AlgoIndexOS-ES-Futures

AlgoIndexOS — ES Futures Strategy v2.0 (5-Minute RTH)

Scope (read first)
ES on 5-minute only, RTH session. The strategy operates on U.S. Regular Trading Hours (09:30–16:00 ET) using a 5-minute ES chart. It builds an Opening Session Range (OSR) from the RTH open, then runs a breakout engine when internal quality conditions are met. Exits are target-based with an intrabar touch-to-flat safety. Positions are flattened at the RTH session end by default. Alerts can post JSON to your Webhook URL for automation.

What this is
One intraday engine with four curated presets (“Stages”) tuned for distinct segments of the NY session. Stages keep the core logic consistent while applying time-of-day context and conservative governors. Single invite-only listing; not a multi-post suite.

How it trades (high-level)

Range context: Builds and locks the OSR from the opening bell; entries only arm after the range is set.

Quality gating: Trades only when internal trend/volatility/confirmation conditions align (no parameter disclosure).

Breakout execution: Signals at bar close; bracket exits manage take-profit (limit) with an intrabar “TP-touch” safety to avoid phantom fills; optional stop-loss.

Session safety: Positions flat at RTH close by default (time exit).

(No settings or thresholds are disclosed; presets encapsulate research choices.)

Stages (session templates; one engine)

A single Stage selector chooses among four presets optimized for different parts of the RTH session (morning vs mid-day; long/short focus). Internal parameters remain fixed to preserve tested behavior.

Public inputs (kept minimal)

• Stage (choose your preset)
  
• TP / SL (points) shown for transparency; effective values are governed by the selected preset to maintain consistency with research.
  
• Optional display overlays (status line/markers) for readability.
  

Alerts (how to use)

Create an alert on the strategy and choose Strategy → Order fills. Use a webhook if you want automation. The payload includes the exact chart symbol so it works on ES1! or a specific ES contract:

{
"tv_symbol": "{{ticker}}",
"tv_exchange": "{{exchange}}",
"action": "buy|sell|exit",
"price": {{close}},
"time": "{{timenow}}"
}

If your receiver needs a fixed root (e.g., “ES”), map it on your server using tv_symbol for context.

Backtest & assumptions

Backtest assumptions (initial capital, commission, slippage, margin) are user-configurable in TradingView. Results on your chart reflect your settings. This script evaluates ES fills on 5-minute RTH bars; live execution will differ.

Operating notes

• Use on ES only, 5-minute timeframe, RTH session.
  
• If you run multiple Stages, use separate charts/tabs and coordinate net exposure in your own tooling if needed.
  
• Publish with a clean chart for clarity.
  

Disclosures (compliance)

No investment advice. This script is for research/education and tooling only. It does not provide investment, legal, tax, or accounting advice and does not recommend any security, instrument, or strategy. Use at your own risk.
Hypothetical performance (CFTC 4.41). Hypothetical or simulated results have many limitations, and no representation is made that any account will achieve similar outcomes. Past performance is not necessarily indicative of future results.
Futures risk. Trading futures involves substantial risk of loss and is not suitable for all investors. Leverage, gaps, slippage, and connectivity can cause losses exceeding initial investment.
Backtesting limitations. Results depend on data quality, chart resolution, session filters, and user assumptions; live execution will differ.
Intellectual property. © 2025 AlgoIndex. All Rights Reserved. Redistribution, resale, or decompilation prohibited without written consent.