I have a few back tested strategies that work great on 30 > minute bar charts on Tradestation. But when I automated trading with real money the returns are about half of what the back testing shows. I changed my tests to look inside a 1 minute bar and the numbers are close to using real money. I have tried to back test using look inside bar using tick data and I can only go 15 days back.
The question is does Tradestation or anyone else sell ES and NQ data. I would like to have at least 2 years (preferably 5 years) of tick data that can be used continually(with out changing contract months) that is tick or time and sales to get more realistic results on executions and signals?
The question is does Tradestation or anyone else sell ES and NQ data. I would like to have at least 2 years (preferably 5 years) of tick data that can be used continually(with out changing contract months) that is tick or time and sales to get more realistic results on executions and signals?