Futures Dictionary stores the unique information for a future symbol.  All future data files must have a complete record listed in this Futures Dictionary.  Once the information is entered into the dictionary, the portfolio process will have the ability to display that symbol's information.  Any future record in the portfolio listing that is complete can be used for testing as long the information list is correct.

You can access the Futures Dictionary editor by clicking on the Futures Dictionary button displayed the Dictionary section of the Home menu.

Click to Enlarge; Clicj=k to Reduce.

Futures Dictionary Editor

When the Futures Editor is display, it is easy to add, remove or change the information for any future symbol.  With all information needed for each record accessible, it will make adding, changing an existing record, or removing a symbol record that is no longer needed.

 

Futures Dictionary Data Information:

Each future symbol for each symbol can have information for each of the data name items listed in this table.

Click to Enlarge; Click to Reduce.

Futures Dictionary Data Column Names

In some instances where the data source being used doesn't have information for a column, that field of information will be left blank.  

 

When a symbol is added to the dictionary, the information for a symbol can be provided by the data vendor use are using to keep the data updated each day.  For users of CSI's Futures Data Subscription, the information can be added automatically once the symbol is entered into the Symbol Field.  

 

After the symbol is entered into the symbol field, and with Unfair Advantage installed, click on the Synch-UA-Buttonbutton and Trading Blox will fill in the fields for that symbol.   If the information doesn't get filled in, and you know the symbol is available from CSI, check the Unfair Advantage path location in the Trading Blox

FileMenuGlobalOption_Preferences
section.  When the Preferences dialog appears, be sure the information listed in this area is the location where your installation of Unfair Advantage is installed:

CSI-UnfairAdvantageInstallationLocation

 

Should symbol listed in the portfolio appear in the main screen "Log Window", the most common problem is the file name, or the file is missing.

 

Editor Item Name:

Description:

Symbol: ^Top

The symbol for the market. The symbol in a futures portfolio must match this symbol.

Synch UA: ^Top

-- This button will take the Symbol entered, and look up the data for this symbol in the CSI UA program on your computer. If you do not have CSI UA on your computer, you cannot use this button. But if you do, it will bring all the information it can from the market database and populate the fields. If you do not like what it has done, press cancel.

Find Symbol: ^Top

-- This button will use the Symbol to try to find the corresponding data file in the Futures Data Folder as defined in preference. It will look for a file starting with the symbol. If the symbol is just one letter, it will append a "_" and look for the file. Example: Symbol "S" will look for files starting with "S_", symbol "AD" will look for files starting with "AD". If it does not find the file, it will return a blank. If it finds more than one file, it will use the first one. Please be sure to check if this is really the file you want, since your symbol and datafile will be linked at this point.

Description: ^Top

The name of the market longhand.

Broker Symbol: ^Top

The symbol used by your broker for this market.

Data Format: ^Top

The data format: ASCII or MetaStock.

Metastock Symbol : ^Top

(if Metastock data format)

For MetaStock format data it defines the symbol used within the MetaStock MASTER file since these sometimes do not correspond exactly with the symbol name as used by the exchange.

File Name: ^Top

File-Name-Button

 

 

This is the actual file name of the data file that will be linked to this symbol. Press the File Name button to locate the file using a browser interface.

 

Examine-Button

Press this button to open the data file in notepad or excel, for editing or viewing.

Folder Location

Folder-Button

 

This is the actual folder location of the data file. Press on the Folder Location button to locate the folder using a browser interface. The "@" sign is used to represent the default data folder as set in preferences. In this way the Dictionary is transportable to another installation of Trading Blox. If you hard code the folder location using C:/xxx then it will not be transportable, but you can specify any location even outside of the Trading Blox folder or the default data folder as set in preferences.

 

Examine-Button

Press this button to open the exchanges file in notepad or excel, for editing or viewing.

Exchange: ^Top

 

 

 

The exchange that the market trades on.

 

Examine-Button

Press this button to open the exchanges file in notepad or excel, for editing or viewing.

Trading Months: ^Top

The months that the market trades using standard futures month letters. This is used to determine how many times per year account for contract rolls, when you have the Account for Contract Rolls global parameter set to true. The more months you have here, the more times the system will simulate a roll, and account for commission and slippage. Note that if you have the delivery month in your data, then this is not used at all. But if you don't have the delivery month in your data, and you want to account for contract rolls, a roll we be assumed every x bars where x is 250 divided by the number of months entered here. Good for daily data, but not for intraday or weekly data.

FuturesContractExpirationMonthLetters

Currency: ^Top

 

Examine-Button

 

The ISO Currency Code that the contract is denominated in. U.S. markets are denominated in USD, European markets are generally denominated in either USD - U.S. Dollars, GBP - British Pounds or EUR - EEC Euros.

 

If you select a currency other than the system wide base currency, the system will use the corresponding forex file to convert the prices into the system wide base currency. So you can test futures with different currencies in one test, and the results will all be in the system wide base currency. You should enter the Big Point Value and Margin in the foreign currency, since the system will convert these into the system wide base currency for you.

 

If your system wide base currency is USD, and you select EUR as the currency, the system will look for the EURUSD forex file and assume it is in the format USD per EUR. If it does not find this file, it will look for USDEUR and assume it is in the format EUR per USD.

 

If you want to reverse the way the system uses these files, you can check "Reverse Conversion" in the Forex Dictionary.

Press this button to open the currency file in notepad or excel, for editing or viewing.

Contract Size: ^Top

The contract size description, e.g. Sugar - 112,000 pounds.

Big Point Value: ^Top

The value of a 1.0 price movement (see Determining Big Point Value for a detailed explanation). The Big Point Value should be expressed in the currency of the underlying contract.

Margin: ^Top

The margin used to simulate margin calls while testing.

Display Digits: ^Top

The number of significant decimal digits displayed for this market.

Tick Unit: ^Top

The unit of the tick. This is either a decimal like 1.0, 0.1, 0.01, etc. or a fraction like 1/4, 1/8, 1/32 etc.

Minimum Tick: ^Top

The number of tick units which constitutes a minimum tick. For example, if the minimum tick is 0.025 or twenty five thousands, the tick unit is thousandths, 0.001 and the minimum tick value is 25.

Round Lot: ^Top

The round lot for trading. If you enter a value of 100 here, Trading Blox will only trade in increments of 100.

Order Sort Value: ^Top

This value determines the sort order of the markets for order generation. The sample data sets these values to a number corresponding to the market open time using U.S. Eastern Standard Time. This results in order files that are in the same order as the market open. For example, the 820 cited above for AD - Australian Dollars corresponds to the 8:20 AM market opening of the AD on the Chicago Mercantile Exchange.

Group1: ^Top

This string is the group1 to which the market belongs. It can be any string or number, up to 32 characters. When more than one market have the same group, you can access certain instrument properties in scripting such as group margin and group risk, etc.

Group2: ^Top

This string is the group2 to which the market belongs. It can be any string or number, up to 32 characters. When more than one market have the same group, you can access certain instrument properties in scripting such as group margin and group risk, etc.

Closely Correlated: ^Top

The markets which closely correlate to the given market. Clicking on the Edit button will bring up an editor which allows you to select that markets which closely correlate to a particular market.

Loosely Correlated: ^Top

The markets which loosely correlate to the given market. Clicking on the Edit button will bring up an editor which allows you to select that markets which loosely correlate to a particular market.

 

 

Create an Example for adding and editing a symbol [pending]: ^Top

Here is an example of adding a Foreign Market, such as KOS. The Kospi is denominated in KRW, so the USDKRW would need to be added to the Forex Dictionary and linked to the appropriate data file to convert the KRW back to system wide base currency.

 

To add a new market, Press New Market, Enter the symbol KOS, Press Synch UA, then Press the File Name button to select the data file.

This allows you to edit and modify the futures market information. This file is located in the Dictionary folder. Alternately, it can be located in your Futures Data folder as well. Trading Blox will look in the Futures Data folder first, and if the file is not found it will look in the Dictionary folder.

 

This allows you to edit and modify the futures market information. This file is located in the Dictionary folder. Alternately, it can be located in your Futures Data folder as well. Trading Blox will look in the Futures Data folder first, and if the file is not found it will look in the Dictionary folder.

 

Forum Tutorials:

http://www.tradingblox.com/tradingblox/howto-ua.htm
http://www.tradingblox.com/tradingblox/howto-ua-newmarket.htm
http://www.tradingblox.com/tradingblox/CSIUA/howtouastocks.doc
http://www.tradingblox.com/tradingblox/CSIUA/Trading%20Blox%20CSI%20Forex.doc

 


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


Topic ID#: 5020

 

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