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At 02:18 PM 2/20/98 -0500, Steve McGuire wrote:
>Denise,
>
>Several questions, if I may.
>1. In desiging your system, how many years of data did you use?
>From Mar 96 tick data. Anyone have more tick data out there?
>2. After designing your system, did you back test it on data that was not
>included in the original design data set?
Yes. In fact used two different sources. BTW, Tick Data is back in
operation. They're with Futures Magazine at Jackson & Wacker.
>3.When testing did you use continous data or did you run it on each
>individual contract?
Real historical tick data for each individual contract. Did not use
continuous at all.
>4. Did you use cash S&P data or futures data?
Futures data. I've got TradeStation 4.0 use BMI Satellite for quotes --
realtime. Uses initial stop of 4 1/2 basis points. Baptism from hell
...... runs up to 1034.50!! UFF DA!!
We'll see how it goes. On paper it looks good -- but must test.
Denise
Denise Beebe Throntveit
President
FOREMOST FUTURES. LTD.
223 West Jackson Suite 600
Chicago, IL 60606
800-227-0335
EMail: foremost@xxxxxxxxxxxx
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