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Hello Romi,
I don't know the standard. Don't get Barrons anymore but I would
default to them. I do notice that TradingMarkets.com uses > $5
standard but I assume that is because their data provider (Prophet)
uses it.
Best regards,
Jim Johnson mailto:jejohn@xxxxxxxxxxx
--
Saturday, November 2, 2002, 10:46:40 AM, you wrote:
RG> Hi Jim,
RG> Curious what the standard is, if any, or which one matches with CNBC...any
RG> idea?
RG> Thanks
RG> Romi
RG> ----- Original Message -----
RG> From: "Jim Johnson" <jejohn@xxxxxxxxxxx>
RG> To: <omega-list@xxxxxxxxxx>; "MT" <mtzianos@xxxxxxxxx>
RG> Sent: Saturday, November 02, 2002 9:15 AM
RG> Subject: Re[2]: Strategies testing. Datafeeds differ a lot
>> Hello MT,
>>
>> I watch both eSignal and Quote.com all day. The Adv and Decl issues
>> as well as volume is always different. I think it is because eSignal
>> ignores issues below $5 whereas Quote.com apparently includes them.
>>
>>
>> Best regards,
>> Jim Johnson mailto:jejohn@xxxxxxxxxxx
>>
>> --
>> Saturday, November 2, 2002, 8:51:14 AM, you wrote:
>>
>> M> Hi,
>>
>> M> The previous poster's point is quite valid, as different data providers
>> M> can produce significant differences.
>>
>> M> You suggested to him to trade Oddball, so I'll tell you that I noticed
>> M> significant differences in that particular strategy, since the ADV data
>> M> differs a lot based on what feed one's using, e.g.:
>>
>> M> I have been monitoring Oddball -bf.oddball.3, with eSignal.com feed to
>> M> be exact- on ES for a few months, and here are my TS stats:
>>
>> M> ESU2 made TNP $2.3k with $4.8k MaxIDD and $28.55 AvgTrade
>> M> ESZ2 made (sofar) TNP $2.6k with $5.6k MaxIDD and $67 AvgTrade
>>
>> M> Considering that emini-SP is unfriendly to market orders, OB+eSignal on
>> M> ESU2 would probably be break-even. The ESZ2 contract would probably be
>> M> showing a small profit sofar, after commission + slippage.
>>
>> M> I've noticed quite a few differences between OB+eSignal signals and the
>> M> MB's Website signals , so I wonder what results people using other
RG> feeds
>> M> had for the same period of time?
>>
>> M> Regards, MT
>>
>> M> foolsgold wrote:
>> >>
>> >> Hello michel,
>> >> mr> I'm testing some commercially available strategies.
>> >> Wouldn't you be better off trading Oddball? it's free, many others
>> >> have done the testing and are trading it themselves, and the returns
>> >> are probably as good if not better, than any other commercially
>> >> available strategy.
>> >> Also, it's now Larry Williams newest and best way to trade, if you go
>> >> to him he'll sell you Oddball for $5000
>> >>
>> >> foolsgold
>> >>
>> >> mr> I'm testing some commercially available strategies. Unfortunately,
RG> depending on datafeeds I never get the same results. Results differ from
RG> feed to feed a lot !!! E.g. TS-6 strategy results
>> >> mr> differ a lot from Tenfore, by many people stated the best feed, and
RG> then I mean a lot. Even testing with data from the same provider, tenfore,
RG> and sent to me by different users, even then I get
>> >> mr> not the same results. Some users should go into the market and
RG> others don't or the time is totally different, hours of difference.
>> >> mr> I assume many of you, with testing strategies, have encountered the
RG> same problems, let alone system trading brokers. How did you solve that, if
RG> possible. If you use two datafeeds, do you get
>> >> the
>> >> mr> same results with a strategy, e.g. tenfore and esignal.
>> >>
>> >> mr> Thanks in advance.
>>
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