Hi Sluggo,
How did this project turn out? Did you find any advantages to custom start end times?
Search found 14 matches
- Mon Feb 20, 2012 1:55 pm
- Forum: Data Providers and other non testing software
- Topic: Fast Turn around data supplier wanted
- Replies: 9
- Views: 10480
- Tue Feb 14, 2012 7:15 am
- Forum: Testing and Simulation
- Topic: Kitchen Sink Portfolio Creation
- Replies: 4
- Views: 4247
CSI discounts
Nearing the end of my 30 day CSI full access history subscription I decided to invest in a Gold daily update subscription. CSI were happy to discount the Gold subscription using the history payment plus any other discount codes I had... Result!
- Thu Feb 09, 2012 10:23 am
- Forum: Testing and Simulation
- Topic: Kitchen Sink Portfolio Creation
- Replies: 4
- Views: 4247
For the less curious...
So you're feeling a little 'pushed for time' and happy to trust my slap dash ways... here's the UA portfile for my kitchen sink futures portfolio not inc metals, fx futures and minis and the UA portfile for FX Futures, Metals and Spot Currencies: http://www.tradingblox.com/forum/viewtopic.php?t=9338...
- Thu Feb 09, 2012 10:14 am
- Forum: Testing and Simulation
- Topic: Kitchen Sink Portfolio Creation
- Replies: 4
- Views: 4247
For the less curious...
So you're feeling a little lazy and happy to trust my slap dash ways... here's the UA portfile for my kitchen sink futures portfolio not inc metals, fx futures and minis and the UA portfile for FX Futures, Metals and Spot Currencies: http://www.tradingblox.com/forum/viewtopic.php?p=53375#53375 They ...
- Wed Feb 08, 2012 10:48 am
- Forum: Testing and Simulation
- Topic: Kitchen Sink Portfolio Creation
- Replies: 4
- Views: 4247
Kitchen Sink Portfolio Creation
Firstly thanks to so many members of this forum for all they have shared. I feel so much gratitude for all your thoughts, suggestions advice and code. Please find below a process for creating a large portfolio of tradable futures. It seems so simple to me now but took nearly a month of research and ...
- Tue Jan 24, 2012 3:33 pm
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11631
Probability
rhc, First rule of trading - follow the rules. If you do not have a rule in place for entering retracements of too expensive trades, then it is not part of your system at present. Maybe use this trade as inspiration to test/write the rule before the next opportunity to enter at a more favourable pri...
- Mon Jan 23, 2012 5:20 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25943
NAAIM Winner
This study by Thomas Krawinkel may be of help. He has created an Excel sheet to help study the effects of missing trades and will share it with anyone committed to a thorough investigation of their system.
He can be contacted at TKrawinkel at gmx.de
He can be contacted at TKrawinkel at gmx.de
- Fri Jul 22, 2011 3:44 am
- Forum: Testing and Simulation
- Topic: Blend which other system types w/LTTF for smoother eq curve?
- Replies: 20
- Views: 15278
Correlation
Following on from Sluggo's comments regarding Richard Spurgin here are my FX Futures system correlation results to an e-mini system in the same portfolio. 0.855 Original System Settings for Pound 0.839 0.838 0.850 0.874 0.863 0.733 Original System Settings for Euro 0.693 0.648 0.654 0.672 0.685 0.83...
- Wed Jul 20, 2011 4:46 pm
- Forum: Testing and Simulation
- Topic: Blend which other system types w/LTTF for smoother eq curve?
- Replies: 20
- Views: 15278
Multiple sub-systems
Hi Sluggo, My experience concurs with rhc. I have split my FX Futures Day Trading System into 6 sub-systems per instrument. Each sub-system trades an entry, risk stop and target at a different price to the other sub-systems. This has increased Sharp by 27% and added the benefit of keeping, what woul...
- Wed May 25, 2011 12:27 pm
- Forum: Testing and Simulation
- Topic: tracking intraday sequences (time stamps) on daily bars
- Replies: 14
- Views: 10737
The reverse of example 2?
Could I load the daily bars from one file, creating indicators, trade set-ups etc and then load the separate intra day file for entry and exit as needed? So in the case of my reversion to mean research: Psuedo code: if c < lowest(c,10) on Daily Data then load intraday data for instrument broker.ente...
- Wed May 25, 2011 4:26 am
- Forum: Testing and Simulation
- Topic: tracking intraday sequences (time stamps) on daily bars
- Replies: 14
- Views: 10737
Higher Resolution Data
Hi Tim, Just to be clear... When you say other clients use higher resolution data to create lower resolution bars (minute data creating daily bars) I guess you mean they load all the high resolution data into memory for all the instruments to be tested at before simulation stage. They then have BLOX...
- Tue May 24, 2011 5:54 pm
- Forum: Testing and Simulation
- Topic: tracking intraday sequences (time stamps) on daily bars
- Replies: 14
- Views: 10737
Interesting...
Could BLOX code/structure identify the necessary symbols from daily data to trade next day (maybe at Rank Block) and then pull the 1,5,15, etc mins data (maybe at Entry Block, before trading day script) just for those instruments, for just that day and trade the entry and exit code on this finer gra...
- Tue Apr 26, 2011 2:43 pm
- Forum: Testing and Simulation
- Topic: importing lists of trades into TB
- Replies: 5
- Views: 4486
Pre Test Tests
Hi Roger,
Thanks for your kind recommendations. I'll post my findings as I work on this project...
Thanks for your kind recommendations. I'll post my findings as I work on this project...
- Tue Apr 26, 2011 7:26 am
- Forum: Testing and Simulation
- Topic: importing lists of trades into TB
- Replies: 5
- Views: 4486
Tradestation to BLOX conversion
Hi there SR100M, Did you manage to find/create a solution to your query. I have exactly the same requirement having written a number of systems in EasyLanguage and would love to combine them into a Suite within BLOX. It would be a great time saver to be able to import the trade data into BLOX rather...