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S&P 500 Tick16 Scalper System
by Lawrence Chan on Jul. 6th, 2008 in Trading Systems That Work
Here is the trading system I presented in the Futures Magazine article, Day-trading with the Tick Index, in the July 2008 issue.
System Setup
1. Emini S&P regular trading hours (RTH) only.
2. 15-second bar. Drop the last 15 minute from RTH because there is no breadth data to collect in that 15 minutes.
3. SP_TICK16 is the signal generating series.
4. It is a daytrading system. Always exit open position by 4:00 Eastern Time.
Downloadable Code
Those of you who have NeoTicker can download the formula language based system here.