Reporting General

Reporting Folder: ^Top

Determines the destination folder for the stored HTML reports generated when Trading Blox runs any of the three types of historical tests.

Large Test Reporting Threshold: ^Top

Sets the number of distinct parameter step combinations (or runs) which determines the cutoff between a Small Test and a Large Test (see the next section Report Content Specification for more details).

In the above example, tests with 8 or less distinct parameter combinations will use the settings for Small Tests, test with 9 or more distinct parameter combinations will use the Large Test settings.

Days of Results And Orders To Keep: ^Top

Set the number of days of historical results and orders to keep in the Results and Orders folder.  Defaults is to keep 90 days.  If you set this value to 30, Trading Blox will delete any results files and order files that are more than 30 days old.  Old report removal performed each time Trading Blox is started.

Play Sound When Test Completes: ^Top

Turns the test completion sound on or off.

Graph Closed Equity: ^Top

When checked, the closed equity line will be graphed along with the open equity in the summary results graph.  If left unchecked, the closed equity will not be graphed.

Show Results For Order  Generation: ^Top

When this box is checked the test results for the test run prior to order generation will be displayed.  When this is unchecked, just the order generation report will be displayed.  Default is unchecked.

Measure Of Goodness Index:^Top

This is used for the Multi-Parameter chart and the Parameter Stepping Graphs. This can be a number between 1 and 8 to use built in statistics, or a number greater than 8 for custom statistics. The numbers represent the left to right index of the Summary Statistics for a test as follows:

Multi-Parameter Goodness Index Determination

How to determine the "Goodness Index" value to apply for the first eight default statistical measure will always be the same as shown in the image above.  To use a "Custom Blox Statistic" that is added to the standard eight statistical measure, that number is determined by where it appears after the Number of Trades statistic in the Stepped Parameter Summary Performance table heading image shown above.

Placement in the table is only known after a Simulation Test has completed, and if any blox with a statistical measure are added or removed, the index order number can change.  Because this is a temporal index based upon simulation's assigned blox with statistical measures, it must be checked to see if its placement sequence changed after a blox was added or removed from any of the systems in to a suite.

Base Currency: ^Top

Enter the system wide base currency to use. The default is USD.  This is the currency that all market results will be converted back into.  You must have a forex pair in the Forex Data Folder to convert back from any foreign futures or stocks, back into the system wide base currency.

Base Currency Symbol: ^Top

Enter the symbol of the system wide base currency to use.

Single Test Reporting

Settings for a Single Test Report most often has all the available reporting preference settings enabled.  It is a single test step simulation where none of parameters in the suite change value during the entire test run.

Small Simulation Reporting

Small Simulation Reporting tests only have a small number of parameters step test.  Usually these numerical steps are limited to a small range of values.  Small Simulation Reports need less information than a Single Test Report, but usually need more information than a Large Simulation Report.

Small Simulation Reporting will automatically go into effect when a suite simulation  parameter stepping exceeds the test count entered for Large Test Reporting Threshold setting shown in the General Reporting preference section.  Default value limit for Small Simulation Reporting is "8" test steps, which can be changed.

Large Simulation Reporting

Tests that have many parameters stepping, or the parameters have a large range of values to test, will create a large number of performance test record results during a simulation.  These large test simulation are more informative when they provide more overall summary information instead of a lot details.

Graphs

Information and examples about the many graphs that appear in a test report.

Monte Carlo Simulations

Monte Carlo simulations provide a repetitive randomization method to determine the robustness of a system of a system and how that system would have performed had the many test sequences had been changed many thousands of times.

Text Tables

These text base reports show the summary information of the trading period where the instruments and system performance are summarized.

Trade and Equity Logs

This section shows the types and names of the logs that are part of a simulation test.  These logs allow a user to validate and see in detail how the performance progressed through the testing period.

Filter Results

Filter Results is only display in the Large Simulation Reporting section.  This section can use the three main statistical calculations to reduce the information displayed at the end of parameter test.