Gentlemen
Thank for your answer. Author used this time trading simulator from RefrcoPCG .For some 15 business days result is approx
600 time /30 mln$ from start 50000$/ .Most of them from event trading of clv options and oil derivative as ngv,huv,hug.
But author suspect ,that real time paper simulator result
is not significant.
1. Fifo is not incoporated in simulator in E-mini /es,ert,eym,en,emd/
What about real oil product trading . Would order ,which
placed on CLV executed 60 minuts lates ?/ case of FIFO
rule for ES/ .Tactic win spread can not work for NYMEX product ?
2. Another author's mentioned ,that NYMEX Acess is not
so good for oil & derivative as Globex for E-mini .
Can you compare Access against Globex ?
3. Refco or futuresource listed volume for Globex ,but not for
Access .
In first 30 minuts after 3.30 p.m. Chicago time /4.30 NY time/ ESU have volume more as 2000 contracts
and in time from 3.30 p.m until 3.30 a.m. some 20000-
30000 contracts are not exceptions .
How great is volume for Access for cl,ng,hu in this time ?
How great is Cl options volume in time between 3.30 p.m.-
3.30 a.m.
Or professional must make switching from Nymex to Tocom
and to ICE ?
Author would very pleased for answer.