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The S&P e-mini is unfriendly to market orders? Since when?
Kent
----- Original Message -----
From: "MT" <mtzianos@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Saturday, November 02, 2002 8:51 AM
Subject: Re: Strategies testing. Datafeeds differ a lot
Hi,
The previous poster's point is quite valid, as different data providers
can produce significant differences.
You suggested to him to trade Oddball, so I'll tell you that I noticed
significant differences in that particular strategy, since the ADV data
differs a lot based on what feed one's using, e.g.:
I have been monitoring Oddball -bf.oddball.3, with eSignal.com feed to
be exact- on ES for a few months, and here are my TS stats:
ESU2 made TNP $2.3k with $4.8k MaxIDD and $28.55 AvgTrade
ESZ2 made (sofar) TNP $2.6k with $5.6k MaxIDD and $67 AvgTrade
Considering that emini-SP is unfriendly to market orders, OB+eSignal on
ESU2 would probably be break-even. The ESZ2 contract would probably be
showing a small profit sofar, after commission + slippage.
I've noticed quite a few differences between OB+eSignal signals and the
MB's Website signals , so I wonder what results people using other feeds
had for the same period of time?
Regards, MT
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,
depending on datafeeds I never get the same results. Results differ from
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
then I mean a lot. Even testing with data from the same provider, tenfore,
and sent to me by different users, even then I get
> mr> not the same results. Some users should go into the market and others
don't or the time is totally different, hours of difference.
> mr> I assume many of you, with testing strategies, have encountered the
same problems, let alone system trading brokers. How did you solve that, if
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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