E-mini was trash

Discussion in 'Index Futures' started by wwatson1, Apr 24, 2003.

  1. 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?:confused:
  2. hmmmm.. sounds strange. I dunno, send it to me and I'll test :)
  3. what, the system?
  4. 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.
  5. 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...
  6. 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.
  7. thanks for that tradergay
  8. 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.
  9. LOL
  10. Thanks AAAintheBeltway that sounds like the shot.
    only thing is i just payed $150 for historical e-mini data.
    #10     Apr 24, 2003