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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Brian Hornby who wrote (17140)	3/1/1999 11:22:00 PM
From: j g cordes	Read Replies (2) \| Respond to of 44573

Interesting Brian, the success rate is very high. Is there anyway to see the chart on that.. perhaps at the metastock site? What time of day is the theoretical trade made, after close? On open? The range between getting the signal and actually being in the trade might play havoc in the real world. I've back tested many programs and havent had them run quite this well. Next step is for you to find a brokerage or broker who will let you play trade. You call in your trades based on your dynamics just as if it were the real thing. He keeps track of your funny money and you get the benefit of seeing if it works without harm.

To: Brian Hornby who wrote (17140)	3/2/1999 3:50:00 AM
From: Patrick Slevin	Read Replies (2) \| Respond to of 44573

< not sure what relationship the continuous contracts have with the real contract> I do not know if MarketSource is similar to Pinnacle or not. Pinnacle tells me that what they do is back-adjust the prior contracts to account for the rollover. That's all that I can recall offhand. So I imagine that if you look at a chart of last December's Bond or S&P and then check your prices in Profit you will see that the numbers are slightly less than they were in reality. Your slippage is 20? 20 what, I do not have Profit up right now. I use zero. Is it 20 bucks, because I thought that was supposed to be points. But as I say, I have it set to zero so I don't recall. Even 20 bucks seems wrong because the mini trades in $12.50 increments. Finally, it does not look as if you are using the continuous Mini but rather the continuous spoo. This would explain, now, why your slippage is 20 as you cannot get in or out using that price. I also just noted that the Continuous on MarketSource seems to have rolled already, as the Close today was not 1250 as your Profit setting has. It was roughly that on the June Contract however. I'll have to check my data once it completes and see just where my numbers are. I imagine that MarketSource does not roll the same way Pinnacle does after all. EDIT You know, your model coincidentally went flat right about where the contract rolled both in November as well as in February. If you are holding through one of those rolls in the future it will skew the actual results....unless Profit somehow "knows" to switch contracts once you are exiting one position and going to another. I would doubt that is true however.