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To: Jack of All Trades who wrote (13985)9/20/2001 11:56:28 AM
From: fut_trade  Read Replies (1) | Respond to of 209892
 
"You must be paying alot for trading the emini, I would think you should be paying <$20 RT"

$5.90 per RT. I would get killed paying $20 RT.

"Yes my system can be easily coded... I already have it done in VB, but I have used about 6 qtrs of emini data."

1993-1995 was a tough time for futures. If trading ever gets like that again - you should watch your drawdown carefully. 1993 was the only year my system lost money.

"I have also written code/charting software to simulate trading on that data, to add in slippage and commish."

I've also done that. It's great for practice, but backtesting has helped me the most.

Here's a link I found showing the best SP systems. I think more than half are daytraders, but they are all new and probably wouldn't hold up over the past 20 years of data. Volatility the last few years has really boosted system performance.

futurestruth.com

"Personally I don't think you can rely on only one time frame or should use mutilple formulas of the same time frame to extend it to longer"

I haven't tried multiple time frames yet. I think Elder's triple screen uses multiple time frames, but I've never seen that system tested rigorously.