if i purchase 2-sec intraday tick data from some vendors. what kinda programming setup do you guys have to backtest.
file ->ATS->result ?
or file ->access->ATS->result ?
When I did this I stored it all in a database. I then wrote an app to go through it on a timer at first and then changed it to when I clicked the space bar so I could look at the results of each tick as long as I wanted.