MES Scalping Signals with Moving Averages and RSI Extremes

Summary

MES Scalperino is a configurable strategy for Micro E-mini S&P 500 futures. The visible source offers long-only, short-only, or paired-direction modes, with signal presets based on simple or exponential moving average crosses and RSI overbought or oversold readings. In paired mode, selected signals are matched with their opposite direction, and a setting controls whether an opposite signal can reverse an open trade. The code comments state that signals enter on the next bar's open.

The visible risk settings include a take-profit distance, a much wider stop distance, a maximum holding time, and a session-gap exit. The source comments describe multi-year stress testing on MES and ES one-minute data, calibration using five-second data for same-bar ambiguity, and inclusion of broker commissions; however, the excerpt provides no complete report to independently assess those claims. The code is truncated before all settings and implementation details appear. Results therefore cannot be inferred from the fragment, and the very different displayed target and stop distances warrant careful evaluation alongside costs and execution assumptions.

Key ideas

• The strategy provides distinct signal presets for long-only, short-only, and paired-direction modes.
• Visible presets use moving average crosses, RSI extremes, or broader groups of those signals.
• The source comments specify entry on the bar after the signal and describe optional reversals in paired mode.
• Visible risk controls include profit targets, stop losses, maximum holding time, and session-gap exits.
• The excerpt mentions stress testing and commissions but does not provide a complete report for review.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.