Will pay for backtest data, please read and PM me if interested

Discussion in 'Data Sets and Feeds' started by BillySimas, Jun 20, 2008.

  1. I'm just trying to gather some data on a fairly simple strategy, and I'd like to know if anyone can run a test on this for me and show me the results.

    I need EQUITIES data only, no futures or forex. 5 min charts for as many stocks as possible going as far back as possible.

    I'll get into more details with whoever is interested, but basically I just need to backtest price action after the first 5 min bar of a trading day where a stock gaps up or down significantly on above average volume. Please let me know if you can do this, I am willing to pay someone on paypal. Thanks in advance!
  2. you're funny.

  3. If anyone wants to do this for me, please let me know. I would be willing to pay you ahead of time. I used to have an account at tradestation so I'm familiar with the layout, although I'm not sure the data can be exported or not :( Anyway, here is the criteria:

    First of all, the stock should have gapped at least 1%, it should be at least $15, and trading an average of at least 1,000,000 shares daily.
    The range of the opening 5 min bar of the day (from 8:30-8:35 CST) should be larger than the average 5min bar's range for that stock and that bar must close near (top or bottom 20% of the bar's range) its high (if gapping up) or near its low (if gapping down). Also, the volume of that 5 min period must be above the normal volume for a 5 min period.

    The criteria for entry is obviously the most difficult portion of this. Here is the only thing I need tested: use the range of that opening bar to set the distance for your target and stop loss. It's just 1:1, so if the bar's range is 50 cents and it gapped up, the target is 50 cents above its close and the stop is 50 cents below its open. That's it.
  4. 2 BillySimas - I sent private message to you. Check your EliteTrader email, please.