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I assume that this is calculated by simply taking the spread between ES #F and $SPX.
These values are off, I am calculating the $SPX using a fast cash index that moves with $SPX very closely for the most part and the values that I am seeing between my version of PREM and eSignals is completely different.
i.e. a delta difference between the SPX that I calculate vs eSignals is less then 0.5, but the delta difference between EPREM A0 and my prem (based on fast cash - ES #F) are sometimes > 2 and these aren't spikes, these can last for a few minutes.
So I have to ask, what ticks are being used to here?
If the above isn't clear please see attached file.
These values are off, I am calculating the $SPX using a fast cash index that moves with $SPX very closely for the most part and the values that I am seeing between my version of PREM and eSignals is completely different.
i.e. a delta difference between the SPX that I calculate vs eSignals is less then 0.5, but the delta difference between EPREM A0 and my prem (based on fast cash - ES #F) are sometimes > 2 and these aren't spikes, these can last for a few minutes.
So I have to ask, what ticks are being used to here?
If the above isn't clear please see attached file.
Attached Files