I, too, have been using norgate's beta program.
With that, back testing indexes using their historical constituents is very easy. All you have to do is to select the right watchlist (for example S&P500 historical constituents) (maintained by Norgate) and use the function IsIndexConstituent("$SPX"). this will only use tickers that were part of the index at a given point in time.
Vandan
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Posted by: vandan_tanna@yahoo.com
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