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Unless I am misunderstanding you, what you are calling strategy self-optimization is basically the same thing as walk-forward optimization. So you might want to look for that as a feature. I'm a developer on RightEdge and candidly we don't have support for this yet either. We are hoping to...

RightEdge actually does support accounting for interest rate differentials between currencies. The current release does not support looking into bars as you describe, but this will be part of the next edition. If you would like more information about the interest rate differentials (or...

OpenTick separates its data by exchange. What is apparently happening when you request historical data is that you are just getting the data for the first exchange that had a tick. See http://www.opentick.com/dokuwiki/doku.php?id=general:exchange_codes. You can use @ for the exchange code...

The correct URLs for TSSupport and RightEdge are actually: http://www.tssupport.com/ http://www.rightedgesystems.com/

Here is a set of indicators written by a user which include pivot points: http://www.tradeengineer.com/DoQ_Indicators

There is also a free express version: http://www.microsoft.com/express/vcsharp/

I would usually think of auto-trading and manual signals as opposites. It sounds like you want to have people subscribe to your signals and then automatically trade them using some sort of software? I don't think I've heard of any software specifically for this, but you could certainly write a...

Yes, you can compare bar values that are not consecutive. You have access to all of the previous bars. If you want to close a position 60 bars after it opens, there is a timeout setting in the system properties that will do it automatically. You can also set it individually for each position...

In RightEdge, a bar includes values for the Open, High, Low, Close, Volume, and potentially the Bid/Ask. Live data from Interactive Brokers comes in as ticks, and RightEdge can aggregate them into one minute bars. Historical 1 minute bars can also be downloaded from IB. As far as comparing...

Multiplicity (http://www.stardock.com/products/multiplicity/) is a commercial product that will do this. It might be easier to get working.

RightEdge has not been "released" yet, but you can download the current beta version for free. We expect to release version 1.0 late this month or in February. The price will be $599, although for the first three months we will be offering it for an introductory price of $499.

Reading from different parts of the file at once will actually slow you down. The bottleneck in the conversion process is the hard disk speed-- converting to bars is a simple process and the CPU should be able to process the incoming data much faster than the hard disk can supply it. The hard...

As far as optimization goes, using reflection doesn't seem like a good idea to me. Why not set the values for the optimization parameters in the XML file that is passed in to create a strategy? This will be also useful to allow the user to manually tweak those values. Instead of having a...

RightEdge (http://www.rightedgesystems.com) will let you do this. We are planning on releasing Beta 3 this weekend which will have support for broker functions through TWS. Of course there may be some rough edges in the functionality but we'd welcome you helping us find them :)

It sounds like perhaps the problem you're running into is that you can not have more than one indicator with the same name. So you need to rename the indicator before dragging another one on. This will be fixed in the next beta release. If you already have an indicator named "Simple Moving...

I'm not sure I understand what you are trying to do. You can put as many indicators as you want in a project, and triggers should work too. You would want a crossover trigger, and set its inputs to the MACD and the EMA of the MACD, for example. Does this help at all?

You would be able to do this with RightEdge, but right now you would have to do a lot of programming to support this. We plan on adding more support for working with multiple time frames which would make it easier on you, but it will probably be a few months before we get to it.

If you are using VB.NET, ArrayName.Length should give you the length of ArrayName.

RightEdge will let you backtest with no programming at all. I recommend checking out the Drag and Drop demo video on the site. In the current beta you do need to do a little bit of programming, but beta 3 will be out soon and will require no programming at all.

Basically, yes. You can use an "And" trigger with any number of other triggers as inputs. The "And" trigger would only be triggered when all of its inputs were triggered at once. So in your case you would have one of the inputs a comparison trigger that compared a historical volitility...