I was wondering what backtesting platform /data feed offers the most historical data at the 1 minute level across a range of instruments (esp. YM/ES and commodities)?
Good question. What you want with minute data? Sorry, but without tick data... entry and exit simulations are not propery possibly. You dont ahve to make decisions there, but where do you assume you entered/exited without tick and possibly bid/ask data?
Nice I would not - depending on the market and the strategy can be hogwash pricing and totally kill your results. Been there with NinjaTrader (and the inability to take trades and bid/ask into account).