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acrary, I've been following this thread with considerable interest, thanks for starting it. I have a question (maybe not too related to this thread) that I've been wanting to ask you for a while now. A few years back you wrote at Chuck LeBeau's site that you had used a neural net to...

I haven't been able to log on to QCharts for the last 3 hours or so. Richard

If you want something free and don't mind coding in C then you can try: http://www.ta-lib.org Richard

Curtis, Here's a couple more alternatives: http://www.modulusfe.com/api/ http://www.mytrack.com/ I've had no experience with either of these companies, but I have heard good things about the mytrack software/feed. Richard

hypo, This humble disciple eagerly awaits reading any disclosure of your two systems. Please reconsider. Richard

Aaron, Do you use one of the familiar schemes, e.g. fixed fractional or fixed ratio, or did you come up with your own variation? Richard

riskarb, Looking forward to your PM ... Richard

riskarb, I'd be interested in know more about your neural-net. What are the inputs? How many hidden layers (and how many nodes) and how many outputs? I assume it's a feedforward, backpropagation neural net? Richard

lindq, You have made this assertion a number of times but I have not been able to show that this is true in my backtesting. I believe you also prefer to trade NYSE stocks. Here again my backtesting has shown that Nasdaq stocks are better. Richard

Try here: http://unicorn.us.com/advdec/ Richard

kserra, Thanks for clearly up your latest trading approach for me. By the way, I'm a Wealth-Lab user, so I'd be interested to hear what you believe are the problems with its backtesting functionality. Richard

kserra, I've been following your journal on and off since it started (but admittedly not so closely). I've enjoyed it and its been helpful for me. I'm trying to understand where you're at, at the present time. It appears that you are trying to come up with a number of different systems...

Concerning the systems at Wealth-Lab.com the following was written: I'd be interested to learn what are these "fatal flaws" that see. Richard

msprofitable, I too am enjoying your journal. I read through it in its entirety last night. You were good enough to post the Tradestation summary report of one of your three systems (the swing system); I wonder could you also post this for the other two systems? By the way, have you...

Adam Mesh

Not free but relatively inexpensive: http://www.anfutures.com/purchas.htm Richard

Roscoe, The Sharpe ratio is defined to be the quotient of the excess gain (above the risk free rate) divided by the standard deviation of the gains. Higher Sharpe Ratios are seen as better, so that implies a lower standard deviation of the gains. which in the limit means that each trade...

Hi sulong, We should get together with wrongway (with whom I have PM'ed) and anyone else who might be interested. Almost any weekend is fine with me.

Portland here. You?

Hi Jay, I just sent you a PM containing my email address. Thanks for your willingness to help me, I really appreciate it. I'll look for an email from you to confirm contact, although PM'ing me should also work. (In last resort, I'll also check back here in this thread). All the best...