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If you are back-testing over a very large sample set, any unique qualities of the data should normalize over the testing period. i.e. 1-min data over 5 years for the S&P 500 is a very large set; 15 min over 2 years for the Dow 30 is not. If you design your system for any one data feed, then...

For free, try FreeStockCharts.com From Worden; makers for Telechart 2000.

Its more than just GPB giving problems.

Interesting article on Greece (and Potugal): For Greece’s Economy, Geography Was Destiny

ASCII will work with almost anything, however Ninjatrader uses a unique ascii format so no standard ascii data will work with them. I don't know why Ninja doesn't fix this, but something with Ninja's date field. In any case, see this thread on ET...

I use the ATR to narrow my stock universe to symbols with good movement. The watchlist is then narrowed further with other tools. For the original poster, you could try building an indicator based on the opening price and movement range (high and low): average( max( H-O, O-L), length )

Why do you say ATR does not work? I use ATR(20) > 0.50 and Volume(20) > 500000 to perform my scans. Works great. I also like to keep price > 10 and < 90.

Where did you place the custom DLL? When tradestation has any issues locating a DLL, placing it in the main program directory always works. If nothing works, try moving the DLL to the Windows or Windows/System32 directory. Windows will always use a specific directory order to locate a DLL...

I really miss the old Wealth-lab. Ever since that deal with the devil (Fidelity), the platform has basically died with the hardcore back-testing crowd. Just look at the posts on the forum and how they have decreased over the years since the deal.

I think they want the complete exchange; not just the index. Problem with the Nasdaq site is they only have updates through 2008. See wikipedia for up-to-date changes for the Nas 100.

Cable has nothing on FIOS. If you can get it, grab it and don't look back. Internet is rock solid. I had comcast cable for over a decade and then 2 years ago switched to FIOS. My contract just came up and after my renewal, I now have 35/35 internet; it was 20/5.

Also of note is Mircosoft Security Essentials came in second.

Maximum PC has a great comparison of anti-virus in the May issue. ESET Smart Security won. The article isn't online yet, but will be on the PDF archive site within a few weeks.

I haven't used Excel for data analysis since the late 90s, but many on ET use it; so you can probably pick up some pointers from them. ASCII is just text, so you can load it in Excel, but with a number of quality charting platforms (some free) that exist these days, better back-testing...

I should add one thing about php. As I said above, I use it for many tasks. However, a note to all programmers, it's slow. I have a data anaylsis script I use to search for patterns. A run would take over an hour with php. Converted the script to C and run under TCC and now only takes 10-12...

Try pitrading.com From your post, the stocks edition is probably your choice: From the home page: For the stock trader, we have packed over seven years of one-minute intraday historical data for over 1100 of the most popular and actively traded stocks on one DVD-ROM. The data is...

I use php for many many things related to trading; order execution is NOT one of them.

http://pitrading.com/free_market_data.htm and its free.

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