Back Testing Data

Discussion in 'Data Sets and Feeds' started by BricksandMortar, Mar 16, 2006.

  1. I have a few back tested strategies that work great on 30 > minute bar charts on Tradestation. But when I automated trading with real money the returns are about half of what the back testing shows. I changed my tests to look inside a 1 minute bar and the numbers are close to using real money. I have tried to back test using look inside bar using tick data and I can only go 15 days back.

    The question is does Tradestation or anyone else sell ES and NQ data. I would like to have at least 2 years (preferably 5 years) of tick data that can be used continually(with out changing contract months) that is tick or time and sales to get more realistic results on executions and signals?
     
  2. bolter

    bolter