|
PureBytes Links
Trading Reference Links
|
Hello ndtrader,
i set min.point move to 10. and big point value to 250 for the cash.
comment: recently someone sent me a back adjusted contract for the sp
and nz that they pulled off a web site providing free data to the
public which is noble. but the person i received the data from went on
and on about how clean this data was and how it was scrubbed to
perfection etc. so said the source of the data to them. so i wasted my
time trying to figure out why the heck it was showing such a wild
swing in testing. the data had gaps and missing days so often i quit
after a while i found so many errors. http://www.prosignals.com/naz/
my conclusions are that on larger time frame models 30 minutes up cash
is great for testing over long history. in fact better than most all
suppose adjusted contracts i have seen whit the exception of a
perpetual contract. people say you can not trade the cash or perpetual
well you can't trade and adjusted contract either. just be real
careful before you pass judgment, and i would recommend comparing the
cash trades alignment with the futures trade alignment as well.
n> Check to see if SP cash big point size is set to 1.00. That alone would
n> explain a 250X difference in all numbers.
n> ----- Original Message -----
n> From: "Chris Cheatham" <nchrisc@xxxxxxxxxx>
n> To: "Omega List" <omega-list@xxxxxxxxxx>
n> Sent: Saturday, April 20, 2002 6:01 PM
n> Subject: ts4 system results
>> I'm stumped...testing a year or so of 15 min data on SP cash versus
n> adjusted
>> continuous SP futures. Testing with SP cash the max drawdown is 15k,
n> testing
>> with sp futures, it is 330k. There is no trade or series of trades that
n> seem
>> to cause it...just shows up that was in the system report. Any ideas?
>>
>> Thanks,
>> Chris
>>
>>
--
Best regards,
Mark mailto:markbrown@xxxxxxxxxxxxx
|