Hello all, I've been manually trading stocks using daily/weekly bars for some years now and am looking into creating a blackbox trading system for some low frequency intraday trading (perhaps up to 10 trades in a day for a given instrument). I'm not trying to compete with HFT and would like to leave a generous margin for latency and slippage. I would like to take a very scientific approach to this as I research and come up with strategies to test. I have some questions: 1) What is the ideal data resolution for developing a system like this? Do I really need tick data or is minute data enough? What are the pros/cons of one over the other? 2) Based on (1) above, what is a reasonably priced historical data source and how many years of historical data is generally enough to thoroughly back-test a strategy on this scale? 3) Should I stick with stocks or switch to futures (or both)? I would think futures would be easier to manage for tax purposes. Thank you!