Trust the following may be helpful, since it relates to the MetaTrader program, it may or may not be applicable to the software you use. The zip contains the 'tutorial/FAQ' document plus MetaTrader 4 utilities. Message #47865 http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/message/47865 ' Achieving 99% modelling quality in backtests with historical tick data ' " Hi all, I've written a tutorial/FAQ on this. Any feedback welcome. I've also attached a couple of files that the document refers to. Paul."