Trading Strategies.
Fibonacci expansion: A better way to time price targets.
By Toni Hansen | February 1, 2014.
Here we show how to use Fibonacci expansion levels to establish high-probability target levels and manage open positions as they unfold.
Trading system analysis: Then and now.
Trading system technology advanced quickly in the late 1980s and early 1990s, establishing paradigms that persist today. Here’s a look at where we stand — and where we might go.
Advanced model building for trading the S&P 500.
Support vector machines are one frontier of trading technology’s cutting edge. Here, we use these tools to build a weekly model for stock index futures.
Unlocking the mystery of building trading strategies.
Developing your own indicators is helpful, but putting those tools to work is the real challenge.
Creating custom indicators.
Knowing how to build your own indicators is critical for today’s technical trader. Here, we detail the process from conceptualization to coding.
Avoiding trading paralysis by analysis.
It’s easy to become overwhelmed by too many performance measures. Know what matters in your performance report.
What’s your (market) type?
Recognizing if the market is moving up, down or sideways is key to success. Moving averages can help.
How to set profit targets and control losses.
Using statistical analysis to collect the data needed to build a proper risk management framework.
Fanning profits with W. D. Gann.
By Kent Kofoed | November 27, 2012.
We discuss the proper application of the Gann fan to understand how, and why, it is formed.

Index futures trading system

Not just a disclaimer: These systems are posted for their educational value, and no claims are made regarding profitability or tradeability. Study them and use the ideas to find a method that suits your own personality, abilities, and risk tolerance. It takes more than a system to be able to trade profitably, you have to learn to trade too, which takes time, persistence, good advice and sufficient resources.
NOTE: New trading systems and trading methods are under development and are being discussed and traded live in the chatroom during the day and in market playback in the evening, so be sure and visit there for the latest. This is just the material we've had time to post:
2X (updated September, 2002)
Ever wish you could catch every nip an tuck? Check out Jimmer's 2X trading discipline. That's 2X as in "two times the daily range."
These high reliability trades have "clicked" for a lotta folks in the chatroom, especially with the great coaching and charts that NQoos has been providing .
B-Line (updated November, 2002)
Buffy's original system for day trading the Nasdaq and S&P index futures. Signals can be as simple or as complicated as you wish to make it.
Strengths: Uses multi-timeframe analysis. Frequent trading opportunities. Leaves very little on the table. Very suitable for part time trading. Can scalp (tick charts) or trend (minute charts) trade intraday. (May also be used for stocks with 60M - D - M charts.)
Weaknesses: If scalping, requires close attention to the charts and speedy trade entry and execution.
Intensity: Scalping (20+ day), Trend trading depends on time frame used.
Resources: Real time charts posted throughout the day, real-time voice chat peer support, after-hours simulated trading with Buffy, voice chat Q&A.
2X B-Line (updated January, 2003)
Combines Buffy's B-Line system with Jimmer's 2x system. Encompasses both the MOF (money on floor) and slingshot which differ mainly in the position of the long-term stochastic in the 2X window and the bline. The MOF catches the first sign of a trend reversal, and the slingshot catches the continuation. You can learn both very easily at the same time.
Goinglite's K (not available)
A system similar to Jimmer's 2X, except that it uses Keltner bands instead of Bollinger bands. The black Keltner band and the blue and pink inner Keltner show four layers of support and resistance, so there are more options on entries. Currently working on filters to make the retest setups stronger. Goinglite has decided not to make the details available on daCharts.
This is a new trading system, which I call the " Enthios Universal " because it presents so many different opportunities and can be adjusted to your own investing or trading style - position, multi-day, day, swing, even scalp. It is the 'next evolution' of the old Enthios Handy chart, which my good friend Citizen came up with in 1999.
The Universal Chart template is free to Ensign and eSignal users. It has been free since April 2004. The annualized return on trades since then is in the neighborhood of 150%. The usual qualifiers and small print are applicable. Updated website (Feb 2008)
15m breakout system for day trading the Nasdaq and S&P index futures.
Strengths: Good at maximizing results on intraday trends, survives well while jockeying for position for the next big move. Uses 2 time frames (5 minute and 15 minute) to filter out bad trades and get early warning of trend changes.
Weaknesses: Mediocre results on narrow range days, unprofitable during chop. Stop-loss placement is too wide for many traders. Frequency of trade opportunities is too slow for efficient learning in realtime. A system that provides freqent small gains is more satisfying for most people.
Intensity: average of 10 trades per day. Requires looking at the chart only every 5 minutes.
Resources: Charts and trade logs from Fall, 2001, are maintained for historical interest and independent study.
SMAX (updated April, 2002)
MACD crossover system for day trading the Nasdaq and S&P index futures.
Strengths: Uses multi-timeframe analysis to achieve timely entries/exits. Excellent profitability.
Weaknesses: limited historical data, requires a sharp eye and close attention to the charts during the day.
Intensity: average 12 trades per day.
Resources: SMAX is no longer supported since it has been superceeded by 2X. The SMAX charts and files are maintained for historical interest and independent study .
Warning: These trading sytems and methods are posted for their educational value only. Historical results have not been fully backtested or evaluated. Trading rules may be subject to interpretation, and may need to be changed or even discarded. Planned risk levels may be exceeded drastically in extreme market conditions that are not uncommon. The same system may be profitable for an accomplished trader and generate losses in the hands of an unprepared trader. There is no substitute for learning to trade, which takes time in actual trading. Use and/or modify the information contained in these resources only at your own risk.

Index futures trading system

Systems trading isn't new. However, due to radical advances in technology, such as electronical communications and trading, computational systems and the ability to instantaneously access market information globally, this phenomenon is making systems trading one of the fastest growing segments of the investment world.
Our goal is to simply offer the finest trading systems available. We firmly believe that the tools contained in these pages are some of the best ever offered to the general trading community. The trading systems we offer and their characteristics are summarized in the table below. To see how each system works, click on the system's name.
-Real Time / Swing Trading.
-Computerized Technical Analysis.
-Short Term Trading Model.
-Delivers trading alerts via e-mail.
Basket of 35 commodities.
-Real Time Data / Intraday.
-Break Channel + Time Algorithm.
-Short Term/Aggressive Model.
-Sound Money Management.
-Real Time Data / Intraday.
-Break Channel + 4 TA Indicators.
-Short Term/Aggressive Model.
-1:2 Risk to Reward.
-Operated by real traders.
-Modern Technical Analysis.
-Quant. Fundamental Analysis.
-Delivers "live" Buy/Sell signals.
THERE IS RISK OF LOSS IN FUTURES AND OPTIONS TRADING.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
This site has been prepared solely for information purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any futures or options on future contracts. The information presented in this site is for general information purposes only. Although every attempt has been made to assure accuracy, we assume no responsibility for errors or omissions. Examples are provided for illustrative purposes only and should not be construed as investment advice or strategy. The information presented herein has not been designed to meet the rigorous standards set by the Commodity Futures Trading Commission for disclosure statements concerning the risks involved in trading futures or options on futures. That disclosure statement must be provided to you by your broker.
Copyright © 2004 Advanced Trading Systems, Inc. All rights reserved.

Index futures trading system

Finally, after being asked a thousand times, systems are now offered as individual downloads.
Futures Truth Top 10 Most Consistent System.
Trend Weaver uses a unique trend filter to determine the direction of the next trade. Trades are only allowed in the direction of the trend.
Once in a position, an exit order trails the position based on the momentum and range of the market.
This gives the trade a reasonable chance to accumulate profits without risking an excessive amount per trade.
The system works on individual markets with varying parameter sets or on a portfolio with shared parameter sets.
AUD/USD, Corn, Crude Oil, Cotton, Euro Bond, UD Dollar Index, EUR/USD, Eurodollar, Feeder Cattle, Gold, Copper, USD/JPY, Lumber, Lean Hogs, Natural Gas, Orange Juice, Palladium, Soybeans, Sugar.
A deduction of $40 per contract traded was used to simulate slippage and commission for each transaction. The same exact rules and parameter sets were applied to each market and throughout the test. This system could certainly be applied to one market at a time with varying parameter sets. Doing so would result in far better results than even shown here.
Video - Shows exactly how to trade manually System Code - TradeStation - Multicharts - Trading Blox - Ninja Trader Back-Adjusted Data files - One-time download.
This is a unique system because it takes into account range cycles. Most trending systems are only concerned with the position of price in relation to the recent past.
Hi-Lo Trend only enters new positions when the range cycles indicate the market is ready to go.
Based on the huge edge this system enjoys it’s unlikely too many are using a similar strategy. Particularly interesting are the portfolio results which have produced steady profits for more than 20 years.
AUD/USD, Corn, Crude Oil, Cotton, Euro Bond, UD Dollar Index, EUR/USD, Eurodollar, Feeder Cattle, Gold, Copper, USD/JPY, Lumber, Lean Hogs, Natural Gas, Orange Juice, Palladium, Soybeans, Sugar.
A deduction of $40 per contract traded was used to simulate slippage and commission for each transaction. The same exact rules and parameter sets were applied to each market and throughout the test. This system could certainly be applied to one market at a time with varying parameter sets. Doing so would result in far better results than even shown here.
Video - Shows exactly how to trade manually System Code - TradeStation - Multicharts - Trading Blox - Ninja Trader Back-Adjusted Data files - One-time download.
In response to sluggish trend following systems, Swing Machine responds with smart entries and quick exits when the market goes against the trade.
The Swing Machine measures the recent range of the market and enters trades when the range begins to expand.
This approach attempts to keep the system flat during choppy non-directional periods and only enters a new position when the market is on the move.
As you can see from the equity graph, it does a good job of capturing gains while avoiding large losses.
AUD/USD, Corn, Crude Oil, Cotton, Euro Bond, UD Dollar Index, EUR/USD, Eurodollar, Feeder Cattle, Gold, Copper, USD/JPY, Lumber, Lean Hogs, Natural Gas, Orange Juice, Palladium, Soybeans, Sugar.
A deduction of $40 per contract traded was used to simulate slippage and commission for each transaction. The same exact rules and parameter sets were applied to each market and throughout the test. This system could certainly be applied to one market at a time with varying parameter sets. Doing so would result in far better results than even shown here.
Video - Shows exactly how to trade manually System Code - TradeStation - Multicharts - Trading Blox - Ninja Trader Back-Adjusted Data files - One-time download.
HD Videos show how to trade each system File Downloads for: TradeStation - Multicharts - Trading Blox - Ninja Trader.
No Mini-Mean files for Ninja Trader One time download of Back Adjusted Futures Contracts.
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