Search found 109 matches
- Fri Mar 06, 2015 2:23 pm
- Forum: Testing and Simulation
- Topic: Position sizing in backtests using volatility
- Replies: 3
- Views: 4742
Re: Position sizing in backtests using volatility
We will update the product page. The Turtle edition ships with the Turtle System, the Triple Moving Average system, and the Donchian system. These systems are fully functional like the ones in the higher editions, and yes, you can upgrade editions by paying the difference in license fees.
- Thu Mar 05, 2015 10:38 am
- Forum: Testing and Simulation
- Topic: Position sizing in backtests using volatility
- Replies: 3
- Views: 4742
Re: Position sizing in backtests using volatility
That is correct. You can use all information available as of the close of the latest bar (1 minute, 5 minute, daily, or any time frame) to make decisions for the next bar. This includes volatility measures and trade sizing.
- Thu Jul 24, 2014 8:05 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
- Fri Jul 04, 2014 12:07 pm
- Forum: Futures Markets
- Topic: How USDCAD relates to Silver?‏
- Replies: 15
- Views: 107774
- Thu Jul 03, 2014 8:39 am
- Forum: Futures Markets
- Topic: How USDCAD relates to Silver?‏
- Replies: 15
- Views: 107774
- Thu Jun 19, 2014 9:27 am
- Forum: Stocks
- Topic: Trading Blox Equities Portfolio
- Replies: 6
- Views: 8407
- Thu Apr 24, 2014 11:45 am
- Forum: Testing and Simulation
- Topic: Multiplier in Stock Preferences
- Replies: 3
- Views: 4869
Are you referring to the volume multiplier? The help guide says this about it: Volume Multiplier Be sure to set the Volume Multiplier in preferences. So if your stock data reports a volume of 1,000, we can translate that into 100,000. This is the way CSI reports the data. If your data provider uses ...
- Thu Apr 24, 2014 9:01 am
- Forum: Testing and Simulation
- Topic: Multiplier in Stock Preferences
- Replies: 3
- Views: 4869
I am not sure what the multiplier you are referring to in UA is. The round lot field in the stock dictionary dictates the size of a minimum quantity to trade. You would set it to 100 if you only want to trade 100 or 200 shares at a time, and not 1 or 50 shares at a time. It is typically set to 1. ET...
- Mon Apr 21, 2014 8:40 am
- Forum: Data Providers and other non testing software
- Topic: Intermarket Data
- Replies: 1
- Views: 4427
- Wed Apr 02, 2014 12:20 pm
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
- Wed Apr 02, 2014 11:52 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
In order to avoid survivorship bias, you shouldn't need a special script. You will need a survivorship bias free database with the issues that no longer trade marked as inactive in the stock dictionary. The current release of Trading Blox exits stocks marked as inactive in historical testing on the ...
- Mon Mar 31, 2014 8:49 am
- Forum: Money Management
- Topic: When should I rebalance my portifolio?
- Replies: 8
- Views: 9387
This is the type of question Sluggo suggested might be answered best by historical simulation. You could find that there is an optimal rebalance frequency that is at an intersection of the benefit gained by maintaining the desired allocation and the cost of trading to that allocation. The existence ...
- Thu Mar 20, 2014 9:21 pm
- Forum: Trader Psychology
- Topic: Seykota new book "Govopoly"
- Replies: 9
- Views: 28449
- Wed Mar 19, 2014 8:17 am
- Forum: Data Providers and other non testing software
- Topic: CSI stock data - 10,000 max & unadjusted close
- Replies: 3
- Views: 6586
anybody know if CSI's stock files contain the unadjusted close? Yes, they do. The 10,000 limit pertains to maximum number of markets that can be maintained in UA portfolios and written out to data files. You could have a different 10,000 stocks on Thursday than you had on Wednesday. I think the CSI...
- Wed Mar 05, 2014 8:29 am
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7279
- Fri Feb 28, 2014 8:48 am
- Forum: Data Providers and other non testing software
- Topic: Tradingblox test data rollover settings
- Replies: 1
- Views: 4644
- Sun Feb 23, 2014 2:25 pm
- Forum: Data Providers and other non testing software
- Topic: Pinnacle recommended roll date for --> Natural Gas (NG)
- Replies: 2
- Views: 5733
- Fri Feb 21, 2014 12:14 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average Experience
- Replies: 36
- Views: 37238
In general you can't assume that one program's version of a given indicator will necessarily match another program's. For instance, there are two different ATR calculations built into Trading Blox as basic indicators. One uses a simple moving average and one an exponential. The built in Triple Movin...
- Tue Feb 11, 2014 8:57 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
- Tue Feb 11, 2014 8:50 am
- Forum: Testing and Simulation
- Topic: Using Delisted Data
- Replies: 11
- Views: 10226
Yes, for stocks delisted data is necessary in order to avoid survivorship bias. In historical testing you can look ahead to see when the last bar of trading is and exit on or ahead of that. This is postdictive, but tolerable given that it is rare that a stock stops trading unannounced. In live tradi...