To Henderson,
Thank you for your response.
And, I apologize. My original question assumed that "trading strategy database" would be understand.
My usage for trading strategy database is to take multiple symbols and backtest multiple trading strategies on multiple time-frames (bar intervals) and then dump the performance summaries into a database.
Then, the database would be searchable and sortable, making use of the performance summaries' statistics. Datamining is then possible.
Basically, rather than to model your own trading strategy or algorithms, take whats already being offered right within your own trading platform, and mine it for possibilities.
It's best to know what hypothetically demonstrates a profit and equally important to know what demonstrates a loss; not to mention other performance measures.
There are many more uses for this type of database. I hope this helps to clarfiy the type of TS database I am taling about.
BTW I know many shops that are heading in this direction. For example, Bloomberg already has the beginnings of one on their terminal.
I can provide the URL to mine web based version but I am not here to market it, rather introduce the idea and get feedback, arguements and the pros and cons, simply to brainstorm it.
Best regards,
strategydb.