Intraday Backtesting

Hi John,

TradeStation is the market leader and the 'standard' backtesting package. It depends on which instruments you are interested in but I believe they hold over 10 years of 1 min data for US stocks and futures and 30 days of tick data. It costs between $100 and $200 per month (+ exchange fees) depending on what options you choose. I don't know you mean by 'best' data. It seems reliable and OK to me.

Cheers

Martin
 
Quote from DK_:

SocalTrader can you please post a sample screenshot or two of the backtesting? IMHO I don't think you should herd us all through the paypal setup just to get a little peek. :)
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Here is a snapshot. Our system lets you go back in time and see what alerts were triggered and when and you can tweek those settings as much as you want
 
Socal

Would this let me set a filter of a moving average difference?

Such that the difference in the 20ma and the 10ma is <25 cents,etc?

Thanks



Quote from SocalTrader:



You can modify alert and filter settings any way that you like there are tens of thousands of possible combinations, you do not have to use the predefined ones. Just stay within the parameters of this window that gives you all the options.

http://www.trade-ideas.com/Config.p...inPrice=5&MaxSpread=8&MinVol=300000&MinRV=1.5
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Quote from NUTSNEAL:

Socal

Would this let me set a filter of a moving average difference?

Such that the difference in the 20ma and the 10ma is <25 cents,etc?

Thanks
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We have a screener section that tries to predict in which names a moving average is likely to cross another as well as some other stats. http://www.trade-ideas.com/StockInfo/

I don't know if that will meet your needs. We have a real-time alert that shows you when stocks cross their 20, 50, and 200 day moving average in real-time and when that is confirmed by volume. http://www.trade-ideas.com/Help.html#CA200

Hope this helps
 
Those are very nice.

Very close to what I was looking for. I just wasn't looking for the volatility in the denominator.

Also I was looking for the end of day type calculation on an intraday basis.

Would I be able to take the list from the end of day screen and then further screen it?

Thanks
 
Quote from NUTSNEAL:

Those are very nice.

Very close to what I was looking for. I just wasn't looking for the volatility in the denominator.

Also I was looking for the end of day type calculation on an intraday basis.

Would I be able to take the list from the end of day screen and then further screen it?

Thanks
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Absolutely! You can take any list and screen it.
 
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