1.6 KiB
1.6 KiB
Build and implement a 9EMA×VWAP cross watcher for MESU6 (MES Sep 2026 front month). Do not run a Holy Grail analysis — this is a scheduled-alert build. Plan it, show me the confirm card, and I approve before anything is created.
SIGNAL
- Compute 9EMA (my TL) on 3-minute bar closes, built from 1-minute MESU6 bars.
- Compute session VWAP anchored at the 9:30 AM ET day-session open.
- Cross UP (9EMA above VWAP, was below) = long trigger. Cross DOWN = short trigger.
- Use the TL×VWAP crossover as the signal, exactly as drawn on my 3-min MES charts.
DATA RULES
- All market data from TTG futures MCP only: futures_aggs for bars, futures_snapshot for the exact last price ({ticker: "MESU6"}). Never estimate or approximate prices.
ALERT DISCIPLINE
- Alert only on an actual cross (state change). No re-alerts while state is unchanged.
- First-match-only, no redundant snapshot calls when nothing changed.
- Alert text: under 3 sentences, exact price, e.g. "MESU6 9EMA crossed UP over VWAP @ 7691.25 (long trigger) — 3:42 PM ET."
- Once the watch ends, it goes permanently silent — every later run is a no-op.
- Job pause/delete is owned by me via the Scheduled sidebar; you never pause it yourself.
SCHEDULE
- Poll every 1 minute.
- Active window: [START — e.g., "tomorrow 9:30 AM ET" or "now, evening session"]
- Hard stop: [DEADLINE — e.g., "8:45 PM ET" / "4:00 PM ET"], after which permanent silence.
- Fire cap: [MAX ALERTS — e.g., "4 per session", then silent until next session].
CREDITS
- Each fired alert costs ~50 Active Trader credits; polls are free. Confirm no per-run billing on the confirm card before creating.