Data Folders and Data Options

Trading Blox  will work with Futures, Stocks and Forex instruments data files that conform to the information available in the Historical Data Setup section.  The data setup information describes how the data needs to be formatted for each of the three type of instrument types.  It is important the data files follow the information so there aren't any issues with how Trading Blox recognizes the information in the files.  

 

Data locations and their instrument formats for all three types of instruments are arranged during installation.  Data updates from a data download service can use the default data folder locations, if the data service software uses the default data location as their file destination folder.  If that isn't possible for any reason, the data folder locations will need to be changed.

 

Data files can be located anywhere on your disk.  To change the data folder location, it should only be changed by the Windows folder access dialog.  By using this file access dialog, shown in the next image below, the risk that the folder path information contains a typographical error is close to impossible.   This is important because it will prevent Trading Blox from finding the data for testing.  access to the data.


Change Current Settings:

To change an instrument type folder location click the button listed next to each market type to open the Windows folder so that the location where those files are located can be listed in each item's field area:

Data Folders and Data Options Preferences

Data Folders and Data Options Preferences

See Edit Settings Example below:

 

Data Folder Name:

Default Folder Path Locations:

Futures Folder: ^Top

The default location folder used for storing the futures data is where the installed data is installed.  Trading Blox will first look in the Futures Data folder for the Futures Dictionary, and then look in the Dictionaries folder. It is not recommended to have a Futures Dictionary in both locations.  Within this folder can be other sub folders, or short cuts to other external folders.  In addition, the Futures Dictionary has a folder location for each market that is actually used to find the market data. This default folder is where the Find Symbol button on the right side of the Futures Editor will search to locate the data file when that data can be elsewhere.

 

When the Futures Data folder is changed, a message box will indicate whether their exists a Futures Dictionary in the new location and/or the Dictionaries folder.   If a Futures Dictionary does exist it will be used. The message box will ask if the Folder Locations for all markets should be reset.  This process will locate all the markets using the default folder and replace the current folder location for each market with this new location. This is useful if the all the futures dictionary information is the same, but the folder location has changed. This is not recommended if custom or edited folder locations are used, as they will be replaced with the default location based on the new Futures Data folder location.

 

If you do not have a Futures Dictionary (futuresinfo.txt file) in the Futures Data folder or Dictionaries folder, you have doesn't find a file, there will  be warning messages for each file not found when  Trading Blox is first started.  Warning messages will be displayed in the main screen's Log Window display area when the Log Window is enabled.  If the Log Window is not active, the messages will be lost.  If the Log Window is active, but closed, the messages will be available.

 

When a Futures Dictionary is missing, or a file is unavailable, you can use the Futures Dictionary Editor to create a new Futures Dictionary.  If the file no longer exist, it can be removed, or edited if it is available under a different symbol reference.  When dictionary file is not found or created, or has errors in the file name or location of the file, Trading Blox  will not be able to read the specified data.

 

New futures files must be added to the Futures Dictionary so that  Trading Blox can find and load them for testing.  Just add the markets for which you have data.

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Futures

Stock Data: ^Top

The location entered into this setting is the folder used for storing the stock data. (add details about how it works)

 

Trading Blox Stock File Search Structure Process:

Stocks are the only instruments that can have multiple dictionaries when it comes time to locate stock symbols.  This means that when Trading Blox starts, it looks for files using the path settings established in the Preferences Data and Folder section.  In each folder and each symbol it finds it will add it to a list of symbols that it will use to determine if it can be in a Stock Dictionary, or when a stock dictionary is not used, it will be displayed in the Portfolio Editor's Instrument Symbol list section.

 

In this next set of images, the path is set to D:\Data\Stocks.  That path has five sub-folders and a large number of symbol files.  All the files in all the folders, plus all the symbols in the Stock Set's portfolio files will be record so they can be used in a Stock Dictionary, when that is the process being created, or as a list of symbols in the Portfolio Editor's Instrument Symbol list section.

Example Stock Folder and Files Structure Example

Example Stock Folder and Files Structure Example

 

Stock Set Default Stock Portfolio Example

Stock Set Default Stock Portfolio Example

All the files and folders in all the places shown in the example above, which includes the symbols listed in the Stock Set Portfolio files, will be listed in the Instrument Symbol list section when a Stock Dictionary is not used.  When a dictionary is being assembled, the same search structure will be used to locate symbols.

 

If you do not have a Stock Dictionary (stockinfo.txt or stockinfo.csv file), it will look for a Metastock MASTER file with that name.   If it finds the MASTER file, it will assume Metastock data and use that format process to read the data.  If it does not find a MASTER file, it will assume ASCII Text files and look for all the .txt or .csv files in the specified folder, and all the folders contained with the top level Stock folder.   Once all the folders have been searched, it will then search all the Stock set portfolio files and collect the symbols in those files.

 

When there isn't a stock dictionary file, and the above symbol information is done its symbol search, Trading Blox will create a list of symbols from the file names and set files and display that list in the Stock option of the Portfolio Editor symbol listing.  

 

If a symbol is listed in a Stock file portfolio file, and there is no data file with the same name, that item in the list will be unable to load that symbol name information.  Trading Blox  flags portfolio symbols that don't have data files when it is first started and creates a warning message in the main screen's Log Window display area when the Log Window is enabled.

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Stocks

Dividends: ^Top

The Dividend files are named using the symbol and the dividend file suffix, default suffix is "_Div.csv" but this can be changed in the TradingBlox.ini file.  

 

Notes:

This folder supports the CSI dividend files that are available with a Stock subscription.  

 

Dividend files do not get updated when the stock file the dividend information applies.  Instead, dividend files must be updated manually so the stock data will stay aligned to how the stock price will be effected when a dividend distribution is specified to be added to the account.  

 

Dividend files should be updated frequently unless they aren't used to build the dividend files for all stocks in your Stock Dictionary. .  

 

The stock dividend data from CSI is encrypted by default. To use this feature you must contact CSI and make arrangements to have this data unencrypted for your subscription account. This is an additional cost service from them. Alternately you can build your own dividend files manually from another source for each stock and place in the Dividend Folder. The format is Date,Dividend and you can see example files in the sample data that ships with the product.

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Dividends

Forex Data: ^Top

All Forex File data is stored in the Data Folder's Forex subfolder.

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Forex

Dictionaries: ^Top

All Data Dictionaries are stored in the Data folder's Dictionaries subfolder.

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Dictionaries

Orders: ^Top

This is the location of new and archived Order Files created by the Generating orders .

 

See Note Reference: 2

Default: C:\TradingBlox\Data\Futures

Change Folder: ^Top

When CSI Unfair Advantage installs its software , it will offer this data folder location: C:\UA\

When Unfair Advantage is installed in a different folder location, this setting value must be changed so that Dictionaries have a reference information source.  

Data Options:

Description:

Number of Extra Data Fields: ^Top

Extra Data Field values are 0 to the maximum value of 8.

 

Extra Data Fields provide access to information when the data file has more columns than the regular data files are required to provide.  When your data files have extra columns of data, enter the number, up to a value of eight, of the "Extra Data Colums/Fields" in your data.  When your doesn't have extra data columns, enter a zero in this field to save memory space.  

 

All extra columns/field must be ASCII text formatted information:

Futures

D,0,H,L,C,V,OI,DM,UC,E1,E2,E3,E4,E5,E6,E7,E8

 

Stocks and Forex

D,0,H,L,C,V,UC,E1,E2,E3,E4,E5,E6,E7,E8.

 

Understanding the format of the data is important.  If you aren't familiar with the data requirement yet, please read the section on Historical Data Setup before making any changes from the default settings.  

 

See Note Reference: 1

Default: 0

Years of Priming Data: ^Top

Years of Priming Data

Enter the number of years of priming data required. The default priming period is 5.  This is the number of years of data that will be loaded, if available, prior to the user entered start date of the test. This data is generally used to prime indicators prior to the test start so the test can start right on the start date.  Recommended to keep this at 5 years unless you are trading lots of stocks and need the memory.  To conserve memory, set this as low as your indicator priming requires, or zero if you don't mind your trading starting later than your test start date.

 

Default: 5

Volume Multiplier: ^Top

This setting determines how Stock-type instrument Volume values are treated.  It also determines how the selected data type methods are applied when the software starts.  If your stock-class data reports its Volume values as 1,000 instead of 100,000 use a multiplier of 100.   Futures volume, and intraday data volume information will not be changed by this setting.

 

Default: 100

Load Volume: ^Top

Check to load the volume in your data file into memory.  Un-check this option if you don't use volume for your testing, and would like to to save memory when loading a large number stock data files.  Be sure to turn off any volume filters if you don't load the volume.  

 

Default: Enabled

Load Unadjusted Close: ^Top

UnadjustedClose data is recommended to be included in the files of Futures and Stock data files.  

 

By default this setting is enabled.  If you know that the files you will use are not back adjusted for Futures contract roll to a forward contract, and the Stock data files are not adjusted for stock splits or consolidations, it might not be necessary to have this data field.  Under these conditions, this setting can be left unchecked, but the results should be audited to ensure the testing results are correct.

Process Daily Bars: ^Top

This option when checked will create daily bars from intraday bars.

Use these properties in scripting for price field access:

instrument.dayOpen[]

instrument.dayHigh[]

instrument.dayLow[]

instrument.dayClose[]

 

The property counts the number of historic days available at any time, and should be checked before doing a lookback on this series.

instrument.dayIndex

 

See Note Reference: 1

Default: Disabled

Process Weekly Bars: ^Top

This option when checked will create weekly bars from the daily bars.

Use these properties in scripting for price field access:

instrument.weekOpen[]
instrument.weekHigh[]
instrument.weekLow[]
instrument.weekClose[]

 

This property counts the number of historic weeks available at any time, and should be checked before doing a lookback on this series.

instrument.weekIndex

 

See Note Reference: 1

Default: Disabled

Process Monthly Bars: ^Top

This option when checked will create monthly bars from the daily bars. Can be used in scripting using the

Use these properties in scripting for price field access:

instrument.monthOpen[]
instrument.monthHigh[]
instrument.monthLow[]
instrument.monthClose[]

 

This property counts the number of historic months available at any time, and should be checked before doing a lookback on this series.

instrument.monthIndex

 

See Note Reference: 1

Default: Disabled

Note References:

Information:

1 ^Top

To conserve memory when doing super large tests one or more of these option can be left unchecked so as to not use memory that isn't required.  For example, the process daily, weekly, and monthly check-boxes should be unchecked if the test does not require the use of these properties.  

 

They additional data periods aren't required when the data in the file, which will always be available, is the only time period data required.  For example, if the data file contains daily records that data will always be available.  Meaning there is no need to enable Process Daily Bars.   It also means that a suite test that doesn't need to know about weekly data when it will only reference the date and or time period data in the data file, there is no need to take up memory space with weekly or monthly information.   Each data creation option will consume space

 

This is also true for of the "Load Volume" option.  When a system does not reference Volume information, leave this option unchecked when volume information is not needed by the system.

2 ^Top

Pressing a "Change Folder" button will bring up a window to select the location.  To select a folder you must open and go "into" it, not just click and highlight it. You can verify the folder that will be selected using the Folder Setting section of the dialog.

 

If the data folder locations are changed, Trading Blox will use the folder location entered into each of the data type locations to access that instrument type.  

 

When updating data from a data subscription service that will create their files that match the instrument type formats, you can use the default data locations as the destination for the data files from that data service.  

 

If the data and dictionary locations are not changed from the default, there is no need to change the folder path settings from their default values.

 

This preference section determine the location folders for the data types normally used for testing by Trading Blox.  

 


Edit Settings Example: ^Top

By using a Window folder dialog, the accuracy of the data location is assured:

Windows Path & File Access Dialog

Windows Path & File Access Dialog

By default, the dialog will open with Windows "Show Folders Only" option displayed.  If you are unsure if the files in the folder you are selecting is the correct location, change the dialog search method to "All Files (".")" option so you can view the files in the open folder location.

Windows File Type Display Selection Options

Windows File Type Display Selection Options

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Edit Time: 9/20/2017 07:56:26 AM


Topic ID#: 5011

 

 

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