Strategy on RUT. Search for the best system.

[gg12]

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)

 

[gg12]

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)

 

[gg12]

RUT is up. See attached ERTM07 future analysis.

 

[gg12]

RT sideways with good trading signals the last days.

Pro move at 2 points
trail 2 points.

 

[gg12]

RUT signal based on 10 days on 5 point grid.

DOWN from 830.
Stop 835 (trailing)

Stop is also reverse point.

 

[gg12]

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.

 

[gg12]

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

 

[gg12]

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.

 

[gg12]

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)

 

[gg12]

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