Re: An S&P system which has earned $45,719.00 in the last 60 days ?

["Gary Fritz" <fritz@xxxxxxxx>]

> Why not using data[1] and data[2] for the calculations. Instead of
> entering on a stop enter on the close, use SP index as the trigger
> market (data2) and exit your trades in the SP Future (data1).
> Shouldnt that solve the problem? 

Yes, if your system will work that way.  Some systems don't work as 
well when trading on close.  If you must use stops, and you want to 
use the cleaner cash index, then you must use the cash in data1.  In 
that case you can approximate your futures fills by specifying the 
appropriate slippage figures.

Gary