Hi guys,
Thank you for your replies. Miroslav, here is a portion of the data file for the S&P500, 5 min charts
2010.08.19 9:55 1088.8 1089.6 1088.6 1089.3 13
2010.08.19 10:00 1089.6 1089.6 1089.1 1089.1 29
2010.08.19 10:05 1089.3 1089.6 1089.1 1089.6 23
2010.08.19 10:10 1089.8 1090.3 1089.8 1090.3 14
2010.08.19 10:15 1089.8 1090.1 1089.3 1089.3 26
2010.08.19 10:20 1089.6 1089.8 1089.3 1089.8 11
2010.08.19 10:25 1089.6 1090.1 1089.6 1089.8 22
2010.08.19 10:30 1089.6 1090.1 1089.3 1089.8 14
2010.08.19 10:35 1090.1 1090.1 1089.1 1089.6 17
2010.08.19 10:40 1089.3 1089.8 1089.1 1089.8 19
2010.08.19 10:45 1090.1 1090.3 1089.6 1090.1 26
2010.08.19 10:50 1090.3 1090.3 1089.8 1089.8 36
2010.08.19 10:55 1090.1 1090.1 1089.8 1090.1 8
2010.08.19 11:00 1090.3 1092.3 1090.3 1092.3 91
2010.08.19 11:05 1092.1 1093.6 1092.1 1093.3 104
2010.08.19 11:10 1093.6 1094.6 1093.1 1093.1 112
2010.08.19 11:15 1093.3 1094.3 1093.1 1093.6 134
2010.08.19 11:20 1093.3 1093.8 1093.1 1093.1 28
2010.08.19 11:25 1093.3 1094.6 1093.3 1094.1 43
2010.08.19 11:30 1094.3 1094.3 1093.8 1094.1 15
2010.08.19 11:35 1094.3 1094.6 1094.1 1094.3 31
2010.08.19 11:40 1094.5 1094.6 1093.1 1093.3 39
2010.08.19 11:45 1093.6 1093.6 1093.1 1093.3 12
2010.08.19 11:50 1093.1 1093.8 1093.1 1093.6 17
2010.08.19 11:55 1093.8 1094.1 1093.6 1093.6 19
2010.08.19 12:00 1093.8 1094.1 1093.6 1093.8 28
2010.08.19 12:05 1093.6 1093.8 1093.6 1093.8 27
I think it is a fairly standard data file, downloaded from Metatrader 4 and added as per the instructions on this site.
Footon, you are correct, I am not getting any profitable strategies, and the generator can keep running till the cows come home, nada. It is getting a tad frustrating.