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Q&A: Day-Trading E-mini Stock Index Futures

There are basically two approaches to directional trading of E-minis: i.) hit and run based on technical patterns, and ii.) trend trading with a mechanical system.

The Afternoon Strategy

During the afternoon, we use a mechanical strategy to catch trends. This 89 MB is best viewed over Wi-Fi and may take several minutes to buffer over a slow connection.

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The Theory

I conducted two webinars at eSignal to explain why we do what we do.

The description for the hour-long presentation was, “Trading E-mini stock index futures is more fun and profitable when traders break the day into two parts. Hit and run technical trading tactics tend to work well during price discovery in the first hour while a mechanical, trend-trading strategy captures the big up or down days that often emerge in the afternoon. In this webinar, Teresa reveals the rationale behind her personal trading strategy for intraday E-mini S&P trading, complete with data analysis, backtests and conclusions.”

Q&A

A new member had some questions about SmarterSuite for TradeStation after reading about SmarterStops in The Very Latest E-Mini Trading, 2nd Edition: Using Market Anticipation to Trade Electronic Futures by Michael Gutmann. Continue Reading →

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Technical Analysis Explained

This is an excellent primer on technical analysis. It includes all of the popular folklore we need to be aware of in order to capitalize on the mistakes made by uninformed traders and investors.
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Real-Time Trading Session TUTORIAL (Video)

This is a primer on hit and run trading during the first hour of trading.
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Insight and Analysis TUTORIAL (Video)

In this pregame show, I demonstrate how to draw trendlines using some indicators as a guide.
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Real-Time Trading Session TUTORIAL (Video)

This is the video from today’s Real-Time Trading Session. I made a number of comments on using the swing lines indicator, game theory as a framework to view macroeconomic and political events, the math behind momentum indicators, the psychology behind the Mamis investor sentiment cycle, and Why I Don’t Watch 101 Things While Trading.
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Position Sizer for Stocks

It's here, a complicated indicator (that can't be done in RadarScreen for all of the stocks we track), BUT it will be featured in my future stock picks!
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Trader’s Workshop Instant Replay (Video)

It's here, the video from Day 5 of the quarterly Trader's Workshop.
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Trader’s Workshop Instant Replay (Video)

It's here, the video from Day 4 of the quarterly Trader's Workshop.
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