Simulation Loop

A Trading Blox Builder simulation emulates actual trading as closely as possible. In order to create positions, you must enter orders with the broker object. Trading Blox Builder will determine if those orders would have been filled based on the data for the instruments for those orders.


One thing to remember is that Trading Blox Builder helps keep you out of trouble by only allowing access to data you would really have for making trading decisions. For example, before the markets open when entering orders, the instrument' s current data is for the previous trading day. This is what happens in real life, you don't have access to today's data until the end of the day.


This has implications for the current dates of the instrument and test objects.


Each day before trading begins the test object date is set to the current date while the instrument's date is still set to the previous trading day's date. For example, on a Monday the test date might be 2006-04-10 while the instrument's date might be 2006-04-07 (the previous Friday).


The comprehensive simulation loop is described in the script reference section.

Edit Time: 5/10/2017 7:50:34 PM

Topic ID#: 569


Created with Help & Manual 7 and styled with Premium Pack Version 2.80 © by EC Software