Simulation Parameter Editor

The Trading Blox application includes separate System Parameter Editors for each of the systems where users can change test values like the number of days in a moving average, the trading portfolio, stop size, etc.

 

Since the rules for each system are different, the associated parameter values for each system are likewise different. So each system has its own separate parameter editor for editing those system specific values. For information on the parameter values specific to each system, see the Built-in Systems section.

 

Suite simulations are at the heart of how Trading Blox develops test results.  Understanding the areas that affect test results will be helpful in understanding  of what might be helpful to improve testing performance.  

 

Simulation results can change when any of these areas are changed:

Global Suite Parameters.

Systems and their included blox selections.

Some Global Suit Systems (GSS) settings.

Instrument changes in a portfolio.

Instrument data updates, or global date ranges.

Any system parameter setting.

 

System simulation parameters affecting transactions accounting are contained in the Global Suite Parameters sections.  This is where the cost of trading, slippage and account equity is handled.  This area is also where the testing period and the type of testing is controlled and adjusted.


System Editing Tabs:

All active systems assigned to a suite have an associated editor tab.  Clicking a tab brings up the System Parameter Editor for that system.  When system's parameter settings are displayed, they can be changed.  Parameters displayed in the main screen area and provide access to all the user adjustable settings of the displayed system.  When more than one system is included in a suite, each system name tab can be selected so its settings can be changed.

 

The majority of the changes that will happen during a system development cycle will be made when this screen is display.  Almost all stepped test simulations are created by enabling a parameter's Step option and then entering the starting, ending and step-size values for a stepped test.

 

When any of the blox in a system are changed, that change will be displayed when the changed system tab is selected so the system blox selections are displayed.  In some cases, when a blox doesn't have any parameters, it might not be visible.  When a system in suite is removed and replaced by another system, the name on a suite's system tab will change to the name of the replacement system.

 

When a system is first added to a suite, the parameter values it shows are the default values set during the development of the system.  

 

Click an Image sections for more information:

Trading Blox Simulation Editor

Trading Blox Simulation Editor

 

System Selection Tab:

Description:

Changing the value of a system parameter is a simple edit when it is a number or a text value.  When it is drop down list of options, clicking on the down pointed triangle and then selecting the desired setting

System number is dependent upon the system's name location is an ascending sorted list of all the names selected for the system.  The first system in the sorted list of system names is assigned the system scripting ID of 1.  The second system in the sorted list of systems selected for the suite is assigned a system ID of

Dual Moving Average: ^Top

Each system tab brings the selected

The system's tab name location is dependent upon it system ID number.

System number is dependent upon the system's name location is an ascending sorted list of all the names selected for the system.  The first system in the sorted list of system names is assigned the system scripting ID of 1.

Triple Moving Average: ^Top

Suite System.  System number is dependent upon the system's name location is an ascending sorted list of all the names selected for the system.  The first system in the sorted list of system names is assigned the system scripting ID of 1.

System Parameter Editing:

Description:

Numeric Parameters: ^Top

Changing the value of a numeric system parameter is a simple keyboard edit where the current value is replaced by a new value.

Numeric Parameter Stepping: ^Top

Parameter stepping test are simple.  To initiate a stepped numeric value test, the first step is to determine the starting value, then its ending value, and finally the value that is added to each step.

Click to Enlarge; Click to Reduce.

Numeric Step Settings Information

In the example above, the test results will report the performance of eight different test steps.  Test step counts are determined by taking the ending value minus the starting value and dividing the difference by the step size value.  In this case, the difference of 1.75 divided by 0.25 is 7.  However, to test all the values a one must be added to get to eight test steps.

 

This table shows the summary test results of how the Multi-system performed when its risk rate was test across the range of risk values of each test step.  Initial table of testing results is always sorted in test step incrementing order.

Click to Enlarge; Click to Reduce.

Sorted Step # Test Results Table

To see which of the test steps provided the best MAR Ratio performance statistic, click on the column title where "MAR" is displayed until the list is sorted in descending "MAR" values.

Click to Enlarge; Click to Reduce.

Sorted MAR Statistic Test Results Table

Reporting stepped performance results changes based upon the number of steps in a test.  Information about how to change the reporting is available in the Preference's General Reporting section.

Text Parameters: ^Top

It isn't practical to step a text field, so text entries like those used for a file, or symbol name are don't have a stepping option.  To replace the value of a text field, remove the old value and enter a new text value.

Drop Down List Options: ^Top

Drop down list where a two or more options are provided can be stepped by selecting the "Step All Values" option when the drop down list was designed to be stepped.  In this next image of the installed portfolio direction manager, the options "Trade Long", "Trade Short", "Trade All", and "Step All Values" are available for controlling in which direction trades will be allowed.  For example, if the selection is to "Trade Long" only orders intended as a "Buy" order will be allowed.  To limit positions to "Sell" orders, "Trade Short" is the selection.  To trade in both the long and short direction, "Trade All" would be selected.

 

To see a performance summary in the same summary table for each of the options, select "Step All Values" for the test.

Click to Enlarge; Click to Reduce.

Selecting Option from Drop Down List

Selecting an option from a drop down list is simple.  Click on the down triangle on the right of the information field and then click on the desired option.

Global System Parameters: ^Top

Global Parameter Editor in Trading Blox allows users to edit global parameters like starting balances, slippage and commission amounts, etc. using the Global Parameter Editor.

 

Global Suite Parameters (GSS) are accessible in the Suite Parameters section just below the Equity Manager section:

Click to Enlarge; Click to Reduce.

Global Parameter Section - GSS Parameters Location

 


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


Topic ID#: 202

 

 

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