Historical Simulations

Multiple Simulation Suites

Trading Blox supports a concept called suites.  A suite lets you keep track of  different tests at the same time.  Each suite is a self-contained simulation specification that includes all the parameters for a complete test including which systems are part of the simulation, their equity allocation, the simulation parameters for each system, as well as the values for global parameters like commission rates, slippage assumptions, the starting balance, etc.

Multi-Market Simulations

Trading Blox simulations include all the markets in a test portfolio to accurately reflect the effect of simultaneous trades in different markets.

Multi-System Simulations

Trading Blox simulations can include many systems each trading simultaneously using an allocation from the common equity pool.

Multi-Portfolio Simulations

Each system can trade a separate and distinct portfolio of futures, stocks or forex markets.

Stepped-Parameter Simulations

Any of the simulation or system-level parameters can be varied during one simulation to show an accurate reflection of the effect of changes of that parameter on a single tests results.  See Parameter Stepping for more details of this important feature.

Robust Accounting

Trading Blox keeps track of statistics and simulation results so you can better understand your systems.

True Dynamic Money Management

Unlike other products, Trading Blox's money management is not a post-simulation process applied to a list of fixed trades.  Trading Blox's money management runs dynamically during the trade simulations so your trading system can use the value of the current equity and risk to control system entries, exits, and stops for increased control.

Contract-Roll Accounting

Trade simulations using back-adjusted data do not normally account for the effect of increased commissions and slippage due to rolling futures contracts over to new contract months when a position is held for more than a few days.  Trading Blox's Contract Roll Accounting allows you to accurately simulate the costs of contract rolling in the simulation.

Volatility-Based Slippage

While Trading Blox supports the common fixed slippage used by other testing packages, it also supports the simulation of slippage using a more accurate volatility-based slippage formula that takes into account the changes in market volatility on the slippage.

Edit Time: 9/12/2020 9:50:00 AM

Topic ID#: 156