Hi Henry,

I understand that the Enhanced System Tester (EST) will only test on 1-min data for intraday data. I am thinking now to test the systems in a higher timeframes, say in 5-min, 10-min, etc. and therefore to select the optimum timeframe to trade..... would PP+ the tool to achieve this goal?

for example, if I would to test the following code in a higher timeframe,

{This code contains extracts/ideas from Jose Silva}
{and requires Jose's Calendar Day Counter}
{from http://www.metastocktools.com}

{ User input }
pds:=Input("Use Highest/Lowest of past x days",1,260,1);

{ Message }
message:=Input("(Plot on intraday charts)",0,0,0);

{ Day's true start }
dCount:=Fml("Calendar Day counter");
dStart:=dCount>ValueWhen(2,1,dCount);

{ Previous x Days' High }
Hd:=HighestSince(pds,dStart,H);
Hd:=ValueWhen(1,dStart,ValueWhen(2,1,Hd));
Hd:=ValueWhen(1,Hd>0,Hd);

{ Previous x Days' Low }
Ld:=LowestSince(pds,dStart,L);
Ld:=ValueWhen(1,dStart,ValueWhen(2,1,Ld));
Ld:=ValueWhen(1,Ld>0,Ld);

{Trades}
todaysOpen:=ValueWhen(1,dCount<>Ref(dCount,-1),OPEN);
gUp:=todaysOpen>Hd; {add in your latitude here...}
gDn:=todaysOpen<Ld; {add in your latitude here...}


{ Time trigger }
Hour1:=Input("time - Hour",0,23,16);
Min1:=Input("time - Minutes",0,59,0);

Time1:=Hour()>Hour1
OR Hour()=Hour1 AND Minute()>=Min1;
Time1:=Time1 AND Alert(Time1=0,2);

{limit entries to one long AND one short trade per day}

{long entry}
count:=gDn AND (L>Ld);
reset:=dStart;
LE:=Cum(count)-ValueWhen(1,reset,count)=1;

{short entry}
count:=gUp AND (H<Hd);
reset:=dStart;
SE:=Cum(count)-ValueWhen(1,reset,count)=1;

{exits}
LX:=Cross(Fml( "*ATRTrailingStop(Buy)"),C ) OR Time1;
SX:=Cross(C,Fml( "*ATRTrailingStop(Sell)")) OR Time1;

{trade latch}
Tr:=ExtFml("Forum.Latch",LE, LX, SE, SX);

{plot}
Tr;

---------- > ---------------------------

*ATRTrailingStop(Buy)

HHV(H - 2.5*ATR(5),10)

---------------------------

*ATRTrailingStop(Sell)

LLV(L + 2.5*ATR(5),10)

-------------- > ----------------

How can I do that?

sa