be wearing though that scalping backtesting has a reputation for messing up. Look on the yahoo group that scorpion posted, you will see that there is a scalper called "Abhay Scalper". It looked so good, but the first day you turned it on, it messed up, big time. If you go back to around the 2000 posts and see Abhay written alot, you will see that I was helping him program it. Unfortunately we found out that it was just making profit after profit after profit because the trend was set with the futuristic data. So good luck working with backtesting scalping models