Intraday Backtesting

Discussion in 'Strategy Building' started by Pyrosius, Oct 22, 2001.

  1. Why do you want to test your trading setups on intraday data? If they work on daily data, they should also work on intraday data, right? Otherwise I would not consider them good enough, that is not realiable enough. Some patterns are universal, they occur in any time frame, testing them for one time frame should be enough. What am I missing here?
     
    #41     Aug 4, 2002
  2. wally,
    there are not such large gaps on intraday data. a stock may gap 20% overnight but you will never see that kind of gap intraday.

    pjtomtai,
    i dont have a website where i can put that size of data.. what i will suggest though is that we make a "web ring." i.e. you send it to me, and i will volunteer to send it to the next 2 people who request it. they can send it to the next 4, etc. if this works for you, message me and we can set up an ftp session or something. personally i am mostly interested in the index futures (e-mini or otherwise).
     
    #42     Aug 4, 2002
  3. Check out this webpage http://sierrachart.com/data.html#rt
    that belongs to the makers of Sierra Chart. It says that myTrack offers intraday chart data for only $25 a month or so. I have not used this service yet so cannot say anything else about it.
     
    #43     Aug 4, 2002
  4. pjtomtai

    pjtomtai

    Carokann:

    Yes, set up a ftp, and give me the necessary information, I will upload it to your site. By the way, the data I will upload contains:

    - Nasdaq 100 portfolio stocks 1 min data
    - 2000/2001/and current year ES & NQ 1 min data

    Happy trading, and Happy Sharing.
     
    #44     Aug 4, 2002
  5. trader99

    trader99

    pjtomtai:

    cool! So you have 1min intraday for naz100 til the beginning of the year? Great! It would be better if it's in CSV format or plain ASCII.

    Now how do I get a hold of that?! Let's see... Do you belong to any Yahoo Groups forums? I think they might have spaces there for you to post.

    I have my own webpage and webspace on fortunecity.com. The thing is I can upload and download data, but I don't think you can post data on my personal site. or at least I don't know how that can be done...

    hmm.. any suggestions??

    -99
     
    #45     Aug 4, 2002
  6. pjtomtai

    pjtomtai

    Ok, I did a count on the data, the following is the accurate information:

    1. Naz 100 portfolio stocks (including QQQ) 1 min data back to Jan 2 2001, CSV format, 654MB. Perhaps I could compress them together to save the space, but the thing is the downloader doesn't have the choice to download any particular stock data anymore.

    2. ES 1 min data back to 1998, NQ 1 min data back to 1999, and some other EMD and ER2 1 min data during that period. Around 17MB, Metastock format.

    3. This year's ES, NQ, ER2 1 min data till now. Around 5MB, Metastock format.
     
    #46     Aug 4, 2002
  7. pjtomtai, sounds good.. i messaged you with the ftp info.
    i'll be the next link and send the data to the next 2 people who want it.
     
    #47     Aug 5, 2002
  8. pjtomtai

    pjtomtai

    Carokann,

    I tried to connect with your ftp,

    "421 your login was refused due to a server connection limit,
    connection closed by remote host."

    I will try again during EDT midnight.
     
    #48     Aug 5, 2002
  9. pjtomtai

    pjtomtai

    CaroKann,

    The upload is done, check it out, and pls pass it over to the next person who needs it. Thanks.
     
    #49     Aug 5, 2002
  10. thanks! how can I read the metastock data? if its not too much trouble, CSV or ASCII would be better!

    anyway, whoever else wants the data just message me. please be willing to forward it to the next person or two..
     
    #50     Aug 5, 2002