ES trading system

How to set up ES trading system?
QJ said...
First, to trade ES you need a good charting system. QuoteTracker is good, TradeStation, ThinkOrSwim all good.
Here is the example setting use QuoteTracker with IB as data feed. After set both IB and QT, the ES tick is: GLOBEX@ESM9
ok, now you are ready to set up a few indicators, try those for 1-2 days.

for 1min:
single regression channel (65,2)
Par Sar (0.09, 0.2, 0.2)
BB (20,2)
Time Series Forcast (7)
Time Series Forcast (6)
ema(14)
ema(89)
Pivot Points

Volume
RSI(21,14)
Ergodic (20,5,5)
Williams %R (13,3)
Inverse Fisher Transform RSI(14)
MACD Histogram(12,26,9)
Chaikin Money Flow (14)
On Balance volume (21)

for 5min, same except ema (3 min is same as 5min):
single regression channel (65,2)
Par Sar (0.09, 0.2, 0.2)
BB (20,2)
Time Series Forcast (7)
Time Series Forcast (6)
ema(7)
ema(21)
ema(50)
Pivot Points

Volume
RSI(21,14)
Ergodic (20,5,5)
Williams %R (13,3)
Inverse Fisher Transform RSI(14)
MACD Histogram(12,26,9)
Chaikin Money Flow (14)
On Balance volume (21)

for 15min
single regression channel (65,2)
Par Sar (0.09, 0.5, 0.2)
BB (20,2)
Time Series Forcast (11)
Time Series Forcast (10)
ema(14)
ema(34)
Pivot Points

Volume
RSI(21,14)
Ergodic (20,5,5)
Williams %R (13,3)
Inverse Fisher Transform RSI(14)
MACD Histogram(12,26,9)
Chaikin Money Flow (14)
On Balance volume (21)
Accumulation/Distribution(3)

for 60min QT charts:
single regression channel (65, 2)
Par Sar (0.09, 0.5, 0.2)
BB (20,2)
Time Series Forcast (7)
Time Series Forcast (6)
ema(8)
ema(21)
Pivot Points

Volume
RSI(21, 7)
Ergodic (20,5,5)
William %R (14, 3)
Inverse Fisher Transform RSI(14, 9)
MACD Histogram(12,26,9)
CCI Histogram (14, 6)
MSROC (13)
On Balance volume (21)
Accumulation/Distribution(5)

for daily QT chart:
single regression channel (59,1.5)
Par Sar (0.09, 0.5, 0.2)
BB (20,2)
Time Series Forcast (11)
Time Series Forcast (10)
ema(10)
ema(50)
sma(20)
Pivot Points

Volume
RSI(21,14)
Ergodic (20,5,5)
William %R (14, 3)
Inverse Fisher Transform RSI(14, 9)
MACD Histogram(12,26,9)
CCI Histogram (14, 6)
MSROC
On Balance volume (21)
Accumulation/Distribution(5)

QQQ said...
in range bound trading, I prefer use support and resistance, sometime when indicators, say above 0.50 but if it is at resistance, I will have to think about it. Time Seris forecast is better indicator for range bound trading

Wahaa said...
Just FYI: Inverse Fisher 大于 0.5是买信号，小于-0.5是卖信号。QuanMM told me this before.

laogua said...
QJ had already show her setting. Check the fig here.
ES Daily and 60min: http://i43.tinypic.com/2ajtggn.png














ES 15min and 5min: http://i41.tinypic.com/jjvclu.png













ES 3min and 1min: http://i43.tinypic.com/20gy9mr.png














Wahaa said...
I hope that everyone has a relaxing weekend right now. For the classmates who want my es settings, here it is:
I used Qsis's 5 min charts as a base, add pivots and tsf from Qsis's comments,I only keep MACD and volume(+EMA) as indicators(otherwise it is too much for me!:-)