self-made trading system

Discussion in 'Index Futures' started by matrix1955, Mar 29, 2002.

  1. Dear friends of the forum (sounds good so?),
    I posted in a previous thread my screen to trade emini nasdaq.
    Now I post an update of the same (backtesting shows improvements and lower stress) :

    * new ema -> 5 minutes and 15 min
    * trade long above 15 ema, stop the trade if crossing and restart if crossing again but the RSI makes an higher minimum
    * sell when CCI rise too fast (spike) e/or touch +200
    * buy if CCI deeps at -200 but wait RSI start to go up or make an higher relative minimum
    * note that every time the 5 EMA curves, RSI e/o CCI are in overbought territory (near or abobe 85 for the RSI )
    * go short when the EMA 5 cross the EMA 15 plus if maximum and minimums of RSI are decrescent
    * go short when CCI at + 200 and RSI cross the 50 value or makes a maximum lower than previous

    FOR MORE ACTIVE TRADERS : -> SHORT AND SELL EVERYTIME THE 2 EMAs DIVERGE TOO LOSING PSEUDO PARALLELISM

    ______________________

    Settings:
    RSI=10
    CCI=10
    EMA=15
    EMA=5
    Time frame= 2 minutes
    n° of contracts (optimal size) = 5 per trade

    Pre-market setup= POC by all sessions revelead by point of support and resistance displayed and validate many times ( you need to trace a horizontal line to see it , obviously).Normally you obtain 5 values.

    Intra session setup: only one setup at 45 minutes from start,
    you trace 2 horizontal lines at min and max of the 45 minutes
    if will break this lines the trend is strong.

    Overnight rejected !!!

    Try and buy....lol !
    How many points of gain ? with regularity?
    Try and see....lol !

    Have a great gain!
     
  2. which software do you use?
     
  3. REALTICK III Professional with 3 monitors :wtf:ne for the order platform others setted at 1 and 2 minutes on the emini nasdaq.(QChart it's good but I dont know if you can display chart on different monitors)

    I tried Omega,Metastock and others.
    But Realtick needs a small bandwith and the other with esignal
    not the same.

    I am watching for a realtime pattern recognisement (sorry for my english, I am italian) .
    I dont find it.
    Every software and algorithms work on historical data and not on realtime data flow.
    I tried many commercial trading system that requires subscription or purchasing:-> worst
    One of these went short thursday at 1444 ....lol ...then closed at 1460 to go long....lol....
    Human brain is better!!!!!!!!! I am sure of this.

    Different if you are a position trader on stocks. in this case the automated trading system works fine.

    have a great gain!
     
  4. DblArrow

    DblArrow

    You can enlarge the Qchart window across two monitors or you can copy the Qcharts folder to another folder and run two windows of Qcharts. I do this and run three, the new beta.
     
  5. Thank's a lot !
    I try the new beta

    happy Easter