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This week's SBV chart example is based on the 5-day SBV Histogram Russell 2000 index futures chart. T +12 points on the Russell 2000 index futures Chart 1. Relationship between the SBV Histogram and index reversal points. Russell 2000 index futures. 5-day view. 1 bar = 5 minutes. SBV Histogram(20,9) In our trading example, we applied the following simple system which is based on our SBV Histogram: Once the SBV Histogram has advanced above zero level (after having been below that level), we will enter a long position ; Once the SBV Histogram has fallen below a zero level (after having been above that level), we will enter a short position ; Close Position at the end of a trading session and before FED announcement (strong volatility). Detailed system description with explanation of used rules could be found in our ” SBV Trading System ” tutorial. Table 1: Trades based on the 5-rule system. Time Motivation Signal Index Profit (points) 11/29/2010 10:40 Rule #1 Buy 723.90 +1.70 12:50 Rule #2 Sell Short 425.60 +1.50 13:30 Rule #1 Buy 724.10 +1.20 13:45 Rule #2 Sell Short 725.30 -1.00 14:15 Rule #1 Buy 726.30 +4.90 15:50 Rule #3 Cash 731.20 11/30/2010 10:35 Rule #1 Buy 726.60 -2.70 10:50 Rule #2 Sell Short 723.90 +0.30 11:20 Rule #1 Buy 723.60 +0.70 12:05 Rule #2 Sell Short 724.30 -1.70 12:25 Rule #1 Buy 726.00 +2.30 13:50 Rule #2 Sell Short 728.30 +1.20 15:30 Rule #3 Cash 727.10 12/1/2010 10:40 Rule #2 Sell Short 742.00 0 10:45 Rule #1 Buy 742.00 -0.20 11:20 Rule #2 Sell Short 741.80 -1.70 11:55 Rule #1 Buy 743.50 +0.20 12:30 Rule #2 Sell Short 743.70 0 14:55 Rule #1 Buy 743.70 -1.60 16:00 Rule #3 Cash 742.10 12/2/2010 9:35 Rule #1 Buy 744.00 +4.20 11:30 Rule #2 Sell Short 748.20 +0.30 13:35 Rule #1 Buy 747.90 +2.30 15:55 Rule #3 Cash 750.10 12/3/2010 11:00 Rule #1 Buy 749.60 -0.30 11:45 Rule #2 Sell Short 749.30 -0.10 12:00 Rule #1 Buy 749.40 +4.20 14:15 Rule #2 Sell Short 753.60 -3.80 15:50 Rule #3 Cash 757.40 Total: +11.90 points Note: Our charts are unique in that they give traders the opportunity to choose the specific chart settings that best fit their personal trading styles and risk tolerances. Traders can thus develop and test their own trading systems. On our charts, you can scroll back in history to test any system that you have created. Disclaimer: The chart example is intended for educational purposes only and does not constitute trading advice or make or imply any market trend prediction.
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