Hi trainfit,
You must have attended the course at terraseeds, have you? I know they advocate the use of Amibroker. By the way, how is the course? Did you attend the paper & pencil for novice or MACD or Stochastic?
Ya, ChartNexus is great in terms of having the integrated data downloader. The Anaylst DataServer from technicalanalysis.com is somewhat cumbersome and slow.