I'm going to purchase the historical intraday database for ES to back test a system. What year do you guys suggest I go back to - what year did volume start to pick up. Started in 1998 yeah ? Thanks guys Chad
Until 2000, ES was less than 15% of total volume. I think in 2002 ist reached about 30%. Some time during 2003 or 2004 it suddenly jumped over.
I've done a lot of back testing lately. I have confidence in the most recent data. The markets are constantly evolving. Good luck! Geoff
Cheers Spectre .....'the most recent data' - how far back are you confident ? Value your opinion, Chad