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But back to my original question.....and I am aware
that maybe I want this to work to much.....what If you traded the mini based on
buys and sells generated by the index charts? Wont the prices always be about
the same? If I use a 3 point stop.....that should more than enough
to cancel out any noise.....I have never seen a difference of more than a
point. I plan to paper trade this on a simulated account first. But thanks for
the help. Logically....to me anyway....it seems that that should
work.
Sean
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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: Wednesday, February 13, 2002 11:21
AM
Subject: Re: [RT] E Mini Vs big
contract?????
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.
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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:
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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----- Original Message -----
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From:
<A title=prosys@xxxxxxxxxxxxxxxx
href="mailto:prosys@xxxxxxxxxxxxxxxx";>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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