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I use both Amibroker and IB, and I have 10 years professional software engineering experience using a variety of advanced and scripting languages, and several years experience developing trading systems during my free time. The system you described can be developed, backtested, and optimized...

I don't think they have continuous futures contract symbols. Even the non-continuous futures data on yahoo is lacking - it only goes back a few days. You're better off using a professional data feed that you get from a broker. Another option is to get free quotes from here...

SIPC doesn't cover currencies or futures. They only protect cash, stocks, and bonds. Not sure if this means your cash in an FX account is covered or not. http://sipc.org/how/covers.cfm You might want to make sure that your FX broker either has a strong financial statement or keep your...

Great Job! My only question is how do you keep on top of all those positions? I struggle to keep up with 5-10 positions.

All the Best to You on Your B-Day! Your posts are by far the most enlightening that I have found on the internet. Thank you for sharing and I hope you live to at least 100, doing what you love most. Sto Lat!

I found a couple of source for options end-of-day data: http://www.prophet.net/satellites/marketData/cdrom/index.jsp http://www.csidata.com/data/options/index.html I haven't bought either of these, but I would probably choose prophet over csi. I also found that TradeStation 8 provides...