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Amibroker - Portfolio Level Backtesting - $200 U.S for license - Your data, anything Futures, FX, Stocks - EOD or Real-time, same program for same price - You connect to your broker, several supported with some work

MaxTrade = 6.5; Risk= (.01 * Ref(Equity(),-1)) * BuyPrice / (3 * ATR(10)); RiskPS = Risk/Ref(Equity(),-1)*100; PositionSize = -Min(MaxTrade, RiskPS);// Risks no more than 1% of capital and limits allocation to 6.5%. I use 6.5% for safety and allocation principle, but...

It think its called someplace offshore. If your American there is no place you can go to avoid taxes, though you might defer them.

Ya, a bunch of bureaucrats got the entrepreneurial bug. It says that members can save 50-75% off their fees, but isn't this more indicative of the technology and times we live in than the viability of a business targeted as being thrifty. Is it trying to be liquidnet? At least they have a viable...

I dont know either but check this out: http://www.cnq.ca/Page.asp?PageID=122&ContentID=1129 Whats up with this firm, they've had a few articles lately. Is this exchange live?

Thing is , is marketing a hedge fund not allowed in the u.s? Mind you, a good hedge fund obviously markets indirectly to institutions and high net worth people through networks not directly linked to traditional market vehicles. I read somewhere that he is or was using TV ads, anyone know if...

I haven't seen a stock that bad for a while. I'd sell and short at 7.25. You could short it here, but set your stop at 7.25. Note this is assuming you are holding positions overnite, not daytrading. Does look like there is a serious short squeeze on this stock, lest their be some...

I'm asking because in the Amibroker literature for autotrading, it makes reference to using an IB Demo account, with no mention of having a regular account with the firm.

It says on their site that I have to open a regular account before a papertrading accuont. Does anyone know if: 1) This is true 2) Is there a way around it?

Code for a filter assuming a minimum $1 move in the stock from previous day. Z = abs(Close-Ref(Close,-1)) >=1; Diff = Close-Ref(Close,-1); V = Volume; Y = Volume * Close > 500000 AND Volume > 1000000; X = Close/Ref(Close,-1); Filter = Y AND ATR(1)/3 > Ref(ATR(1),-1) AND Z...

You could probably do a script that searches out volatility in stocks and get some results. Ill try something out. The stock appears if the volatility (ATR(1)) is 3 times the day before. Seems work out fine. You could apply the same concept to an intraday filter. V = Volume; Y = Volume *...

You can easily acquire data on Japan or India and test your strategy on those markets. You probably need 500K + to trade real emerging markets ( Turkey, Poland, Korea, etc) to set up an account at a foreign broker and deal with the paperwork.

Well you dont look at the P & L for a market maker on one stock to tell you anything. A firm like Susequehanna trades on 100s of stocks and they make money in some and lose or break even in others. You can't expect a trader on his own without info or access to the order book to be able to trade...

Eugene outta stick to hockey or racehorses.

HKSE is doing quite well this year.

This is an exploration in Amibroker to filter % gains and losses for any Amibroker database. I added volume and price filters as well. Y = Volume> 250000; X = Close/Ref(Close,-1); Filter = Y AND Close > 5.00; AddColumn((X-1)*100, "% Gain OR Loss", 1.3 ); Gains from 1/1/2006 to...

start with $10k, earn 200% a year for 9 years and thats $100 million. Could have been done buring the bull market, harder now.

portfolio123.com might help for testing.

Thanks Vision, Nice stuff.

Oh ok, I thought it was some strategy he had for buying "cheap" out of the money options. I get it, he's just arguing the case for these events, and their reward potential if they happen. Ditto