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Trading System Logic
This post presents a trading system optimised to trade during the Regular Trading Hours (RTH) session of the Micro E-mini S&P 500 futures contract (MES).
The strategy is based on two key principles:
- the identification of an adaptive dynamic level, consistent with the market environment;
- the immediate entry when this level is broken, with the aim of intercepting phases of emerging momentum.
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.
A distinctive feature of this system is the total absence of technical indicators. This choice makes it possible to maintain a clean chart free of elements that could generate visual ambiguity or decision-making delays. Trading is based exclusively on price action, allowing a direct reading of the market structure and a more effective reactivity to its changes. The focus is therefore solely on price behaviour, eliminating anything that might hinder rapid and objective decision-making.
Money Management
To transform this strategy from a theoretical concept to an operational tool, all the essential technical parameters are provided in the post, including take profit, stop loss and a discretionary trailing stop option. These elements are not mere accessories, but constitute the functional architecture of the system, allowing for rigorous and replicable application over time.
The integration between the strategy's structural logic and its quantitative component guarantees operational robustness and adherence to real market conditions. In particular, the discretionary trailing stop offers flexible position management, useful both to consolidate small profits in the event of a reversal and to quickly contain losses.
Offering these parameters means making available to the reader not just an idea, but a tested and complete system, ready to be analysed, adapted and implemented with awareness.
Reference code 03072025
This is a unique identification code that allows users to quickly find all resources related to this specific content. This reference system is designed to facilitate navigation, especially for those wishing to learn more about or compare the different trading systems published.
A unified space for all resources, a single framework for every trader.