Search found 16 matches

by cryder
Thu Jun 16, 2011 5:52 pm
Forum: Testing and Simulation
Topic: Data from Excel to TB
Replies: 7
Views: 3261

Have a look for LoadExternalData, LoadSymbol, LoadIPVFromFile functions in the Builder Users guide.
by cryder
Sat Apr 02, 2011 6:54 pm
Forum: Testing and Simulation
Topic: Dollar Volume vs Plain Volume
Replies: 4
Views: 2332

I treat liquidity calculations as a way of normalizing data so subjects are measured/evaluated from a common reference - in this case $.
by cryder
Wed Mar 30, 2011 5:07 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 80972

Stock filters I use are Market Cap, volatility as a % of price and moving average of volume. Allows the instruments to be grouped in approximately 6 classes.
by cryder
Sat Feb 26, 2011 10:29 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 31643

From Page 192 of Douglas, Trading in the Zone: " Taking Profits. Believe it or not, of all the skills one needs to learn to be a consistently successful trader, learning to take profits is probably the most difficult to master." Douglas then goes on with an example similar to that quoted above, sell...
by cryder
Sat Jan 08, 2011 4:39 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 31643

I also trade a (medium term) long only system on stocks that pyramids and lightens position size throughout the holding period. Holds winners for about 80 days and dumps losers in about 30 days. Win rate is (currently) in the 30 to 40% range. Its a dual screen system that uses momentum type indicato...
by cryder
Thu Dec 23, 2010 5:19 am
Forum: Data Providers and other non testing software
Topic: NORGATE data
Replies: 21
Views: 12225

They include a Futuresinfo.txt file with their data; makes life that little bit easier!
by cryder
Sat Dec 18, 2010 3:57 pm
Forum: Futures Markets
Topic: Transtrend: trading pork bellies
Replies: 18
Views: 8570

Thanks for posting the article. Found it interesting, in these days of pure electronic trading and direct order routing, the company is interested in 'minimizing or hiding' the trading footprint to prevent predation on their order flows was a consideration. Guess there must be some level of spying, ...
by cryder
Fri Jun 25, 2010 3:46 am
Forum: Testing and Simulation
Topic: Using TB For forex trading
Replies: 6
Views: 2512

I have been experimenting in the FX area also. I have position sizing handled ok. For updating equity to reflect margin requirements I have been playing with the ' updateOtherExpenses ' function in the orders filled scripts. Are others using a similar approach? Any thoughts appreciated. Thanks. Rega...
by cryder
Tue Mar 09, 2010 3:48 pm
Forum: Data Providers and other non testing software
Topic: Big Point Value Calculation
Replies: 5
Views: 3261

Have a look at section 15.7 of the Users Guide.
by cryder
Sun Jan 10, 2010 11:09 pm
Forum: Trader Psychology
Topic: The more I use Trading Blox the less I want to trade!
Replies: 11
Views: 11141

Re: The more I use Trading Blox the less I want to trade!

I feel that since using trading blox, I feel so much more like a gambler. I guess now I realise how hard it is to trade successfully and how important a long term proven system is. I agree with you completely. Two impotant things TB has taught me, its a gamble and importance of a good system. So fa...
by cryder
Fri Oct 30, 2009 3:55 pm
Forum: Testing and Simulation
Topic: Short S&P system?
Replies: 9
Views: 3982

Have a look at the Pivot Detector Oscillator described in TASC July 09. It codes up pretty easily in TB and may give you a viable starting point.

Rgds

Craig
by cryder
Thu Sep 03, 2009 5:50 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 4456

An adaptive system. :D
by cryder
Tue May 26, 2009 8:56 pm
Forum: Testing and Simulation
Topic: Optimising Systems
Replies: 1
Views: 1392

Optimising Systems

I have a basic trend following system that relies on Moving Averages for Entry and Exit. Had gone through the 'standard' optimisation of parameters (days in MA etc) - got acceptable performance and was wondering "what if". Blox Builder makes you wonder "what if" a lot I find. Remembered analysing so...
by cryder
Thu Apr 02, 2009 6:57 pm
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15810

Interesting how the 'forecast' chart is shaping up.
by cryder
Sun Feb 22, 2009 2:14 pm
Forum: Testing and Simulation
Topic: TB simulation: FX slippage etc
Replies: 6
Views: 3294

Are you setting a new stop loss value ?

instrument.SetExitStop( new_stop_loss )

Rgds

Craig
by cryder
Thu Aug 21, 2008 8:37 pm
Forum: Futures Markets
Topic: For those who trade foreign futures...
Replies: 12
Views: 6628

This scenario was a discussion point in a news letter I receive: <But how these exchange rate movements can affect the outcome of a trade is best illustrated with an example. Jane is located in Australia and purchases 1,000 IBM shares (New York Stock Exchange) on the 14th February 2003 at US$77.10 p...