Hi, Is there any trading software available with history that allows sell on bid and buy on ask so that any backtesting is more realistic? Regards LDL (Frustrated TS7 user) P.S. Know of any sources of intra day E-Mini S&P 500 B/A data?
This will do it: http://www.tradeoptimizer.com/ It allows you to use, bid, ask, midpoint, etc, etc. Way eaiser to use that TS too. Was for me anyway.