I'm looking for an Amibroker programming assistant/trading partner in the Bowling Green, KY - Nashville, TN area. I am a fulltime trader who has a very effective and consistently profitable timing and risk management strategy but has difficulties overcoming information overload, especially with regard to stock selection - i.e. weeding through the enitre universe of stocks to identify sectors, industries and stocks that are beginning to trend. I am looking for a trading partner or two to assist me with programming and database management, using Amibroker, in an effort to get to the next level of efficiency and profitability. If you have the programming skills, but are not yet satisfied with your level of trading success, maybe we can share skills in a team approach to trading. I have been trading for 10 years (fulltime for 3 years). I use what i refer to as a slow motion tape reader's approach to trend following. By this i mean that i am looking for anomalies in price and volume behavior to signal the onset of intermediate term trend changes. I am not a day or swing trader. I am looking to get aboard intermediate term moves when a sector or industry is rotating out of periods of consolidation or retracement. My average hold time is between 2-8 weeks - sometimes shorter, preferably longer. As a trend FOLLOWER, i do not engage in the subjective arts of prediction like the techniques of Gann or Elliott. I rely on patience, followed by quick and aggressive reaction to signs of institutional participation in new sector-level trends. I trade U.S. equities only. Very important in my approach is the maintenance of sector and industry composites. I have not found a classification scheme that is really suited to top-down stock selection, so i am developing my own. Most classification schemes are designed to provide a base for gauging the trading performance of institutional investors and money managers. For example, look at how most classification schemes categorize TK (Teekay Shipping Co.) and IO (Input/Output, Inc.). I classify both of these companies in the energy sector because their customer bases are almost exclusively in this sector and they are thus more dependent on developments in this sector than on developments in the transportation or technology sectors. Further evidence of their affiliation with the energy sector is illustrated by measuring their price correlation with the energy sector vs. their price correlation with other sectors. This is very much a work in progress with which i need some help. When constructing composites, i use a "turnover" based weighting mechanism. Since volume preceeds price during periods of accumulation (and to a lesser extent distribution), a lagging volume trend should do a better job at identifying money flowing into or out of a group than weighting by price or capitalization. Usually, before an entire sector shows signs of a trend change, individual stocks within the sector have already started to move. This phenomenon can be signaled, with some success, by measures of breadth such as the % of stocks in the group that are above an x-period moving average, or the new lows and/or highs within the group. I prefer to use a count of the number of stocks in the group that are on buy signals - according to my indicators. This is another project with which i need programming help. Additionally, i need help automating some of my Amibroker explorations - looping through explorations with multiple lookback periods, etc. If interested, we can discuss any questions you might have and details of how we might approach a partnership. Other programs I use = TeleChart, SnapSheets, FastTrack, Excel.