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It is a reality. Take an intraday ES
candlestick chart and overlay an OHLC chart of the SP. Then create a
custom indicator of High of data1 - high of data2 and Low of Data1 - Low of
Data2. These differences are the reason for different trendlines, trigger
level differences, pivots as well as moving average differences when the H
and L are involved in calculations by themselves or the Close. The extra
noise in the ES obliterates the performance of systems designed for the SP
data.
<BLOCKQUOTE
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
M.
Simms
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Wednesday, February 13, 2002 10:51
AM
Subject: RE: [RT] E Mini Vs big
contract?????
Sean - this is
troublesome and bothering.....
are you using
TS4, TS2000i or TS/Pro ?
Tick bars / 5
minute / 15 minute bars ?
Which data feed
?
Lots of
variables to consider, but the differences between the 2 symbols should not be
that drastic.....
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<FONT face=Tahoma
size=2>-----Original Message-----From: Sean Cassidy
[mailto:scassidy@xxxxxxxxx]Sent: Wednesday, February 13, 2002
4:44 PMTo: realtraders@xxxxxxxxxxxxxxxSubject: [RT] E
Mini Vs big contract?????
I have been using a tradestation system that works very well
on the S&P and Nasdaq Indices. but when I try to use the same system on
the mini s&p and the mini nasdaq......the results are completely
different. What can i do to get these results in line? I realize the numbers
are slightly differenet between the mini and the index, but the results
should be almost identical.
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