I see the phrase back testing a lot in the forum. I think I grasp what it means. It seems self-explanatory. However, there are some things I am not sure about. I use ThinkorSwim. The historical data for the 5 min chart only goes back 20 days. This isn't enough for back testing. So I switch to their "On Demand" feature, which allows me to replay trading days going back 3 years from current date. Is this what you would call back testing? How far back does your 5 min data go back? I find it annoying that mine only goes back 20 days. The On Demand feature seems to solve this problem, although it is imperative that I have the right month and year code (for example, /ESZ2 for October 10th 2012) otherwise the data is skewed. I trade the ES, incidentally. Thank you.