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--- In equismetastock@xxxxxxxxxxxxxxx, "Adrian Zaremba"
<headcutter@xxxx> wrote:
> I want to backtest on intraday data so I am curious how old is the
> data for US stocks in MS pro? If anyone is using Tradestation could
> you tell me how old is the data there? Thanks for help.
In MS Pro you are limited to about 8 months of one minute data or
about 3 years of 5 minute data. TS has less of a restriction...see
below:
"What backtesting data capability does Tradestation have. I use one
minute data(futures).
Several immediate advantages come to mind: the ability to use Stop
and Limit orders, the ability to load almost unlimited amounts of
data for testing, e.g. over 1 million bars versus a 62,500 limit,
much more extensive analytics such as MAE, MFE, drawdown
calculations, the capability to assign values to variables
selectively (as opposed to every bar, or worse, having to use the
PREV function in Metastock), and if those aren't enough, you can
program anything else to output your trades, daily results, weekly
results, etc. to a text file. I find the Sharpe Ratio to be
particularly useful."
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