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Re: looking for system to trade QQQ/SPY



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Robert, I use a home grown 30min bar breakout system to trade the QQQs.  .
But my signals are generated by looking at $NDX.

I have prototyped feeding the buy/sell signals from  the system running
against $NDX to another chart which has QQQ  loaded for data1 but I have not
completed that work and since I use CyberTrader to place the trades it is no
big deal to manually load the trade onto a Cybertrader "Order Bar".

I have found that the index tends to be a little bit less emotional then the
actual tradeable QQQ, so I feel I can get better signals out by  looking at
the $NDX.

I too saw the same problems in trying to run my system against a Nasdaq or
S&P futures contract(s), ie I got bad, weird results and I have not taken
the time to investigate it!  So for now I  continue to trade the QQQ via the
money index.

The system also "seems" to work well with DIA and SPY.  If someone could
provide me historical data for $SPX and $INDU in .xpo format I would be able
to further backtest the system against those mkts.  So for now I do not have
sufficient historical data to assure myself the the system works good enough
with DIA and SPY.

Ernie Bonugli
ebonugli@xxxxxxxx