Quote from taodr:
Only one problem fast, when "live" you have to wait in line and by the time you get filled the market is against you. It's easy on a simulator to make bucks.
For the emini, sim fills = real life fills. Hell, for the emini, you can backtest on the 5 minute chart, take your entry price as the first trade after the bar closes-- in real life, 90% of the time when you do this, you will get that price. 10% you'll get +/- a tick... sometimes worse, but sometimes better. I know, because I did this for some time.
