The downloadable data is from a site specifically for Tradestation users and is not from Yahoo.
Yes you can buy a complete history from sites such as
www.is99.com but you would need to specify the format you want it in which for Tradestation is *.omz
To backtest you have to build a strategy which involves inputing signals that come either ready made or ones you have written yourself. So, for example, I may have a signal that I have written that says
1) Dont start this test unless it is 10.00am at the Exchange
2) If the fast moving average crosses above the slow moving average then buy next bar at open
3) If the fast moving average crosses below the slow moving average then sell next bar at open.
4) If profit since entry is =< -10 exit this bar at close
You would add all sorts of conditions and then you can get Tradestation to optimise parameters such as the optimal moving averages to maximize profit or minimise drawdown.
I once setup up a strategy that had so many variable parameters that is took 15 hours to calculate the optimum conditions. There were over 100,000 possible variables.
Anyway it is not a good idea to optimise a strategy that is not in itself profitable at the basic level which can also be tested very quickly. An example is shown in the attached spreadsheet and be sure to look at all the worksheets as there is something different on each of them.
The attached spreadsheet is a real case scenario that I was playing around with using FTSE100 data starting in 1984 and running until 2001 which is when I did the test. The time interval was weekly, ie I only checked the weekly OHLC and as you can see it gave a very nice profit (in theory).
Now before anyone asks what have I done to improve the £2.8 Million profit that would have been made trading this strategy, bear in mind that the intra-day drawdown was too much but it does show what can be done with this software.
I hope this helps
Cheers
Paul
