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Sarb,
it depends on how many trades you expect to have during those 5 months.
For more or less reliable backtesting results for daytrading, based on
my experience, I'd accept the following as a minimum:
- for 1 trade/day - 300 (20/month, 15 months),
- for 20 trades/day - 800 (400/month, 2 months),
- for 2 -19 trades/day - betw. 300 - 800 (proportionally).
That'd be followed by min.1 month of real-time paper trading.
This is based on assumption that these 5 months include most types of
markets i.e. slow and fast, high and low volatility, trending and
consolidations
which is true for the last 5 months of intraday Emini S&P.
Again, this is based on MY experience and not on statistically significant
numbers which are, at least for me, of less importance.
These are just very general rules. The decision when to start cash trading
would depend on the evaluation of testing results, but that is another
story.
I understand that Tradestation Pro still does not include futures.
Jan Philipp
----- Original Message -----
From: "Sarb Grewal" <grewalss@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, July 08, 2001 5:28 PM
Subject: S&P Emini Trading System
> Hello all,
>
> I want to test and develop an S&P emini daytrading system on Tradestation
> Pro. Tradestation people told me that their emini historical data goes
back
> to Feb 2001 and you can't use any third party data. I look at 1 min and
3min
> charts.
>
> I would like to know if five months of data is long enough to develop a
> robust trading system.
> I will greatly appreciate your feedback.
>
> Thanks,
>
> Sarb
>
>
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