e-mini simulations

Quote from Moderate:

im not flipping for a quarter anymore, now im going for 3 or 4 ticks
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Im surprised noone poopoo'ed your quarter experience. Using 3 or 4 ticks may give slightly more accurate sim-results, but you must keep in mind that when trading ES, 19 out of 20 times, price will have to trade through your price to fill. Your quarter experience is all but guaranteed not to be duplicatable in real time trades. Real-time price trade-through is why simming produces unrealistic, mostly unduplicatable results. Keep it in mind.

Osorico [realist, not naysayer] :)
 
Quote from Moderate:

got access to ninjatrader yesss

are these settings brutal enough
http://img514.imageshack.us/img514/1599/ninjapb6.jpg

the default datafeed delay was 20 seconds , is that how it is in the real world?
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The delay time is only part of it, but your fill price is the main issue. Remember, you need a move of 3 favorable ticks to book your first 1 tick gain on any trade (1 past fill on either end, plus your 1 tick profit).
 
use market orders...more realistic...with such large orders ahead of you...limits will not most likely get filled...just my thoughts...there is enough volume to basically get filled at market...should be no concerns...just my thoughts..
 
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