Portfolio Editor

Portfolio Editor

Trading Blox allows users to create customized portfolios of futures, stocks, or forex.  All portfolios can be tested historically, and used to generate daily, weekly or monthly orders that enter and exit each market.


Each system requires a portfolio manager section where you can select the portfolio of instrument that system use for testing and or trading.  This flexibility allows you to easily test various instrument selections, and it can also allow you to test multiple systems, each with a different portfolio, in the same suite at the same time.


To create new portfolios, change the markets in an existing portfolio, or delete portfolios use the Portfolio Editor.

Trading Blox uses the same editor for all three of its supported instrument classes:

Click to Expand; Click to Reduce

Trading Blox Supported Instrument Types.

To display the program's Portfolio Editor, press F2 Portfolio Key function key when the main Trading Blox screen is diapled, or click the Trading Blox Home Menu Tab Group's Portfolio Editor Control and the portfolio editor will appear.

When the Portfolio Editor displays, there is an option to select the type of portfolio.  Portfolios can be used in all of the three instrument types.  All the instrument types use the same same layout.  However, each portfolio type will only display portfolio names and symbol information for the portfolio type selected.  Instrument data for all three portfolio types shows the same categories of data, but the portfolio names and instrument data information will always be specific for the portfolio type selected.

Click to Expand; Click to Reduce

Forex, Futures and Stock Portfolio Editor

Portfolio Editor Operation:

Creating a new portfolio or using a sample provided is a simple task of selecting a portfolio name and then adding or removing which instrument symbols will be provided to a test or order generation when that portfolio is selected.  


To understand all the options and the outlined areas for editing a portfolio, read down through the following tables. To understand a specific area or control button, just move your mouse over the area of interest and will it change color.  This change in color is a signal that area is linked to other information.  Click on the color changed area the help file will jump to that location where the information is described.


Source of available instruments:

The only instruments that available to a portfolio are those in the current data folder location shown in the Trading Blox Preferences Editor Menu section: Data Folders and Options (add link).  In this section of Trading Blox all three data type folders and dictionaries can be sourced or their locations can be changed.


Sample Instrument data files provided when Trading Blox was installed will be available in their default locations.  However, this instrument information is good for learning how to use Trading Blox, but when it comes time for active trading, it will be necessary to have a daily data provider provide a timely source of information.   This important because the "Sample Data" isn't updated soon enough to enable new information that are needed for reliable system trading.


When you are learning to use Trading Blox the sample data will remove the need to find data for testing, and to also see how the reporting and order signal and position reporting is performed.  It will also provide information for all three instrument types on which you can create portfolios.


Trading Blox Portfolio Operation:

Portfolios provide a list of symbols that will be made available for testing.  All test require at least one symbol that the software can exercise through its system logic.  Each symbol in a portfolio will have its data records aligned by date.  This date alignment allows Trading Blox to each instrument on the same data before the next date is tested for any of the other symbols.  This ability to first sequentially test all the instruments on the same date and time is unique.  Most trading system software will test an entire instrument from its first date to its last date prior to testing the next available instrument.  This sequential testing of instruments instead of date leaves prevents many of the normal operations a trader would make in active trading.  Sequential date testing allows for all the active trading operations in its testing and for each new data/time record of each instrument in the portfolio.


Symbols not in the portfolio can be accessed, but that ability needs to be created for the special task in mind that required a needed instrument to not be included in the portfolio.


Changing Data Folder Locations or Symbol:

Forex and Futures will require their dictionary information be updated after new symbol information is added, removed, or changed.  Any symbol change, folder disk path change, and data file name change must be updated in a dictionary in order for the change of that file to be available to Trading Blox.


Portfolio Type: ^Top


Futures Portfolio: ^Top

Futures are made accessible to a portfolio after they appear in the Futures Dictionary.  Futures not in the dictionary will not be shown in the Portfolio Editor's Instrument list area.   When a change is made to a Future's file name, the symbol can appear in the portfolio list of instruments, but it won't be available to testing.  This failure is caused by a change in name.  If a symbol that is in the portfolio is shown as being missing in the Low Window, go to that instrument record in the Futures Dictionary and fix the file name using the information in the Futures Dictionary Editor

Stocks Portfolio: ^Top

Stock Dictionaries are not required.  If there isn't a dictionary, all the stock files found in the Preferences Editor Data Folder Stock setting will be displayed.  When a dictionary is being used, only the files listed in the dictionary will be displayed.


When a Stock Dictionary is not being used, new stock type files added or removed will appear when the new file is added, and will disappear when the file is removed.  When a new file is added, it won't be automatically added to a stock portfolio.  When a stock file is removed, and that symbol was assigned to a portfolio, the missing file's symbol will still be selected in the portfolio, but the file will not be available for testing.  Missing files will be displayed in an Log Window report.


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.


When a Stock Dictionary is used, (pending)

Forex Portfolio: ^Top

All Forex files that are needed for the instruments traded on exchanges that don't use the same currency as the setting listed in the Global Preferences Base Currency data field will require a Forex cross-rate file so the currency conversion can be applied:

Click to Enlarge; Click to Reduce

Currency Symbol General Reporting Global Preference Setting

Forex data needs to be updated when the symbol files are updated so that the currency conversion can use the cross rate value for the same date as the symbol date.  When a Forex file is not current, the last conversion rate in the cross-rate file will be used for currency conversion.

Portfolio List Areas: ^Top


Click to Expand; Click to Reduce

Portfolio Name List for: Forex, or Futures, or Stock 

All portfolio type use this Portfolio List to display the names of their portfolios.  


To change the instruments assigned to a portfolio name, select the portfolio first, and then change the selection of symbols.  All changes to all portfolios will be preserved when the editor is closed using the Portfolio Editor's OK button.   Portfolio changes will not be saved when the Portfolio Editor's Cancel button is used to close the editor.

Click to Expand; Click to Reduce

Portfolio Instrument Data List for: Forex, or Futures, or Stocks 

All available instruments for a selected portfolio type will be listed in this section of the Portfolio Editor.  Futures and Forex instruments require a record in their Forex or Futures Dictionary in order for the instrument to be available, and also to be available for testing when the selected portfolio is selected for use by suite's system for testing or order generation.


Stock portfolios don't require a dictionary for them to be available.  However, when a stock symbol is added, changed or removed and a stock dictionary is available, the stock dictionary will need to be recreated again in order for the changes in the stock instrument files to be recognized.

Portfolio Controls: ^Top


New Portfolio: ^Top

This button will creates a new Portfolio with no markets selected.

Click to Expand; Click to Reduce

A New Portfolio Name Dialog.

Copy Portfolio: ^Top

This button will make an exact copy of the portfolio that retains the symbols selection listed in the source portfolios.

Click to Expand; Click to Reduce

Selected Portfolio Copied with the word "Copy" as a suffix.

Check All: ^Top

To select all the markets in the Portfolio List Area, click this button name in the .

Check Selected: ^Top

Any markets that you have selected with the mouse so that their record shows as being highlighted, will be selected when you click on this button.

Clear Selected: ^Top

Any markets that you have selected with the mouse so that their record shows as being highlighted, will be deselected when you click on this button.

Clear All: ^Top

Click on this button will remove all the markets in the selected portfolio.

Delete Portfolio: ^Top

Any click on this button will remove the portfolio name that is selected.  This option does not ask you to confirm the deletion of the portfolio.

Rename: ^Top

To change the name of the selected portfolio, click this button and a dialog will open providing a text area where you can alter the selected portfolio name.

Click to Enlarge; Click to Reduce.

Rename Selected Portfolio

Close Editor: ^Top


OK: ^Top

Exiting the editor using this button will saves all the changes made since opening and it will close the portfolio editor.

Cancel: ^Top

To discard or ignore any changes made since the editor was opened this time will close the portfolio editor and ignore all changes.


Last Edit: 1/3/2018

Edit Time: 1/3/2018 10:47:34 AM

Topic ID#: 5060

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