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drwar wrote:
> Henri
> Its what I thought I remembered and I think you will find
> if you use 405 min bars for futures and 390 min bars for stocks and
> indices that you will simulate correct daily bars for each of those
> cases. 
Sure, but what if i want to backtest on 5 years of history ?
Download more than 1000 day's of intraday data ?
They don't even have that much data so that will not do.
So i just settleded for a data provider that can deliver
intraday data that is correct (CSIdata)
greetings
 
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