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Before proceeding with the viewing of this content, it is necessary to read the following post: https://www.tradingquant.net/2025/04/23/multi-timeframe-momentum-strategy-for-mes-21042025/
In this post we will analyse the real-time performance of a multi-timeframe trading system developed and optimised specifically for Micro E-mini S&P 500 futures contracts released last week. It will also be possible to visualise the full balance line, combining in-sample and live results to extract valuable information. If necessary, we will re-optimise, updating the take profit and stop loss settings to better suit the latest market conditions.
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