Three Core Attributes of a Quality Day Trading System

There are a staggering number of day tradingmay find yourself a step behind the action if you rely
systems on the market today, and they range fromsolely upon oscillator based trade selection. There are
fully automatic systems to exotic systems baseda number of oscillators that claim to be leading
upon astrology. The day trading systems which lieindicators, but their effectiveness as leading indicators
between these two extremes are the ones ofis generally dubious, at best. On the other hand, it is
interest to the average trader. For a novice trader,possible to glean a tremendous amount of
choosing a system is complex and difficult because itinformation from oscillator and indicator analysis and I
is tenuous to ascertain which system will actuallydo not mean to lessen or demean their importance.
work in which system is nearly hype. Most goodMy point is a simple one, oscillators and indicators are
systems, though, are comprised of some time-testedgenerally lagging indicators and understanding this
core components that differentiate them from theweakness is essential in employing their use in your
less than effective systems.trading system.
Throughout my career as an institutional trader IFinally, I think it is important to have information or a
have learn to day trade several different systemsdata feed coming directly from whatever underlying
that are effective and profitable. These time-testedsecurity is being traded. For example, I trade primarily
systems usually containthree important characteristicsthe financial index e-mini futures, so I am particularly
which are worth noting. All contain some emphasis oninterested in raw data from the New York Stock
price action or price movement. Nothing is more basicExchange. To accomplish this goal, I generally like to
or essential to a system than what the priceuse the NYSE tick. This particular indicator compares
movement of the traded equity is doing, and theadvancing and declining issues on the New York
manner in which price is behaving. Price action analysisStock Exchange and gets no information or data
is among the oldest disciplines in trading systems, andfrom the futures exchanges. Using this raw data, I
its importance has not lessened over the years. As aget a bird's eye view of what is actually occurring on
matter of fact, there are systems based solely uponthe exchange. I feel this is a distinct advantage in my
price action. Any discussion of price actiontrading, as the futures traders have not always
methodology would require a discussion the size of areacted to the New York Stock Exchange price
small book, as there are many interpretations of themovement and I am therefore aware of the trends,
relationship between price movement and the marketor lack of trends, that occur in real-time. Oddly
prediction. Like all things in trading, some price actionenough, when I have introduced this indicator to
analysis is quite effective and other analysis is not astraders who have relied solely upon oscillators they
effective. It will take some investigation and researchare often amazed at the added depth of knowledge
for the average trader to determine which pricethey acquire when comparing the NYSE tick and their
action methodology best suits the trading style he orfamiliar oscillator based indicators. For that reason
she intends to employ.alone, I believe it is important to employ data that
A second characteristic of a good trading system isdoes not come directly from the futures exchanges.
the utilization some form of indicator or oscillators. InQuite simply, data derived directly from the exchange
a recent years, indicator and oscillator based systemsof the underlying security will supply you with
have gained great popularity. Again, there are tradinginformation you might not normally be accustomed to
systems based solely upon oscillator indications. Iusing.
caution against using systems employing onlyAs you can see, I like using trading systems that are
oscillators, as there are some inherent weaknesses inmultifaceted and give me a broad view of market
this methodology. Of utmost importance andmovement. It is my opinion that trading systems that
evaluating oscillators is the tendency for them to berely upon a single indicator often result in a skewed
lagging indicators. Most oscillators receive informationmarket viewpoint. Above all, when I day trade I
from a data feed and apply a specific mathematicalwant to develop the fullest understanding of the
formula or analysis to this data. Therefore, bymarket movement possible, and I accomplish this by
definition, oscillators tend to lag the market and youlooking at the market from several points of view.