adaptive entries, exits. MLE, QMLE est. in Stoch. Vol. models

["Bilo Selhi" <biloselhi@xxxxxxxxxxx>]

working on adaptive entries and exits for 
a trading system i ran into a wall on 
parameter estimation of my stochastic
volatility model, specifically, 
qmle/kalman and  mle based parm estimation for 
this specific model.
need minor clarifications there.
if anyone is familiar with those parm estimation methods or
know those econometric techniques or are interested in adaptive 
enties / exits for a trading system ( risk modeling ),
please e-mail back asap.
good trading.
bilo.