Quote from Gordon Gekko:
Thanks, nitro, I got some data. 2000 bars of 5 min ES data.
Now I have a couple more questions (to anyone):
1) If I wanted to backtest on more than 2000 5 min bars, where would I get more data? I tried typing in like 10000 bars when getting the data from esignal, but it wouldn't work. I stepped down 1000 at a time from 10000 and 2000 is the first value that worked.
2) I looked at the data in the data editor and I saw that there seems to be 24 hour data. If I wanted to test my strategies only from 9:30 to 16:15, how would I do that?
THANKS 
hey gg,
wealthlab is a great tool for testing ideas and for helping to shape one's ideas about the markets. to answer your questions.
1) qcharts has intraday data back to 97 for the minis. you'll need a program to get the data like hquotes or qcollector. this was the most economical route that i found for id data (definitely not the best data though).
2) you would include a line like:
if (MyTime > 930 ) And (MyTime < 1540) then begin
in your buy and sell rules portion of you script. where mytime was assigned as an interger variable and was defined in you script as
MyTime := GetTime(Bar);
3) you didn't ask this question but if what i wrote above sounded like greek then you're probably wondering where you can learn more.
go to the wealth-lab site and look at other intraday scripts. do searches on intraday in the discussion forum. basically, go to work. the elite forum probably won't be the best source for figuring out wealth lab script so i would concentrate your efforts over there. the community over there i've found to be extremely helpful in script development so you shouldn't have too many problems.
a word of advice: pick apart other people's scripts. that's where most of the learning will be done. pick any script and try to do some variations off it so you get accustomed to the language. then begin trying to formulate your own. if you try from the gekko (hehe) to write your own you WILL get frustrated. i know because that's what happened to me. also, stick with it and acknowledge beforehand that it's gonna give you headaches. if you've never done any programming, it WILL give you headaches. as long as you're willing to work at it though, you'll get it.
good luck,
onelot
