Search found 230 matches

by Tim Arnold
Mon Mar 06, 2023 7:58 am
Forum: Data Providers and other non testing software
Topic: Historic Margin Rates
Replies: 3
Views: 919

Re: Historic Margin Rates

The work around is to determine the calcuation they are using, such as volatility, and replicate yourself to compute your own custom dynamic margin rate that parallels the actual historic rates relatively closely.
by Tim Arnold
Thu Feb 23, 2023 10:36 am
Forum: Futures Markets
Topic: The switch from ED ( Euro Dollar) to SOFR
Replies: 1
Views: 2091

Re: The switch from ED ( Euro Dollar) to SOFR

Yes I would just replace the market in your trading portfolio and follow the signals.
by Tim Arnold
Sun Jun 06, 2021 1:05 pm
Forum: Data Providers and other non testing software
Topic: CSI data - TBLOX Futures not showing
Replies: 3
Views: 2221

Re: CSI data - TBLOX Futures not showing

I recommend downloading the TBlox Futures portfolio in CSI UA, then you can setup that in Trading Blox:

https://www.tradingblox.com/tradingblox ... utures.pdf
by Tim Arnold
Tue Aug 11, 2020 11:20 am
Forum: Testing and Simulation
Topic: text editor / source code editor
Replies: 2
Views: 1593

Re: text editor / source code editor

There is a "Print" button in the System Editor that exports all the system variables and blox scripting to a file. No way to get this back into Trading Blox.

I don't recommend using an external script editor, because it cannot syntax check the code and could create undesirable results.
by Tim Arnold
Tue Oct 29, 2019 11:35 am
Forum: Data Providers and other non testing software
Topic: Setup CSI UA
Replies: 2
Views: 2221

Re: Setup CSI UA

Here are the basic steps to setup CSI Futures Data: 1) In CSI UA, use the "Import Vendor Portfolio" menu to import the TBLOX Futures portfolio. 2) Note the location of the data files, probably something like "C:\UA\Files\TBLOX Futures\" depending on your setup. 3) In Trading Blox...
by Tim Arnold
Thu Jun 20, 2019 4:57 pm
Forum: Testing and Simulation
Topic: Last Day of Month
Replies: 4
Views: 3078

Re: Last Day of Month

For backtesting, just check the MONTH(test.currentDate) vs. the MONTH(instrument.date). If these are different, then the instrument date is the last day of the month, and you can place orders to exit. However the exit will be on the first day of the new month. To exit ON the last day of the month, y...
by Tim Arnold
Tue Sep 11, 2018 4:46 pm
Forum: Testing and Simulation
Topic: expectation versus tradeability of a system
Replies: 4
Views: 3257

Re: expectation versus tradeability of a system

Dynamic adjustments of parameters are not a condemnation of the system, but rather part of the system design. There are many aspects of a system that could be adjusted, based on ongoing performance. It's an area to explore, and are able to help with consulting services for scripting and system desig...
by Tim Arnold
Sat Sep 08, 2018 9:29 am
Forum: Testing and Simulation
Topic: expectation versus tradeability of a system
Replies: 4
Views: 3257

Re: expectation versus tradeability of a system

do systems normally There is no way to say 'what systems normally do' -- as every system is designed differently for different purposes. However you can be sure that the markets by design will make it as difficult as possible to profit -- if it were easy everyone would do it. So certainly no pain, ...
by Tim Arnold
Mon Aug 13, 2018 10:15 pm
Forum: Testing and Simulation
Topic: How to handle false signal for Turtle Rule?
Replies: 9
Views: 5485

Re: How to handle false signal for Turtle Rule?

Use the Macd filter like the trading blox Donchian system does.
by Tim Arnold
Thu Aug 09, 2018 9:03 am
Forum: Testing and Simulation
Topic: How to handle false signal for Turtle Rule?
Replies: 9
Views: 5485

Re: How to handle false signal for Turtle Rule?

Stop is placed at the desired ATR (N) from the entry price. Typically 2 ATR.
If the stop is hit, the position is closed.
by Tim Arnold
Thu Jul 12, 2018 11:53 am
Forum: Testing and Simulation
Topic: How to specify an exit when takeover happens
Replies: 4
Views: 3001

Re: How to specify an exit when takeover happens

In the current version of Trading Blox, if you set the stock to Inactive in the stock dictionary, it will exit on the last bar of data and not show up on the order report.
by Tim Arnold
Tue Sep 12, 2017 4:23 pm
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 9207

Re: Status of CSI after Hurricane Irma

Yes ez downloader works fine for me as well.
by Tim Arnold
Tue Sep 12, 2017 3:43 pm
Forum: Data Providers and other non testing software
Topic: Status of CSI after Hurricane Irma
Replies: 13
Views: 9207

Re: Status of CSI after Hurricane Irma

I was able to update my data through 9/11, but at the end of the process I had to respond "No" to the question about updating "new or suspect database files". Answering yes ended up in an authentication problem. The courtesy data will be updated shortly, and I will update tonight...
by Tim Arnold
Wed Mar 29, 2017 9:40 am
Forum: Forex
Topic: Optimizing Auto Systems
Replies: 1
Views: 3013

Re: Optimizing Auto Systems

By "Auto Trading Strategies" I assume you mean mechanical or systematic trading? Yes that is all we do here. Not many discretionary traders on this forum. Yes people use TB for optimization all the time. The trick is looking for what we call Robust parameters. Robust parameters are those t...
by Tim Arnold
Sat Mar 25, 2017 8:01 am
Forum: Testing and Simulation
Topic: ASCII Files
Replies: 1
Views: 2934

Re: ASCII Files

For stocks you should be able to just point the stock data folder to this new location that contains the text data files. If they are in a symbol.txt format then they will loaded up as expected. No stock dictionary is required, unless you need attributes like currency, description, and exchange. For...
by Tim Arnold
Fri Mar 17, 2017 10:24 am
Forum: Testing and Simulation
Topic: Portfolio Heat
Replies: 3
Views: 4061

Re: Portfolio Heat

Yes, that's a great idea. Couple of things to consider about 'heat' or risk. When we add up the risk of a portfolio, we loop over each instrument and compute the price difference between the close and the current stop price. So be sure your system has stops, and places those stops into the market ev...
by Tim Arnold
Mon Mar 13, 2017 4:13 pm
Forum: Testing and Simulation
Topic: Factoring in 'Worst Loss' over trading simulations...
Replies: 1
Views: 2528

Re: Factoring in 'Worst Loss' over trading simulations...

I usually remove the outliers, top x winners and losers in my mind are likely not statistically significant for analysis. There is always some tail chance of a black swan event, but that is a different discussion.
by Tim Arnold
Thu Mar 02, 2017 9:24 am
Forum: Futures Markets
Topic: STIRs, single contract vs back-adjusted price series
Replies: 2
Views: 5503

Re: STIRs, single contract vs back-adjusted price series

Yes it makes sense. Every market has the potential to be back adjusted differently, using different roll criteria and selective months. In this case you might want to roll once per year, to get a good 20 year back test window. Basically, trade what you test, and test what you trade -- particularly w...
by Tim Arnold
Mon Feb 27, 2017 8:46 am
Forum: Forex
Topic: How to start forex ?
Replies: 2
Views: 2827

Re: How to start forex ?

There are some good resources on this site, the forum is full of good info. We also have a library of recommendations, and the software is a great place to get started with backtesting and trading. The Basic edition is only $590.