ROC-RSI using CME Globex Euro FX

Discussion in 'Trading' started by louise69r, Sep 28, 2005.

  1. louise69r


    Hi girls and guys.

    Quick question for the collective here. I broke equity most days but looking into doing a little swing day trading on the side.

    Euro FX or mini on Globex looks about right on the volatility side. I wanted to do equity but its just too expensive on the comm. side of things. Considering the lack of vol. and the fact that my system only works for a few ticks. Quick in and out.

    Couple of questions for those who know more than me (of which iam sure there are quite a few).

    I like keeping things as simple as possible, I use only 2 indicators RSI and ROC tailored to my specifics. When both confirm I enter the trade. When they reverse I reverse the trade or square it. That’s it.

    So far just monitoring it does ok. It quick in and out stuff. But I would like to back this up historically. Anyway to back test that you guys know of or any suggestions you may have would be greatly appreciated. Work resources include Bloomberg and Reuters which I could use but don’t think they are capable of back testing theory.

    Sorry for my poor English as I am Spanish.