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Where is the free version of EOD? All I see is links to StockFinder which they charge for. Other alternatives for online: www.stockfetcher.com www.portfolio123.com

Yes, should not be an issue.

AFL = Amibroker Formula Language You cannot program in C# natively in AB - you can, however, call it from another application.

You already have the answer - Tradestation. The only other one worth looking at is NinjaTrader combined with IB.

I use both - I find that AB is better for quick testing of ideas, but TS is better for analysis/analytics. AB is also a lot, lot faster in terms of backtesting than TS - and, in my opinion, has a better optimization engine. Where TS really shines: - Multiple systems off a single account...

I think you'll enjoy this then: http://www.connorsresearch.com/CR_Historical_Volatility.pdf

Absolutely right - by volatility filter, I take you mean not taking trades when, say, the VIX is extended below a moving average?

Without position sizing, you aren't trading a portfolio, so it's not realistic. So for me, that is a deal breaker. StrataSearch is focused on delivering their brute force optimization engine - which is not interesting to me. In contrast, a tool like Tradingblox or Tradersstudio or Amibroker...

Well, let's imagine a simple system where I'm using a MA crossover. I'll use the S&P500 as my base group of stocks. I want to buy, over time, 10 stocks where the 50dma has crossed over the 100dma (this isn't a strategy I use - just for illustration). I want to size the positions based on an...

I don't think we are - I just downloaded version 4.1 and it has the same issue - there isn't a way to say "here are the possible equities to trade, pick up to 5 of them, and present an equity curve for trading those over time." There doesn't seem to be any logic for position sizing either -...

Sure - I mean being able to define the maximum number of positions and trading the portfolio from a single pile of equity.

Last time I checked, it had the ability to analyze a portfolio but not trade a portfolio - meaning it could run a system across a group of symbols, but treated each symbol separately as opposed to creating a portfolio - if this has changed, let me know - I'm downloading the latest trial for review.

Right Edge systems will probably do what you are looking for - www.rightedgesystems.com

Probably because Fidelity has effectively shut it off the American market by making it unavailable without a Fidelity account.

I don't know much about the software, but from what I've read, it is more an execution platform for automated trading than a system development platform. That is, you might develop a system in another tool, then use their APIs to deploy it to an automated environment. I could be wrong on this...

Neuroshell and Stratasearch are both interesting - one is a neural net explorer, the second is a brute force system finder. Neither offers portfolio-level testing.

If Wealthlab has the extensibility you need, then go for it. The other advantage to WL is the large community that supports it - makes it much easier to find information. Of those software packages mentioned, OpenQuant and Right Edge are the most extensible because they are essentially just...

Here's the thing - I can say these are good programs but they may or may not talk to you - you should really try them out. Just about all of them offer a free trial (Tradersstudio does not). So, if I were you, I'd download and try out: - OpenQuant - RightEdge Systems If those two don't...

If you want C#, take a look at Right Edge Systems - they use it as well. As does OpenQuant (which I forgot to mention in my last post). The reality is that learning a program is learning a program - regardless of language because each program uses different classes and methods - so while you...

Nope - not that simple - lots of different interactions to consider in terms of an overall system. For instance, you are likely to be capital constrained at any given time when you have a lot of signals coming from a system. Which positions due you take and which ones do you ignore? That's...