Trading Blox Suites support simultaneous testing of multiple systems so the overall strategy can include multiple trading methods.  This means that systems with the same name and with different portfolios or with an different instrument class can be tested in a Suite so their performance is analyzed.  

 

Suites with one or more Systems will each contain a collection of Blox modules.  Each block in a system has a purpose, like Portfolio Management, Entry and Exit signals, Money Management, Risk Management, and Auxiliary blox used to support a special indicator, custom function, reporting method or any other idea useful to a system's operation.  

 

Within each blox are one of more script section, or when some scripts can have multiples of some script name section as other modules in the system the order in which these scripts are executed is important to how the test is performed.  

 

All script sections are executed in a controlled sequence across all the systems.  Scripts within a system with the same name are executed in the order in which they are listed in the System Editor blox display list area (See Script Section Type Details topic).  Script types in the others systems in a suite will execute the same script names in the order in which the system is sorted in the suite.  The system name shown on the left-most system-name tab will have the system index 1.  The system in the next tab to the right, will have system index 2.

 

Suites can also contain a Global System Scripts (GSS) when the name of the system name is identical match to the Suite's name.  Global System won't be allowed to execute all the scripts that any of the blox scripts can execute.  Instead, a Global System will only execute the scripts that are useful for managing or adjusting the operation of the standard scripts in the suite.  Table shown below list the types of scripts that can be used with a Global System.

 

Parameters for each system in a suite are displayed in a separate system name tab.  Each selected tab only shows the parameters for the selected system.  Parameters for Global Systems are display at the bottom of the Global Settings tab just after the Equity Manager parameters.

 


Script Sequencing:

System index values determine the order in which the same name scripts in each system are executed.  For example, the Before Test script in the system indexed at 1 will always execute ahead of the Before Test of the system indexed at 2.  This logic will hold for the remaining systems in the suite until there are no more system index values.

 

Suites that include GSS system modules will align execution with their matching system script names. GSS scripts will either execute ahead or after the system scripts according to the execution placement shown in the following table.  Knowing which GSS script names execute ahead or after the system scripts is necessary to understand how they can be used to gather or send information to or between systems.

Click to Enlarge; Click to Reduce.

Global & System Script Execution Timing

 

All the system in suite can access other systems using the test.SetAlternateSystem function.  When a module's script has access to another system it can access information in that systems to obtain and provide information.

 

Links:

System Object, Test Miscellaneous

See Also:

Blox Script Access, Blox Script Timing, Script Section Type Details

 


Edit Time: 4/14/2018 3:11:20 PM


Topic ID#: 363

 

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