|
PureBytes Links
Trading Reference Links
|
Check to see if SP cash big point size is set to 1.00. That alone would
explain a 250X difference in all numbers.
----- Original Message -----
From: "Chris Cheatham" <nchrisc@xxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Saturday, April 20, 2002 6:01 PM
Subject: ts4 system results
> I'm stumped...testing a year or so of 15 min data on SP cash versus
adjusted
> continuous SP futures. Testing with SP cash the max drawdown is 15k,
testing
> with sp futures, it is 330k. There is no trade or series of trades that
seem
> to cause it...just shows up that was in the system report. Any ideas?
>
> Thanks,
> Chris
>
>
|