Recent content by Charles1

The terrible results have been 99/100 losing money. I have only tested 10 days worth of data so far and not one set has shown a profit of more than 3 basis points. I have spent hours searching for a bug. Do you break your data down into bars rather than ticks? Maybe you use a certain time frame...

I have spent months developing a program for back-testing trading methods. The program uses tick data directly from the CME. My computer spent 7 hours working last night only for me to wake to awful results. The strategy is a very simple momentum play that only takes short positions. It tests...

I am looking to exchange or purchase historic e-mini data. The CME offers a free ftp with tick data covering the previous five days. Does anyone know were to find an archive of these files? The CME does not offer this format in their e-history files and my interface is specifically designed for...