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Hello Sean,
I know this, recently got in similar trap myself. Indices are
artificial data series, they're un-tradable in contrast with e-mini,
qqq, diamonds etc. That means that indices data series have absolutely
different noise characteristics (dramatically low noise), more quality
trends. It is rather common mistake of beginning (or not prudent)
system developers to validate their systems on indices paying no
attention to real instruments. Will this system work on real data or
will not - it depends of its principles and time frame. How it looks
like: a system that runs on artificial data seemingly well just
falling apart on real data. Absolutely. Most likely such a system
won't work on the intra-day data at all. You may try to time an index
using this system, and trade signals on a real market. But this won't
be a pure mechanical and still no guarantee you'll get similar good
result.
Best regards,
Alex mailto:alex_bell@xxxxxxx
Thursday, February 14, 2002, 12:43:58 AM, you wrote:
SC> 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
SC> 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.
SC> Thanks,
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