ERT system for 05/03 (looking back) 1) go with every 1 point move 2) and trail with a 1 point stop (on the grid) 3) take profits at 2.5 points Another possible system is 1) enter against 2.5 wave 2) stop at 4 points 3) profit target 1 point (trail on grid)
Possible system for RT System was developed on recent past data (2 - 3 days) and will only work in current market conditions (hindsight). More backtesting needs to be done before applying it to real markets. I call the system RT0.5_2 5x3 RT is the ERTM07 or ER2M07 Russel 2000 future 0.5 points gridlines are used (5 ticks) 2 units a 0.5 points constitute a minimum wave 5 units waves are caught with a limit order x is a stop loss level which should be in this case 12 units or be defined on your experience or backtesting 3 is the profit target in units (3*5 ticks) Profit target is trailed on the grid Summary: Go against 5 unit (5*0.5=2.5 points/unit) waves with a PT of 3 units (trail on grid)
RUT signal based on 10 days on 5 point grid. DOWN from 830. Stop 835 (trailing) Stop is also reverse point.
System for ERT 1 day 0.50 point grid Enter move at 1 point Stop 1 point trailing on 0.5 grid no profit target I call the system RT0.5_2 S2x2.
Signals for ERT 2 days on 0.5 point grid. Enter with move at 1 point. Stop loss 1 point. Profit target 4 point (8 units). Actual signal is down from 830.90 (crossed to the downside). Good strategies for ERT0.5_2: S282 S2x2 S3x3 5x5
Actual signal is down with a stop loss at 830 for the system ERT0.5_2 S2x2. Stop is a trailing stop which moves step by step on the grid.
Possible ERT systems 1 day on 0.5 point grid RT0.5_2 S4x2 S4x3 (evtl. x=11) S5_11_4 S5_11_5 For the S4x3 system the actual entry was 818.50 (+1 tick) and the stop loss is at 816.50 (-1 tick)
RUT 1 year 20 points Only taking long signal on that timeframe and grid because of uptrend in 5 years timeframe Next long surpassing 840 Nex short below 760