Strategy rules.
Complete execution model.
The supplied Pine implementation maps the previous regular-session high, low and midpoint before the 09:35–12:00 ET entry window. Its default is Short only: when price opens inside the prior range or moderately above it, a touch of the prior RTH high must close back below that level through a bearish engulfing or rejection candle. The code also supports an alternative H1 break-and-retest below session VWAP. Protection sits above the recent three-bar high plus 0.10 ATR. For the mean-reversion setup, TP1 is the prior-session midpoint and the runner targets the prior RTH low; otherwise the coded fallbacks are 1.5R and 3R. Break-even activates at TP1 and trailing protection can begin from 3R. The supplied TradingView export contains 509 closed five-minute ES trades across the last 365 days; every recorded position is short, and that concentration is preserved explicitly.
Representative rule map · entry, invalidation and objective—not a historical trade.

