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Much data is readily available on the Internet. When I get charts (a form of data) from Yahoo, I have not entered into a contract regarding use/protection/resell thereof. I do not know how much tick data is freely available without restriction. More particularly, a tick data archive would...

Winter - Your contract with the data provider.

While I suspect that the the exchanges will indeed take the position that they own stock data, I am not at all certain that this is actually the case. The only way that I am aware of for them making such a claim, at least after the data has been made public, is via copyright. But, I do not...

How can I use a strategy developed in EasyLanguage on TS to trade though IB (which has a better commission structure)?

The tick data archive on the TS discussion groups has been discontinued. I may be willing to continue this service. However, I do not have much experience with tick data. Can anyone tell me how much storage capacity would be required per typical year of tick data per typical symbol...

unless cumulative p/l is posted occasionally? While I do see this once in a while, it appears much more a rarity than it should be.

Is there a commercial software package that looks for correlations?

If anyone, especially Don Bright, has posted 2005 year end results, I would like to see them. I browsed the Journals threads and nothing jumped out as being final results. Is there a particular key word that I should search to find posted performance for 2005?

I don't understand. In a post that I read earlier today, someone said that at Swift you can trade 100% the firm's money. If this is the case, I would think that they would want for you to be profitable and would provide some training.

squeeze, You post raises an interesting question. That is: could bid/ask data with size info be used for backtesting? I would worry about the games that market makers and others play to "manipulate" the market. Much of what you see in bid/ask is more of what someone wants you to see...

spike 500 , I agree that truely random data would not be very representative of market data. However, the other side of the coin is that old market data is not necessarily representative of new (future) market data. The ideal solultion might just be contrived data that contains all...

Like those used by Bright and Swift to train their traders.

If I want to make an EasyLanguage strategy available to someone (possibly to the public) and do not want the algorithm to be disclosed, is there a way to do this (possibly analogous to compiling or providing object code)? Thanks

Can anyone provide some examples of what can be done in a programming language like C++ versus what can be done in EasyLanguage? Does it make sense to first test and validate methods in EasyLanguage (using TradeStation), and then re-code any successful one in C++? Thanks

Does anyone use non-market data for backtesting? I mean data that was artificially generated, such as via a random number generator? Or, has anyone put together a sort of torture test from real market data by a cut and paste process to assure that all relevant market conditions are captured...

mmiller - What does this mean: "With the recent change to tick aggregation from the CME older tick files may not be that useful for backtesting anyway." What is the recent change and how will it affect the use of tick files for backtest? Thanks. I appreciate you help. Norm

Nana Trader - I cannot get the link above to tickdataplus.com to work.

Thanks Nana Trader.

Hello, I have started using TradeStation for backtesting and have noticed some aspects of the system that appear to detract from its ability to backtest using tick data. Not the least of which is the limited availability of tick data (30 days nominally). The entire program really appears to...

Hello, I am automating a method for intraday stock trading. Some might call it scalping. The trades will typically last 2 to 20 minutes, but could last for several hours. This method is intended to mimic a style that I have practiced manually with success for about two years. I typically do...