I recall about year 1980 Martin Zweig publishing a trend following system. I find this system interesting because it is independent of time and has no lag. I am writing the rules into computer code and testing the method. These are the rules that I remember Martin Zweig describing: 1) If price rallys x % from an extreme low price then buy. 2) If price reacts y % from an extreme high price then sell. I add rule # 3 to handle position sizing: 3) Position size is z % of account equity / 10 times average true range. Position size may decrease to remain within cash limit. Short term traders might like this example because it tests well at x = 1 % entry, y = 1 % exit and z = 10 % risk. 1 % is likely not an optimum value. I chose 1 % on a whim. The system trades with 50 % skid. "Fifty percent skid" means that if I purchase at the opening of the next session the price that my order is filled is 50 % between the opening price and high price for that session. Sells are also calculated with 50 % skid. I am interested in testing this system with intraday data. Could someone upload a file of intraday prices for any security that I may use for a test? Paris Hilton is so pretty that I choose to use Hilton Hotels stock symbol HLT in this example. The test uses daily price data (adjusted for splits and dividends) from 6 April 1983 to 14 July 2006. Following are test results for a Zweig trading system using 1 % entry, 1 % exit and 10 % risk: Number of trades 800 Total profit $ 1159686 Profit after subtracting $ 10.00 commission, slippage per transaction: $ 1143686 Risk is 10.00 per cent of equity. Drawdown is 0.1248 (12.48 per cent). Cumulative Annual Growth Rate (CAGR) is 49.13 per cent. CAGR / Drawdown is 3.94 Instanteously Compounding Annual Growth Rate (ICAGR) is 10.83 per cent. Annually Compounding Annual Growth Rate (ACAGR) is 11.44 per cent. Information Ratio is 0.10 Initial capital is $ 100000 Long trades only. Growth rates are calculated after subtracting commission & slippage. === Growth is about 49 percent per year and greatest drawdown about 13 percent. A graph of the equity growth is attached.