fundjunkie
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Hi All,
I'm preparing the ground for backtesting in the near future. I don't have any intra-day history yet other than that fed by my broker. And before I go ahead and set that up a problem has occurred to me that would invalidate any testing that I might do...
That is, different markets have different characteristics - obviously. This, in turn, means that entries based on limit or market orders work better in some markets than in others. And fills, may or may not be guaranteed. Standard intra/eod history doesn't contain the granularity of information to facilitate that kind of testing accuracy. But, one of the objectives of testing would be to establish which entries/exits work best...
Are there feeds out there that contain the kind of data I'd need, if at all? Or is it not really necessary?
Thx,
D
I'm preparing the ground for backtesting in the near future. I don't have any intra-day history yet other than that fed by my broker. And before I go ahead and set that up a problem has occurred to me that would invalidate any testing that I might do...
That is, different markets have different characteristics - obviously. This, in turn, means that entries based on limit or market orders work better in some markets than in others. And fills, may or may not be guaranteed. Standard intra/eod history doesn't contain the granularity of information to facilitate that kind of testing accuracy. But, one of the objectives of testing would be to establish which entries/exits work best...
Are there feeds out there that contain the kind of data I'd need, if at all? Or is it not really necessary?
Thx,
D
