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Strategies & Market Trends : Befriend the Trend Trading
SPY 683.34+0.2%Nov 3 4:00 PM EST

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To: Dr. Stoxx who started this subject3/7/2001 2:33:40 AM
From: TradinSOB  Read Replies (2) of 39683
 
BTT-MAX backtest for 5e/8s and 8e/13s, 15-min and 60-min
results are here:
home.earthlink.net

I'll be adding the two 5-min tests tonight. Each test through the entire list takes about three hours plus a little manual post-processing.

I've taken some time to build a relatively clean database, 500 bars deep, for 5, 15, and 60 minutes. I'll add to the depth as time goes by. There are still some holes in the data, particularly in the 5-min. I'll correct bad data as it comes to my attention.

Although 497 symbols are in the list, many common symbols are missing, and I'll be adding to it as I need to or as requested. Let me know what you'd like.

Please let me know whether you find this information useful.
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