ES continuous Daily contract data in exchange for...

fan27

fan27

I started writing an app which will take stock ticker data and compare buy and hold against a leveraged strategy with configurable leverage amount, re-balancing and a moving average value which indicates only be in the market when above the moving average value.

I would like to update the app to support a futures contract since that is what I would be using if I were to trade a strategy based on results from the app.

Could someone please provide me with continuous daily ES data since the contract first started trading.

I will freely share the app and .NET source code when it is complete (give me a week or two).

thanks
fan27
 
This will be support only a single stock/future or will it support multiple stocks/futures in one instance? I am asking would you will be able to use this app to test your strategy on a basket of stocks say INTC, MSFT, AAPL, GOOG and FB.
 
Quote from gmst:

This will be support only a single stock/future or will it support multiple stocks/futures in one instance? I am asking would you will be able to use this app to test your strategy on a basket of stocks say INTC, MSFT, AAPL, GOOG and FB.
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This app will only do a single stock/futures contract for now. This is not going to be a commercial product, just a utility to test an idea. I will include the source code so that feature could be easily added.

thanks
fan27
 
Quote from fan27:

This app will only do a single stock/futures contract for now. This is not going to be a commercial product, just a utility to test an idea. I will include the source code so that feature could be easily added.

thanks
fan27
More...

thanks, I think you can code similar stuff in excel or a platform like ninja. To clarify, I don't have the data - was just curious about your app.
 
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