Wednesday, June 16, 2010

Update on upcoming release of ES 1min system

This is the final ES system trading 100K from November last year with full slippage removal and trade entry redundancy which actually produces positive slippage. I will have this version of the ES system on the trade servers by tonight. One of the key elements to trading short term futures like this is handling rollover. Therefore we are using specially designed rollover data to build our trade data.