There are many issues involved in backtesting stocks and ETF's here are some very important issues. I write a 3 part series on TradersStudio.com about the issue with split adjusted data. Part1 Part2 Part3
correct, I use Ninjatrader and Multicharts. yes I can import 3000 symbols list but my datafeed Barchart can only run for 100 symbols or very max of 500 symbols for extra fees
not more than 500 symbols
What platform are you using? You mentioned that you were using NT and MC for futures. Are you using one of those or a different one? I don't trade stocks. But, is this what you are asking about? http://www.ninjatrader.com/support/forum/showthread.php?t=43754
I use Ninja and Multicharts. thanks and that link wont solve problem, as even if you import all symbols, hard to get historical data for all Nasdaq symbols