Thanks NetTucture. Unfortunately, I'm not any programmer :P
I'm talking about Futures data here.
Thanks Charton. I'll try to look at loading in MS Access. Cheers.
Thanks NetTecture. It will be a real challenge to run through couple of years of tick data to identify the open, high low and close for say 5 mins. Do you know any software of macros that can do this?
Anyone trading at MSCI SG or MSCI TW index futures? Done some back testing some times ago and doing a forward test on these index futures, posting my calls at Hiei's Trading System. Will be good to hear if you guys have any idea on good trading strategies on these products. Cheers.
Thanks Nine. I am actually thinking of using the "Continuous" data to overcome the monthly expiration issue. But, yea, thanks for info, exchange might be the best source i guess. Cheers.
Hi, I am looking to back test on HSI Futures, but looks like I can't have sufficient data. Anyone know any sources to get HSI Futures half time and end of day open high low close data?
Anyone trading at MSCI SG or MSCI TW index futures? Done some back testing some times ago and doing a forward test on these index futures, posting my calls Hiei's Trading System. Will be good to hear if you guys have any idea on good trading strategies on these products. Cheers.
I would think each system suits different individual and different market. I guess there is no such system that suits all market. I use spreadsheets to back-test some currencies, doing a forward testing and posting my calls on Hiei's Trading System.
Actually, i find the "If" function on spreadsheet is very good way to backtest any system, as long as you have the past data. I have done some back-testing on Forex, doing forward testing now, which I post my calls in my blog.