Trade on different price series?

["Gary Fritz" <fritz@xxxxxxxx>]

Since it appears I won't be doing any more trading today :-(,
I have a system development question:

Is it possible to RUN a system on one price series, but TRADE on 
another?

SPX is a lot smoother than SP futures.  I can get a system to trade 
pretty reasonably on SPX.  But if I apply the same system to SP, it 
blows up due to SP's higher volatility and noise.  I'd like to 
experiment and see if I can use SPX as a signal-generator for 
trading SP.  Brief manual inspection seems to indicate it works OK, 
but I'd like to test it exhaustively before going any farther.

I suppose I could manually track the results, printing out the Data2 
(SP) price values when the Data1 (SPX) signals fire, but that would 
be very painful -- especially for stops.

Any better ideas?
Gary