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NASDAQ Cumulatve Tick & S&P trading

I'm using Trade Station symbols in this message...Can anyone tell me why the $TIKQ,(the NASDAQ Cumulatve Tick) ,and I trade the 3 minute Emini S&P chart, appears to me more effective as a trading support resistance model then the $TIKSP (the S&P Cumulatve Tick)? Why would the tick data for the Nasdaq work better for trading the S&P then the tick data for the S&P itself??? There is also the New York stock exchange $TICK which I haven't experimented with.
We may be going through a phase where the NASDAQ is a leading indicator of S&R. How exactly do you use the $TIKQ to find S&R and how long has the worked for?
I've used the NASDAQ Cumulative Tick as only one of several technical indicators over the last few months, however, my point was that the swings in it are more defined and therefore tradable than the S&P tick. I've looked at the New York Stock Exchange Tick and that appears to be superior to the S&P tick as well.

I use bollinger band extremes for support and resistence for the tick chart and E-Mini 3 min chart and have a long profit target of 2 pts if the short term trend is up on the E-Mini 3 min chart and if price on the E-Mini 3 min chart is also in the lower bollinger band area, at least below the mid, vice versa for a short entry. If I've trading against the trend then I have a 1 pt profit target. I sometimes trade a 2nd or 3rd contract depending on my conviction with a 3 pt overall protective stop.

I would like to strategy test the tick data on the E-Mini 3 min chart but I need the code in order to do a multi data strategy, which I am not sure of how to develop.
Back testing with multiple data streams is tricky. If you have tick data for all of your data streams then you can merge them together by time and send them to your back tester. Otherwise, if you have time based "bars" such as OHLCV then this is a bit more difficult as you have to line up the data at points in time and evaluate the data at timed intervals. i.e. you have to assume no market knowledge between each distinct time period - for example every 3 minutes. This is one of the reasons that this type of strategy is very much an intuitive this that traders talk about and no one has any hard evidence of how well it works over the long term.