S&P 500 3-Day Advance Issues Trading System
Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue.
1. Emini S&P regular trading hours (RTH) only.
2. 130-minute bar. Drop the last 15 minute from RTH because there is no breadth data to collect in that 15 minutes.
3. SP_D3A is the signal generating series.
4. It is a multiple day swing trading system
Those of you who have NeoTicker can download the formula language based system here.