MES SIGNAL LAB v0.2
Opening-range breakout vs. range-day VWAP reversion · manual-only research
Run the same opening-range and VWAP-reversion research rules on TradingView’s own MES candles. Strategy Tester simulates trades; the Paper Trading panel does NOT receive those orders. Place practice trades yourself.
1. Open TradingView Supercharts, choose CME MES on a 1-minute chart (match TopstepX’s contract expiry when comparing). 2. Open Pine Editor, paste the script, Save, then Add to chart. 3. Open Strategy Tester / Strategy Report to inspect trades and drawdowns. Adjust $2.50-per-side commission and 1-tick slippage placeholders in Strategy Properties. 4. Connect Trading Panel → Paper Trading for separate, MANUAL practice orders. If the CME chart says delayed, its signals are delayed too.
Historical results do not establish profitability. Test multiple sessions, hold out unseen dates, and include actual costs. Candle timestamps label bar OPEN; a signal becomes known only after that bar CLOSES, one minute later. Tester market entries normally fill on the next bar. This Pine file has not been compiled inside your TradingView account, so paste errors should be checked there before treating the setup as working.
CSV columns: time,open,high,low,close,volume. time must be Unix seconds/milliseconds or ISO with Z/UTC offset. All bars are interpreted in New York time.
Proposals only; no order button, account access, or automatic execution. Strategy thresholds are research defaults, NOT optimized or proven profitable. One breakout and one reversion alert at most per session.