Back Testing Intra-day Trades...

[LS_Chad]

Take a look at the Trading System / Backtesting Videos on Investor/RT at www.linnsoft.com/videos. You can use Investor/RT with DTN IQFeed, and get 1.5 years of 1-minute data on ES (for instance) from DTN. Investor/RT will run you $79 per month for the Pro Backtester version. And if you need any help putting your system into Investor/RT, I'll be glad to lend a hand (I've been coding systems in IRT for 10 years).

[forsearch]

Chad, which data source for I/RT has the most tick-by-tick historical data available? -fs

[LS_Chad]

	Quote:	forsearch
	Chad, which data source for I/RT has the most tick-by-tick historical data available? -fs

Unless something has changed recently, I believe you can get 8 days of tick data from IQFeed, and 50 from eSignal...although I think IQFeed provides much more 1-minute data (maybe 1.5 years vs 6 months for eSignal). I have heard some discussion that DTN will be expanding their tick limit in the near future, but I don't have the details.

If you really need years of tick data, there is a solution in tickdata.com. More information on pricing and how to pull tickdata.com data into IRT: http://www.linnsoft.com/tickdata/. You could purchase years of tickdata from tickdata.com, import that into IRT, and then continue to add another day each day from your realtime feed.