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Timestamps on a portion of backtested trades will suffice. I can manually verify a sample. I believe the concept to be robust enough that a tick or two variance from someone's tested dataset to my datafeed will not see the strategies imploding. The strategies are not HFT or scalping for ticks.

From preliminary manual backtesting and live sim testing. Because the strategy relies upon dynamically changing range/tick bar sizes based on volatility it is extremely tedious to manually backtest.

My assumption is that someone would view this from the retail trading perspective and not the professional software consulting perspective. Some people want to trade for a living or as a hobby and are willing to take some risks with their time and money and some want to program for a living risk...

The other trader/backtester would get the strategy. If profitable, a good trade for both parties which would hopefully lead to further collaboration. If unprofitable, then no money lost by either party.

I'm new to EliteTrader so I didn't know there were a lot of requests for assistance with backtesting. Sorry for agitating the curmudgeon crew. I posted on the assumption that there are more people who know how to backtest than have profitable trading strategies. Ultimately I've ended up getting...

Happy I could give you a good laugh. As far as payment goes, I kind of see the offer as a low risk trade for somebody. If you have the resources you invest some time and possibly come up with a profitable strategy and at the least an approach that you might not have considered that spawns new...

I am looking for someone who would be willing to collaborate (perform backtesting) on a couple of strategies on some CME products. (ES, NQ, RTY, YM, CL, 6E) You would need to have tick data (for range bars) for the above instruments going back a minimum 6 months, the ability to add an indicator...