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Hey Handle123, can you talk a bit more about the backtesting flaws? That could save me a lot of time :-)

I literally just started using their free trial and I'm trying to implement my own algorithm there for use and backtesting. It's very reasonably priced and seems like quite a comprehensive piece of software. I imagine anyone who does chart-based trading would like it. For algorithmic trading...

This is a solid class. Machine learning was the one class I had in grad school that was badly taught. This version of the class is much more solidly taught. However it's worth mentioning that the homework isn't really that long or difficult, and the amount of implementation you do is fairly minimal.

I don't know EasyLanguage at all, and it depends on the broker. There are open source libs for interfacing with IB, stuff for signal processing, etc... Of course, now you have to read their code and trust your interpretation of it :-) See, this rabbit hole is infinitely deep.

Congratulations, you are being unbelievably pedantic. No kidding that they don't "steal" but "copy". Yes, I understand how data works. My real job is as a software engineer. My point still stands.

I use Rightedge (a third party program). I'm investigating using Multicharts as well. Quite simply, I find it insane to believe that Rightedge or Multicharts would wager all potential future sales of their product against whatever results my algorithms would provide them by stealing it. They...

This thread, and your questions, are completely nonsensical. If you are your providing your code in ANY way (including compiled and heavily obfuscated machine code) to some piece of software to execute trades on your behalf, your code can be "stolen" and used. This is because your code, by...

Good to know, thanks. Ugh, I guess I'll try to work around it by exporting multiple and joining.

TWS has this feature where you can chart the soonest-to-expire futures contract which automatically rolls over. It uses the infinity symbol to denote this (so ES <inf>). Does anyone know a way I can export this data? I backtest in RightEdge but there's no such symbol that I can find that...

I thought I'd revisit this topic now that I've taken some time to examine the different offerings and lay out my thoughts and decision process, in case anyone else comes in the future with similar questions. I want to give back, and all :-) At the end my choice came down to Tradestation and...

Thanks for all the suggestions. Just to be clear, I'm quite willing to pay and I expect to do so. What I didn't want to do is be forced to pay for a broker's data feed and then have to also pay for a third-party data feed which supersedes it completely. This post was originally in the broker...

Maybe I wasn't completely clear on what I'm looking for. I appreciate the suggestion, but EOD data is not what I'm looking for. I need much more than 15 days of intraday data: I would need to cover multiple years at five minutes, at least back to the prior market conditions in 2007. Historical...

Sorry if this sort of thing has been asked and answered before, I used the search function and came up blank. I'm a computer scientist in real life and I'm trying to leverage my own expertise in machine learning to make my trading more intelligent. So I'm trying to find a retail broker that has...