I got this from Citizen who got it from someone else, etc.  Nothing you see on any of these pages is original and exclusive.  You may see some methods that have been tweaked a bit, though. 

The Enthios Cross is very simple, particularly compared to the various "Guerilla Trading" books out there.  It very simple; the problem is that when you insert human intelligence, fear, greed and emotions, the method breaks down.   You can develop your own variations on this method but here is how it works:

Use a one-minute chart with 5 and 15 period moving averages, preferably ema's.  (See illustration below)

Trade only in the direction of the 13minute trend.  You can determine whether the market is long on a 13minute basis, using different methods.  13min 3pb, 13min 5 and 15 ma's, and 13min market structures are three that I keep an eye on.  Be sure to use a continuous basis, i.e. one that takes into account the fact that the futures trade 24 hours.

On the 1min chart, when the 5 period ma crosses above the 15 period, you enter a long trade.  You exit that trade when the 5 period crosses back down below the 15 period.  The reverse applies for shorts.  So if the 13min trend is long, each time the 1min ma's cross up, you enter a trade.  Enter on the first candle after a candle has closed at the point where the ma's have crossed over.

This 1 minute chart shows the 5 period ma as blue, and the 15 period ma as red.  I have overlaid the 13min 5 and 15 ma's as light blue and pink, respectively, to show you whether we are "long" or "short" on a 13min basis.

The chart below shows a 100 point trade - worth $2,000.  This is an extreme but gives a good reason to use the Enthios Cross method to stay in any trade, including trades that you may have entered on other criteria.  Quite often you can get 30 points out of a trade before the ma's cross back down.

In all fairness, this method has its flaws.  It really should be used only on strong trend days.  On weak trend days, MSL/MSH scalping or range trading may be more appropriate.  On weak trend days, the 1minute 5/15 moving averages tend to whipsaw up and down, throwing you out of a trade just after you have gotten in.  

If waiting until the lines cross over, and suffering through a 20 point ($400) wiggle, scares you too much, I have developed a variation on this called the Trigger Cross.  This too is simple.  I use it for entry, exit, re-entry, and stopping out:  Instead of waiting for the moving averages to cross over, you look fo the first candle to close above the fast moving average.  Apply this for all four methods:

  1. Entry
    High of first candle after ma's cross up. Set trigger for high plus one tick. 
  2. Exit
    If the body of a candle prints below the slow (15 period) moving average (or above, in a short trade) then use the low of the candle as the exit trigger.
  3. Re-entry.  
    If an exit is triggered above, but the lines do not cross down and you want to get back in the trade, simply take the high of the first candle whose body closes above the fast (5 period) moving average (this is a reverse of the Exit method).
  4. Stops
    When a new msh is confirmed, raise the stop to the previous msl.

Examples of all these methods are found in this one trade: