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1、IntesaTradeandPRESENTBuildingYourE-miniTradingStrategyPreparedandPresentedbyDanielGramza1MaterialsinthispresentationarecoveredundercurrentUnitedStatesandinternationalcopyrightlaws.NOPORTIONOFTHISPRESENTATIONMAYBEREPRODUCEDWITHOUTTHEWRITTENPERMISSIONOFTHEAUTH
2、OR.DanielGramzaiscurrentlycompletingtwobooks:TradingintheEyeoftheStormTheHandbookofJapaneseCandleTradingStrategiesYoucanbenotifiedwhenthesebooksareavailablebycontactingDanielGramza.DanielM.GramzaAllChartsCreatedonPresidentAspenGraphicsSoftwareGramzaCapitalMa
3、nagement,Inc.Contact2227ForestviewRoadMIKEBRODROGIEvanston,Illinois60201-200918003591121Tel.(847)475-4760mbodrogi@aspenres.comFax(847)475-4780e-maildmgramza@worldnet.att.netCME,theglobelogoandE-miniaretrademarksofChicagoMercantileExchange,Inc.Allothermarksar
4、ethepropertyoftheirrespectiveowners.2BuildingYourE-miniTradingStrategy•Identifymarketyou'regoingtotrade•Determineyourtradingtimeframe•Selecttradingapproach•Createtradingstrategy•Establishtradingstrategyparameters•Measureperformanceoftradingstrategy•Implement
5、newtradingstrategyGramzaCapitalManagement,Inc.3Section1:IDENTIFYMARKETYOU'REGOINGTOTRADECMEE-mini™FuturesOPTIONSonCMEE-mini™FuturesCMEeFXFUTURESGramzaCapitalManagement,Inc.4CMEE-mini™S&P500®FuturesAverageDailyVolumeIncreasingVolume=IncreasingProductAcceptanc
6、e1,000,000900,000800,000700,000600,000500,000400,000300,000200,000100,000088990011223344597998-998999-999000-000001-001002-002003-003004-0040v-b-gv-b-gv-b-gv-b-gv-b-gv-b-gv-b-gv-b-oay-oay-oay-oay-oay-oay-oay-oNFeMAuNFeMAuNFeMAuNFeMAuNFeMAuNFeMAuNFeMAuNFe5CME
7、E-miniNASDAQ-100®FuturesAverageDailyVolumeIncreasingVolume=IncreasingProductAcceptance400,000350,000300,000250,000200,000150,000100,00050,000099900000011111122222233333344444455-9-9-9-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0-0gctcbrngctc
8、brngctcbrngctcbrngctcbrngctcbrueepuueepuueepuueepuueepuueepAODFAJAODFAJAODFAJAODFAJAODFAJAODFA6OPTIONSonCMEE-mini™S&P500®FuturesAverageDailyVolumeIncreasingVolume=IncreasingProductAcceptance1400
