Tradestation Historical Data Feed

[feng2088 10]

Hello,

 

I tested my strategy with two emini (ESH11 and ESZ10) for 150 days back, but the result was so different on the same month. I was down about $1100 in Oct on ESZ10, but only down $15 on ESH11 in Oct. I am thinking TradeStation couldn't let you download historical data for too far. The test result is not accurate if you do that. Has anyone expericed this before? Thanks

[UrmaBlume 10]

Hello,

 

I tested my strategy with two emini (ESH11 and ESZ10) for 150 days back, but the result was so different on the same month. I was down about $1100 in Oct on ESZ10, but only down $15 on ESH11 in Oct. I am thinking TradeStation couldn't let you download historical data for too far. The test result is not accurate if you do that. Has anyone expericed this before? Thanks

 

There is not 150 days of useful data for any single contract. Use the continuous/perpetual symbol @ES.

[TraderWill 11]

feng, if you want to look at historical data use the continuous contract, which for the S&P is @ES. This is not a real contract that you can trade but an artificial contract that combines all the front month contracts. If you want to test the Russell use @TF, for Dow @YM and for Nasdaq @NQ.

 

Good luck in your testing.