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Thread: Bollinger band pivots on the ES (10 minute chart)

  1. #1
    Join Date
    Feb 2008

    Default Bollinger band pivots on the ES (10 minute chart)

    Here's an interesting strategy you may want to test out with papertrades for the ES, it involves looking for both pivot trades 3 ticks outside of b-band reversals, as well as in-trend trades 3 ticks beyond micro-cup breakouts and breakdowns:

    Good trading,

    Ken Calhoun, Pres. (daily alerts) (w/Peter Bain) (w/Steve Nison) (for stock swing traders)

    p.s. per sec/cftc/ftc regs, none of this is to be construed as trading recommendations, it's just for educational use only, so you can "peek over my shoulder" to see what I'm doing with some of my trades. See for full disclaimer. Past performance is not indicative of future performance.
    These pages contain excerpts of actual trades I've made; it's not a complete record of every single trade I make. Some days I'll take trading wins or losses that I do not take the time to screencap and post online; it's a partial record of some of my trades. Note that I am not making income nor profitability claims of any kind. Most traders lose regardless of what they do. The majority of my personal income comes from my training business. I try to capture the best highlights of successful days so you can see practical examples of what I'm trading. There are also days in which I incur losses (and wins) which are not shown. This is simply a partial record showing highlights of some of my successful trading days. No representation is being made that other traders, including customers, will be able to trade like I do. Generally expected (average/typical) trader results are that all traders incur trading losses and most do not become profitable, regardless of the training they get. Commodity Futures Trading Commission (CFTC) Rule 4.41 HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. The information, services, products, claims, and materials on our sites are provided “as is” and without warranties of any kind, either expressed or implied. We disclaim all warranties, expressed or implied, related to strategies and content provided on this site as well as those that are presented in our products and services.Every visitor to this site, and subscriber (or prospective subscriber or customer) acknowledges and accepts the limitations of the services provided, and agrees, as a condition precedent to his/her/its access to our sites, to release and hold harmless Daytrading University, Trade Mastery, its officers, directors, owners, employees and agents from any and all liability of any kind (including but not limited to his/her viewing and/or implementation of this sites’ content, emails, webinars, videos, subscription to services and/or purchase of any trader training product or service herein). Trading is a speculative, high-risk activity. Trade smart.

  2. #2
    Join Date
    Mar 2008


    Are your pivots based off a Globex (24 hour) chart or a day session chart? As I see difference since you calculate it off the H,L,C,O

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