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To: Dave O. who wrote (9409)2/17/1999 12:18:00 AM
From: TA2K  Read Replies (2) | Respond to of 12039
 
"I'm a short term position trader so I don't worry about using intra-day real time data in my testing."

No, not the intra-day data in testing, just in monitoring throughout the day.

My point was that if one can't tell the end-of-day program (MSWin) what the exit strategy is (in terms of end-of-day criteria -- because one just monitors throughout the day, and sells based on that monitoring), then one can't really do back-testing on that system.

But assuming that back-testing is so desirable, what is one to do in the above scenario?

Thanks,
Nicholas

P.S. -- That's enough for me for the day.



To: Dave O. who wrote (9409)2/17/1999 12:41:00 AM
From: Richard Estes  Read Replies (1) | Respond to of 12039
 
Right now I am using DTN with Ensign which allows backtesting. For the first time, I am getting a limited view of what works intraday. Ensign for RT is best I have seen, best customer support in business. Someone not prepared will just lose money faster in RT.