I'm looking at software packages in increasing detail as I home in on a setup that backtests, charts nicely, and executes well... so far, like others that have gone down this path I'm finding that with those three requirements there are three different softwares required... I'm getting down to nitty gritty details at this point, like, I've always backtested on Trade data, never on Bid Ask, but I'm thinking that Bid Ask would be better and i've seen it discussed occasionally. With trade data you can't distinguish if your price would have gotten traded unless price trades through your price and that leaves out transactions where price merely touched your price. I'm not seeing software that deals with Bid Ask files though.. I got a file from CQG that is Bid Ask and Trades, so that clues me that somebody wants that kind of data but I'm not aware of commonly available software that can backtest and optimize on the Bids and Asks... is there such?