I need some backtesting done for March and April 2006. I have the exact ES entries with day/time, and need it tested against a hard exit system with multiple contract scaling (out). The entry is all in. There's about 100 entries total. Nine total contracts would be the most on any one position so I don't think liquidity fills (simulated) would be a problem. I'm willing to pay for this service if need be. I have no idea on how complicated something like this would be to do. You can PM me or let it all hang out on this board...up to you.