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http://www.fdaadvisorycommittee.com/FDC/AdvisoryCommittee/TOC.htm

Getting back to the program he uses (Neovest) , I went to the site, and I see nothing about the product supporting backtesting. It looks like glorified order entry software. What gives?

http://www.sciencedaily.com/releases/2005/09/050901072929.htm

I cant find this Neovast program anywhere, did I spell it right?

Well think of bumblebees and how it applies to trend following. There is a relationship. Pick up a book on bumblebees. It seems to be the closest natural metaphor to trading. So good books to read on the subject of behaviour include - Richard Dawkins - The Selfish Gene Darcy O'Thompson...

Are you looking for setups that succeed by % or by return? Maybe your problem is you are trying to daytrade without considering the kinds of returns you get without a trading system.

no andy, I meant 15. In Amibroker, I need to use that setting. It translates to about a 11-13% stop loss

Andy, what is the ATR value for your stops in equities? I've found I had to use 15 * ATR (10) to get the best EOD trend following system results. Just curious what other traders are using for ATR stops.

Don, can you please post the original pdf file of those stocks exempt from the uptick rule, the SEC.gov link is bad. Thanks, Eric

I find IO.zip is still a bit complicated. I'll have to spend a few hours on it when I have time. I see the idea now.

I use only stock data, free EOD from yahoo or msn downloaded via Amiquote. I read that optimizing a system is a fundamentally dangerous thing, so I dont do it, and I have never found any solutions in using my optimizing function. I manually adjust parameters myself and 99% of the time, I got...

You can try spreadtrading the top 40 canadian stocks for less than that at shorcanindex.com. You could also try IB at interactivebrokers.ca , but I think its 2 cents a share there. Eric

yahoo groups amibroker and amibroker-ts have it just become a member.

Ok, I use Amibroker too. I heard I should use IO.zip. Im pretty happy with my current system, Im not trying to optimize, just see how it performs in "future" type environments, and Im told that Walk Forward is the way to go to get an idea as to whether the system performs well in the future...

I dont know much about walk forward optimization, can you tell me a bit about it and which backtesting platform you use? Thanks, Eric

no such thing at Swift Igor, they do not exist and never will. Overnite defeats the purpose of Swifts "trading" I asked the question in training and they trade the way they trade because the least risk is during the normal market hours, they can control it, and Swift is all about controlling...

Well, I quickly read the paper and there is nothing viable in it related to building a system, thats for sure. It seems to be based on the premise that somehow certain informative type trades themselves are responsible for price changes but only simplistic models are sampled. Nothing approaching...

You can do it with amibroker when you use QP2 or QP3. But you have to make the necessary connections ( earnings > previous qtr, etc) in your system code. Never done it myself, but I know that its available.

Someone should show Goldies cheque on here, selling his part of Swifttrade for $1.00. A picture speaks a 1000 words.

Though I'm not a new yorker, I spoke with a New York based money manager / advisor and there is registration in most states and nationally. If you solicit clients in certain states, you have to register and may be audited, regardless of the $25 million fence that exists nationally. You can get...