Need Help Back/Forward Testing An IntraDay Strategy

Thank you Stymie and Handle123,

Thankful for your response.

I did not know that. Right now I am sim trading and my orders fill pretty nice.

Are you telling me that if I always use a protection stop market order of -15 ticks from entry, there is a chance I can actually get stopped out at more then -15 ticks for a bigger loss??:( If so, I need to rethink some stuff, right away!!
 
I would recommend TradeStation or MultiCharts(PowerLanguage) for this task. You can download MultiCharts free 30-day trial.

Test strategy is not enough. You should understand what edge the strategy has, why it works, who (what group of traders) will enter the market after your entry.
 
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