E-mini was trash

wwatson1 · Apr 24, 2003

I ordered 3 years of e-mini tick data to backtest a 5 min intraday system.

The further back i go the worse the e-mini's seem to be for trading is that because they have only recently been one of the main futures contracts for traders?
any ideas?

CaroKann · Apr 24, 2003

hmmmm.. sounds strange. I dunno, send it to me and I'll test

wwatson1 · Apr 24, 2003

what, the system?

spreadem · Apr 24, 2003

That should tell you something about that system.

If however you think that it's still a good system, start trading with same system and observe the results. Go forward from there.

Trader Pete · Apr 24, 2003

i agree, still "forward-test" with real-time data and cash (start small of course). don't forget that the emini continues to add liquidity, but wasn't always there when it first started...

traderkay · Apr 24, 2003

thats cause your systems is not robust and cause it sucks basically. i bet u tested the stuff on 6 months or 1 year and thought you were a genius.

wwatson1 · Apr 24, 2003

thanks for that tradergay

AAAintheBeltway · Apr 24, 2003

wwatson1,

Why don't you try applying your system to data fro the big S&P contract? I forget when the ES began but there could have been some liquidity issues in the beginning. I know 3 years ago I traded the big contract only.

ROCK SOLID · Apr 24, 2003

Quote from traderkay:

thats cause your systems is not robust and cause it sucks basically. i bet u tested the stuff on 6 months or 1 year and thought you were a genius.

LOL

wwatson1 · Apr 24, 2003

Thanks AAAintheBeltway that sounds like the shot.
only thing is i just payed $150 for historical e-mini data.