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What you mean by 'there is no lag'?

Not everything went as well as I was hoping. See the picture again, this time AB created some ghost data that was not in the data file I have used. The data I have used start on 9/12/02, yet the software shows some earlier dates. Now, that's too weird for me. Anyone wants to guess what went...

What form(s) to use to report capital gains/losses from trading options? I did not trade options before 2002, so I am not sure about it, but gather that Schedule D is not enough. TIA.

I second that.

Wow! Thanks again, next time you are in LA, I will buy you a beer. :D

Thanks, it did help. I appreciate it. Now, is there any way to get 30 min bars out of these 15 min bars without switching to Wealth-Lab where I could do it without asking a question like that? I am serious because I don't see a 30 min time frame on the menu. TIA.

Jack, why do you prefer one stochastics setup over the other? Could you tell us which one you use in what conditions and for what time frames? I have no personal preferences in this matter, for me it is a time frame that matters more than a particular set of stochastics parameters. For...

Thanks for enlightening me. Where do I set this up? Had no idea I was supposed to bother with the time interval for a database.

I would not call it 'the proper' use. It is more original than what you can find in most or perhaps even all TA books, but you can use stochastics in more than one way and none of them is more proper than the other. For instance, the stochastics divergence is still a good way to use this...

He needs to be more systematic and use less jargon. What he talks about is sound and not necessarilly very new to me. I have used stochastics in a similar way as a means to gauge the strength of the market. One of the setups I use, not on a regular basis, because I trade mainly systems, that...

Here is what I have been trying to do (see the picture attached). I have been trying to import an intraday 15 min ES data for some study. Well, in Wealth-Lab I would not even know that one could have a problem with that (yes, I did that using a trial version of WL), but since I own Amibroker...

Nice work, I am really glad to see that you are making such a fast progress. Now, how about a reverse at stop. That would be helpful for those who trade mechanically and know their entries and exits some time in advance. Thanks, Wally

Harry, it's so nice to see a happy man on this board. I mean, you smile a lot, so you must be happy. I am hoping to get your point one of these fine days... however as a scientist I am not buying your use of Occam's razor principle. Your hypothesis 2 is the simplest one, hypothesis 3...

Every fool can enter a trade, but it takes a wise man to exit it. You think I am wrong? Here are two observations in favor of this opinion: 1. There are some chatrooms out there where only entries are called and not exits. Why? Because it is much easier to enter than to exit. 2. I...

Actually, it would be 1 trade, that is the same entry with 3 ES contracts and 3 differents exits at targets of 6, 9, and 20 pts. I do not mean to imply that it is always 20 pts, the last target is either 20 pts or MOC or some trailing stop exit, whichever happens sooner. Yesterday the MOC target...

Actually, it would be 1 trade, that is the same entry with 3 ES contracts and 3 differents exits at targets of 6, 9, and 20 pts. I do not mean to imply that it is always 20 pts, the last target is either 20 pts or MOC or some trailing stop exit, whichever happens sooner. Yesterday the MOC target...

Your entry is only as good as your exit is and you really don't know how good it is until you close your trade. It is the exit that determines your profit. Of course, your entry should give you an edge, otherwise it makes no sense to enter, but if you do not know when to exit, especially when...

You missed SierraChart that somehow did not install in his desired folder. This guy must be on drugs, indeed. Jerry, thanks for your answer. I will look into the interface for the enhanced trading platform for your software. Thanks.

Every evening? Unless you are located in Europe and trade US markets, I can't see how this could be possible. So how did you do this?