Why do you want to test your trading setups on intraday data? If they work on daily data, they should also work on intraday data, right? Otherwise I would not consider them good enough, that is not realiable enough. Some patterns are universal, they occur in any time frame, testing them for one time frame should be enough. What am I missing here?
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Intraday Backtesting
- Thread starter Pyrosius
- Start date
wally,
there are not such large gaps on intraday data. a stock may gap 20% overnight but you will never see that kind of gap intraday.
pjtomtai,
i dont have a website where i can put that size of data.. what i will suggest though is that we make a "web ring." i.e. you send it to me, and i will volunteer to send it to the next 2 people who request it. they can send it to the next 4, etc. if this works for you, message me and we can set up an ftp session or something. personally i am mostly interested in the index futures (e-mini or otherwise).
there are not such large gaps on intraday data. a stock may gap 20% overnight but you will never see that kind of gap intraday.
pjtomtai,
i dont have a website where i can put that size of data.. what i will suggest though is that we make a "web ring." i.e. you send it to me, and i will volunteer to send it to the next 2 people who request it. they can send it to the next 4, etc. if this works for you, message me and we can set up an ftp session or something. personally i am mostly interested in the index futures (e-mini or otherwise).
Check out this webpage http://sierrachart.com/data.html#rt
that belongs to the makers of Sierra Chart. It says that myTrack offers intraday chart data for only $25 a month or so. I have not used this service yet so cannot say anything else about it.
that belongs to the makers of Sierra Chart. It says that myTrack offers intraday chart data for only $25 a month or so. I have not used this service yet so cannot say anything else about it.
Originally posted by pjtomtai
trader99:
Do you have any website where I can post the intraday data, if you do, I will first post Nasdaq 100 portfolio stock 1 min intraday back to the begining of this year (I hope), year 2000/2001/2002 ES & NQ 1 min intraday.
By the way, the data is in Metastock format, but perhaps I can convert to CSV format if you guys prefer.
These free web sites are too small, these data is above 100M and will increase quickly.
pjtomtai:
cool! So you have 1min intraday for naz100 til the beginning of the year? Great! It would be better if it's in CSV format or plain ASCII.
Now how do I get a hold of that?! Let's see... Do you belong to any Yahoo Groups forums? I think they might have spaces there for you to post.
I have my own webpage and webspace on fortunecity.com. The thing is I can upload and download data, but I don't think you can post data on my personal site. or at least I don't know how that can be done...
hmm.. any suggestions??
-99
Ok, I did a count on the data, the following is the accurate information:
1. Naz 100 portfolio stocks (including QQQ) 1 min data back to Jan 2 2001, CSV format, 654MB. Perhaps I could compress them together to save the space, but the thing is the downloader doesn't have the choice to download any particular stock data anymore.
2. ES 1 min data back to 1998, NQ 1 min data back to 1999, and some other EMD and ER2 1 min data during that period. Around 17MB, Metastock format.
3. This year's ES, NQ, ER2 1 min data till now. Around 5MB, Metastock format.
1. Naz 100 portfolio stocks (including QQQ) 1 min data back to Jan 2 2001, CSV format, 654MB. Perhaps I could compress them together to save the space, but the thing is the downloader doesn't have the choice to download any particular stock data anymore.
2. ES 1 min data back to 1998, NQ 1 min data back to 1999, and some other EMD and ER2 1 min data during that period. Around 17MB, Metastock format.
3. This year's ES, NQ, ER2 1 min data till now. Around 5MB, Metastock format.