Book a free call
LATTICE NINE
Strategy S/04

Key Open: Retest

Research

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

The rules, in plain words

  1. Uses the same six key opens as Key Open: Rejection.
  2. Needs a 1-minute candle to close beyond the open with a strong move away from it.
  3. Places a limit order back at the opening price. It never fills on the same candle that triggered it.
  4. Stop goes past the high or low of the move. Trades with a stop wider than 20 points are skipped.
  5. Breakeven at 1R, part of the position taken off early, the rest aimed at the nearest untouched session high or low.
  6. At most 3 trades a day, and never at the same time as Reversion.
Change log

What we changed, and why.

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

  1. All six key opens approved. Trigger moved to a 1-minute close beyond the open. Three cancel rules will be compared.

    WhyMatches the source trades. The old trigger used the wick and could fill instantly on the trigger candle.

  2. Never in a trade at the same time as Reversion. Only the setup with the better odds for current conditions is taken.

    WhyOne position at a time keeps account drawdown under control.

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

    WhyIt was close before costs, then lost after them. Only two of the six key opens could trade in the test window, so the strategy was not tested the way it is used.

  4. 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.

Apply to Lattice Nine, or sign in if you already have a NutriCove account.

Apply nowMembers area
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/03Research

Key Open: Rejection

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

Testing nextRebuilt with all six key opens, the setup checklist off and at minimum scores of 1, 2 and 3, and the news-day target used only on CPI, PPI and jobs days.

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.