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Yes, I made the same discovery shortly
after I moved from the big S&P to the mini. My method relies on some fairly
precise alignments of price and, more often than not, the mini will fail to
generate a trade because of an over run or under run of price, whereas the big
S&P will stop precisely where it should. Although I trade the mini, I still
pay for my CME/ Exchange fee for that reason.
Andrew
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
BobR
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Sunday, May 20, 2001 8:57 PM
Subject: [RT] Gen - big contract vs
mini
Made a surprising(to me) discovery this weekend. Some
mechanical systemsthat perform quite well on the big snp fall apart on the
ES. Using the sametime period 3/2 - 5/18, 15 minutes per bar, day
session, same system inputs,etc, the ES appears to be difficult to code
decent systems for. Wonder ifanyone else has encountered this and
what insights they might have to shareon differences in systems for big vs
mini contracts.bobrTo
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