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It's more a combination of the way AlgoTerminal simulates order fulfillment and the way IQFeed presents data to AlgoTerminal: I place a market-buy order with limit and stop loss figures. EOD hits in the data feed without the limit or stop loss triggering a sell. A split occurs over night...

AlgoTerminal backtesting platform with DTN's IQFeed which adjusts their day-aggregation but not their minute aggregation or tick events (at least that's as I understand it). Since IQFeed provides the last 2 split events per stock in their Fundamentals feed, I can incorporate that into my...

I recently ran into an intraday backtest showing ridiculously high profits that turned out to be due to a reverse split causing a jump in the price. How is this kind of error usually avoided in backtesting? Must the datafeed provide an out-of-band feed with all of the historic splits? Is...

They didn't say anything when I asked them. Did they respond to you at all when you asked them anything?

The Finviz Technical Screener has "Volatility" but doesn't say which formula it uses to calculate it. The popup says it "Represents average high/low trading range." This isn't enough to tell me which "volatility model" they're using in this indicator filter.

Likewise and thanks for your comments.

The following example doesn't really do a comparison with stock price manipulation but rather illustrates the plausibility of volume derivative price manipulation, which is obvious. But the example is instructive if we follow it to its logical conclusion: Ignoring the opportunity costs of...

"Simple" compared to what? Manipulation is always possible -- legitimately or nefariously. The entire NYSE volume is much harder to manipulate than that even of a Fortune 500 company.

All trades produce volume, so, of course, what you say is true if not tautological. Still, I'm not sure what you are getting at. Anyone who is in a position to trade large volumes is in a position to predict short term changes in volume .

How is that pertinent?

Brokers would make a killing on those who were doing the manipulation -- and would take a lot of the profit out of manipulation.

Are market volume (^NYUV:NYSE, ^NYV:NYSE) derivatives a thing? i.e. Can one trade on instruments derived from those market indicators?

Then my question should have asked for a free online chart in which the ATR indicator options include selection of the averaging method (as well as the duration). That's actually the indicator I want but, as you point out, the ATR (with Day aggregation and simple moving average) is not such an...

Yep. I moved here in 2007 and even since then it's passed through a few hands . It's an apartment complex now. The economy out here has had a rough time. Things may be turning around a bit since manufacturing is coming back.

*WHOOSH* OK, let me see if I can explain (ruin) the joke: The promotion of ATR with 1 day interval as the way to compute ADR is biased by the fact that the resulting indicator isn't as smooth and therefore tends to generate more trade events, which means you pay more commissions than someone...

Average Daily Range is sometimes distinguished from Average True Range. Yes, I know, people say never to use the simple moving average and instead use the exponential moving average (ATR), but I've got someone who is stuck on using a simple moving average to calculate the average daily range.

Is there a free online chart that has the average daily range indicator (with a number of days as parameter of course)?

Optimization provides a list of alternative parameter configurations from which one can select for backtesting. This makes sense in the same way that you said "I would think you would ... use the 'optimal' parameters for a new backtest." Indeed, that is exactly what I tried to do -- where a...

After optimizing parameters for a trading strategy, I can easily backtest but only with the same date range used to optimize. When I tried to set the start year 2 years back it gives me this warning and shows no data for those two years. I can, of course, go ahead and optimize using the new...

Thanks for your suggestions and no offense taken. I'm a programmer helping a trading expert automate his manual strategy. So I'm struggling with the lack of documentation and/or access to source code to obviate said documentation for the various charting environments. You can be even less...