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.

System Setup

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

Downloadable Code

Those of you who have NeoTicker can download the formula language based system here.

S&P 500 3-Day Advance Issues Trading System

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