What would you charge me for a printout of the top 500 (or more, depending on what the list looks like and its decending rate) time segment producers, in the NQ? Michael B. P.S. and would you guaranty me that past performance is proof that future trades in the chosen time segments will be profitable? LOL
As I said, the coding is the messy part, but I doubt that it would come to more than an hour's work. If I have the inclination, I'll do it for free.
Seriously though, I would not preclude anything when it comes to testing a theory. The analysis of the data, however, would have to adhere to the backtesting tenets so eloquently put forward by others in the relevant threads.
Incredible? I knew computers were fast, but wow! Like you said, its the code. How would you do it and what program would you use? Do you just write your own stuff in C++? Michael B.