|
PureBytes Links
Trading Reference Links
|
Since the e-mini reports 2-3 times as many ticks and the executions are
reported more quickly, it should provide better info for back testing.
Earl
----- Original Message -----
From: Bob Fulks <bfulks@xxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Sent: Thursday, May 13, 1999 9:35 AM
Subject: Re: Stops
> I can see a lot of upticks on the emini so I can see where your stop could
> get filled on the way down.
>
> I was referring to the big contract where my BMI feed shows 46 ticks, all
> moving down. Obviously, it was not reporting every trade in such a
> situation so it is hard to tell what was really happening from the data
> feed. Ben's experience was better than I would have expected.
>
> Makes backtesting a little tricky, too!
>
> Bob Fulks
>
|