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Right, it might not work. A high to high and
low to low comparison would have to agree and on almost every bar they don't
agree. The actual execution prices will be different if they
occur at all. Create two charts side by side, one with ES, one with SP,
apply the system to both, and see where the signals occur. There will be
percentage differences in the entries and exits between the two.
<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:
Sean Cassidy
To: <A title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Wednesday, February 13, 2002 2:08
PM
Subject: Re: [RT] E Mini Vs big
contract?????
Just so I am perfectly clear.....you think that
my system that works so well on the S&P, although it is not designed for
it, would not work on the E Mini? The system is very simple, it buys above the
high of the first bar at the 3rd bar? Or sells below of the the first bar at
the 3rd bar.
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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=bobrabcd@xxxxxxxxxxxxx
href="mailto:bobrabcd@xxxxxxxxxxxxx";>BobR
To: <A
title=realtraders@xxxxxxxxxxxxxxx
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx
Sent: Wednesday, February 13, 2002
11:00 AM
Subject: Re: [RT] E Mini Vs big
contract?????
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.
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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.....
<BLOCKQUOTE
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #0000ff 2px solid">
<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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