
Finally, to make this trading system truly operational and not just a theoretical exercise, we have included the main technical parameters in the post: specific take profit, stop loss and a reference measure for volatility via the ATR (Average True Range). These elements are not mere details, but form the backbone of the system, allowing the trader to apply it with rigour, consistency and replicability. It is precisely the integration between the structural logic and the quantitative component that makes this system functional in real market conditions. To offer these parameters in the post is to provide the reader not only with an idea, but with a complete and tested tool for dealing with the market in a knowledgeable manner.
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