Index Futures Trading System

dow2664
Negocioenlinea

+13 points on the S&P 500 index futures Chart 1. Relationship between the SBV Histogram and index reversal points. S&P 500 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) 1/3/2011 09:35 Rule #1 Buy 1264.00 +6.50 11:20 Rule #2 Sell Short 1270.50 +2.50 15:50 Rule #3 Cash 1268.00 1/4/2011 09:50 Rule #1 Buy 1265.25 +0.25 10:15 Rule #2 Sell Short 1265.00 -0.25 10:50 Rule #1 Buy 1263.75 0 11:30 Rule #2 Sell Short 1263.75 -2.75 12:05 Rule #1 Buy 1261.00 +2.00 12:50 Rule #2 Sell Short 1259.00 +3.50 15:00 Rule #1 Buy 1263.50 -1.75 15:40 Rule #3 Cash 1265.25 1/5/2011 10:05 Rule #1 Buy 1266.25 -2.00 10:30 Rule #2 Sell Short 1264.25 -2.25 10:45 Rule #1 Buy 12.66.50 +5.50 12:45 Rule #2 Sell Short 1272.00 -0.25 14:55 Rule #1 Buy 1272.25 -0.75 15:40 Rule #3 Cash 1271.50 1/6/2011 9:35 Rule #1 Buy 12.71.50 +0.25 10:00 Rule #2 Sell Short 1271.50 -2.75 10:35 Rule #1 Buy 1274.50 -3.00 10:55 Rule #2 Sell Short 1271.50 +2.00 11:50 Rule #1 Buy 1269.00 -1.25 12:05 Rule #2 Sell Short 1267.75 -0.25 12:35 Rule #1 Buy 1268.00 +2.75 14:25 Rule #2 Sell Short 1271.75 -0.25 16:00 Rule #3 Cash 1271.00 1/7/2011 10:05 Rule #2 Sell Short 1269.75 -2.00 10:10 Rule #1 Buy 1271.75 -2.75 10:45 Rule #2 Sell Short 1269.50 +8.75 13:00 Rule #1 Buy 1260.75 +4.25 15:10 Rule #2 Sell Short 1265.00 -2.25 15:20 Rule #1 Buy 1267.25 +1.25 16:00 Rule #3 Cash 1268.50 Total: +13.00 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.

Index Futures Trading System