Don't bother. It gets creamed in backtesting in all markets and timeframes. LOL. I love it when the snakeoil salesman in this industry use the "it works in all markets and timeframes" line. Sure. And money grows on trees--on all types and seasons.
Easy. Just use the replay feature on your trading/backtesting platform. Enter orders, see the results. Mix and match trading months, weeks, days.
you make an excellent point PTF.....it's probably the trader cuz alot of the very best traders use RTM.
didnt do any back testing but it works great on these (inside days)days,recognize the day ,use the right stategies
Every intraday trader who has posted here on ET about losing gobs and gobs of money (10, 50, 100K or more) has been a mean-reversion fader who averaged down. I would use mean-reverting strategies only on a longer-term basis.
all trading is either: mean-reversion, extension from mean, or the same as mean. the mean is not understood neither in its nature nor is it looked at at the right instant and with the right time frames. put some magnifyers on your mind so you can see better, and you should be able to see what I see.
you understand one thing, but you miss multiple other things. With time you may see it. I give you all time you need to find out. How about 25 years after you depart?