Do you drive your car following fixed rules? Do you have a rule for every possible situation that can happen? No. Because nobody can write down all the rules for every possible situation that you can encounter. You take every day several times the most logical decision, so no predefined written down rules, because many situations maybe never happened before. A good driver can make in seconds the good decision based on his logical thinking. Even if he never was in that situation before. That is what I do in trading. I have the rules of logic. I always have an explanation for each trade. I can always logically explain why it was profitable and I can also always logically explain why a trade was a loser. If I get stopped out, the logical explanation is that you cannot always win. No system is perfect.
Perhaps confusing rules for judgements. There is a rulebook for driving which covers 99% of situations.
How many pages are there? I don't believe that 99% of situations are described. First problem is that you don't know how many possible situations there are, so how can you say what 99% of an unknown number is? If you want written down rules, every possible situation should have it's own rules. That's impossible. Maybe a stupid example but: what should you do if lightning strikes the road just in front of your car? Can you look that up in the rulebook? What if it is raining when it happens? What if it is sunny? What if there is a lot of wind? What if it is snowing? What if you have summer tires while it is snowing? What if there are 4 people sitting in the car? Etc... All these question need specific rules that are each time different as circumstances are different, and behavior of the car will be different to. Impossible to write all these rules down. Logical thinking works more efficient for that.
Those sort things aren't rules, they are covered under reactions. Having a zillion trading rules is plain silly, my opinion, you have a zillion scenarios which call for a zillion different responses. A road rule doesnt cover lightening strikes, if lightening hits while driving, then no police officer will prosecute for your reaction whether good or bad. Trading rules should be few and simple. You have a trading system which outlines method and type of instruments and maybe tools to use. If a surprise happens, the reaction should be covered, ie gap down = My stoploss system takes care of that, or maybe take another bite. The response becomes a judgement. Think 10 commandments; that basically covers most of Western humans rules for living.
Treynor/Bagehot's paper, "The Only Game in Town". This video is a great explanation of it: Who Makes Money in the Stock Market (The Only Game in Town) - YouTube
Yeah, that's why Medallion/Renaissance needs so many PhD's. You can also ask @globalarbtrader why he build such a complicated system instead of using a simple one. It is only possible to find out what works best if you put the performance of two different systems next to each other. So the question is:how much do they both generate? That's what shows what works best. Trading rules that are simple only give low returns. More sophisticated systems can perform much better. When I started over 20 years ago I had a fairly simple system. Today I have a complicated system that delivers at least 10 times higher returns with much smaller drawdowns. I don't want to show the performance of my system, but can you give some details that show the superiority of complex systems. The last 17 trading days I did 107 winning and 12 losing intraday trades ES. From all the profits generated in the winning trades, I gave back in losses 1.23%. The maximum drawdown was 8.01%. I had not a single losing day. With a few, simple rules that is impossible to do.
I have a recently complicated system too, running several lengthy algos simultaneously, but the rules are simple, it needs to be simple otherwise it would take too long to decide whether buying or selling.
The trading system you adapted from the book is not complex but is quite of high return. The ES trading is totally different?
I don't see why a simple system won't work. You might gain a bit of an edge with a complicated system but a simple system will still perform. You obviously trade way more than I do. I have a very simple rules based system to trade stocks. (Buy stocks increasing in price and sell the when they stop) My return year to date is 28%. 45 trades with a max drawdown of 4%. win rate of 60%. (It's a good year usually under a 50% win rate)