It's suddenly dawned on me that Christmas is just 2 weeks away.

I want to release v1.0 on Christmas Day.

I will now stop playing around with the historical data and backtesting, and get back to coding.

The Gain Capital data looks more messed up than I originally thought. Ticks like -0.0190, and 1965.0001 are obviously wrong and easy to spot. But for others it's a judgement call. News events cause spikes just like bad ticks do, and it's important not to delete news spikes from existence.

Anyway, it takes a while, and I'll have to get back to it after finishing the freaking software. I've decided to use only the data from 1st Jan 2004 onwards. This is where the Oanda data starts from as well, and I think it's far enough back.

p.s. Did I mention it's not so easy to find a profitable trading system?

Oh, one more thing. This whole software venture started when I couldn't get the trading system I had bought to work. I just kept losing money. So I decided to write some backtesting software to see if it was me or the rules that weren't working.

Going through the literature I was given, turns out there are about 60 variations on the trading system. I've punched in to my software only the 12 long-term ones, and preliminary testing has it that the rules suck.

But the trading system has a few catch-alls for any such problems. Firstly, you're not supposed to trade near support and resistance lines, and my software can't determine those. No trading in congestion, and my software can't determine that (anybody come up with a way to determine "congestion"?).

My favourite is "You need to get a feeling for the market, and learn when the rules will work, and when they won't."

Learn when the rules will work? Probably as simple as learning when the price is "obviously" going up.