[ajays]

Where do you get the data? I've found that access to (inexpensive) sources of data to be a problem. For backtesting, I'd love to get historical data; even a sample would do. A long time ago, Island used to make their data available. Then they were bought out by NASDAQ, and no more data :-(

[a904guy]

I've been collecting data from various places, originally while I was building the framework I simply downloaded yahoo daily data to test against.

Now I've been downloading and recording tick changes from my broker, Optionshouse.com.