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<SPAN
>Hello,
<SPAN
>
<SPAN
class=861444411-26072002>1. Using 1 Min data, I am backtesting an
Intraday system that is set to Average on
<SPAN
>Buy Sell Cover and
Short.
<SPAN
>
<SPAN
>Why is it that when the event occurs during the day the
backtest report
<SPAN
>Calculates the Prices based on the Time of 3:59:00 (or
at least that is what it shows)
for
each day once p<SPAN
class=EmailStyle15>er day rather than at the
time and amount that it
occurred?
<SPAN
>
<SPAN
>2. If my system
triggered, say, two or three buy/sell signals during the
day,
<SPAN
>would the backtester
show them at the times and amounts they occurred?
<SPAN
>
<SPAN
>Do I need to change a
parameter?
<SPAN
>
<SPAN
class=861444411-26072002>3. Also, In this database I have two symbols
with about 3 years of Intraday data in it
<SPAN
>For backtesting, when I use AmiQuote to get the updated
intraday data from
<SPAN
>Yahoo, why is it that some symbols refuse to update each
day or just sporadically.
e.g.
AMEX_QQQ, Yet MSFT has no
problem?
<SPAN
>
<SPAN
>4. How canI speed
the performance of the refresh on the Intraday charts when I
have
<SPAN
>the large amountof back
data, is that a wait for the newer charting engine or is there
a
<SPAN
>parameter to
change? The screen refresh of the chart cannot keep up with the
outstanding
<SPAN
>download
performance.
<SPAN
><SPAN
class=861444411-26072002>
<SPAN
>Thanks in
advance.
<SPAN
><SPAN
class=861444411-26072002>
<SPAN
>Mr..
Valley
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