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LATTICE NINE
Strategy S/03

Key Open: Rejection

Research

Looks for a sharp rejection right after one of the six key session opens, then enters on the pullback.

The rules, in plain words

  1. Watches six key opens a day, two per session: Asia, London and New York.
  2. Needs a sweep of a nearby high or low, then a rejection wick of at least 5 points.
  3. Enters with a limit order at the base of the wick, or at a 62% to 79% pullback of the rejection move.
  4. Stop goes past the wick, at least 5 points away.
  5. One setup per key open. An unfilled order is cancelled at the next key open.
Change log

What we changed, and why.

We keep tuning Key Open: Rejection. Every change is dated, newest first.

  1. All six key opens approved (two per session). Pullback levels anchored on the 1-minute key-open candle. Checklist tested off and at minimum scores 1, 2 and 3.

    WhyThese setups move fast, so a 5-minute retest often never comes. The old test only covered the New York opens.

  2. Round 1 independent backtest: did not pass as written. Back to Research.

    WhyThe test found that parts of the setup checklist could never score, so the code was not running the rule as traded. The checklist is being fixed before it is judged again.

  3. Rebuilt as its own standalone strategy file with the shared LT/9 settings layout and risk engine.

    WhySo every strategy can be tested on its own and run as a separate process, with the same risk controls and the same settings panel everywhere.

Run it on your accounts

Every live strategy, on unlimited prop firm accounts.

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Other strategies
S/01Live

Open Drive

Trades the first clean break of the New York opening range, in the direction the market chooses.

Testing nextStop buffer of 2 points against 7 points past the midpoint, plus 30% and 40% stops. Breakeven at 1R with half off at 2R and a runner to the session high or low. Results split by weekday.
S/02Live

Open Drive Retest

Waits for the opening range break, then enters on the first pullback into the price gap the break leaves behind.

Testing nextTwo versions side by side: the 5-minute gap at the break, and a 1-minute gap inside the opening range. A 1-hour trend check is also being tested.
S/04Research

Key Open: Retest

After price moves hard away from a key open, waits for it to come back and retest the opening price.

Testing nextSix key opens with their own time windows, and three cancel rules compared: no cancel, cancel past the 70.5% level, and cancel on a close past 79%.

Trading futures involves substantial risk of loss and is not suitable for all investors. You can lose all of the money you pay for prop firm accounts, fees and subscriptions, and in a personal brokerage account you can lose more than you deposit. Past performance, backtested or live, is not indicative of future results. Lattice Nine is software and education from NutriCove. It is not investment advice, not a recommendation to buy or sell any futures contract, and not a guarantee of passing any evaluation or receiving any payout. NutriCove is not a registered commodity trading advisor or broker.