Search found 218 matches

by Tim Arnold
Fri Jun 19, 2009 11:53 am
Forum: Testing Software
Topic: Some Questions on TradingBlox
Replies: 2
Views: 3605

Thanks for your interest in Trading Blox. 1) The only limit is the amount of memory you have. With a 32 bit computer you can sometimes hit this limit using large numbers of stocks, or huge amounts of intraday data. But with the x64 version and a computer loaded with memory, there is virtually no lim...
by Tim Arnold
Tue Jun 09, 2009 6:44 pm
Forum: Testing and Simulation
Topic: Align portfolio with old positions
Replies: 4
Views: 2211

The stop price entered in the broker positions is the day of entry stop. So if your entry was at 10 and the original stop at 9, then that is what you should enter (adjusted for rolls if using futures). The system will then adjust these stops each day, if using a trailing stop or some other daily sto...
by Tim Arnold
Fri May 29, 2009 5:11 pm
Forum: Data Providers and other non testing software
Topic: hourly data....?
Replies: 2
Views: 2581

I'm not aware of any sources of accurate backadjusted intraday data. You would probably have to roll your own.
by Tim Arnold
Sun May 24, 2009 2:35 pm
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 8494

The Fixed Fractional Money Manager uses the amount of equity to risk divided by the trade risk as the number of contracts or shares to trade. So take the percent risk (risk per trade times the equity) and divide by the risk of the trade ( in this case one atr times the dollars per point ) and that w...
by Tim Arnold
Mon Mar 30, 2009 11:22 am
Forum: Testing and Simulation
Topic: Support for custom built C++ DLL?
Replies: 1
Views: 1784

Trading Blox does not support DLL's or API's at this time. You could write the indicators in Blox, or you could compute the indicators in R and export to a file. Within Trading Blox it is easy to import extra instrument data that is formatted in a text file as Date,Value. The dates are synchronized ...
by Tim Arnold
Wed Feb 25, 2009 5:30 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 5799

Futures are back adjusted correctly in a simple arithmetic fashion, in that the spread is removed during the splicing. So the entire data series is adjusted up or down so that the P&L is correct when holding a position over a long period of time, and over many rolls. It is OK in this case for the da...
by Tim Arnold
Mon Feb 23, 2009 9:37 am
Forum: Testing and Simulation
Topic: TB simulation: FX slippage etc
Replies: 6
Views: 3215

For a single unit system your code should work fine. For multiple units it would not.

Perhaps some PRINT statements would clarify so you can see what is going on. Also a check of the Filtered Trade Log might help as well in case the exits are being rejected.
by Tim Arnold
Fri Feb 20, 2009 8:37 am
Forum: Testing and Simulation
Topic: TB simulation: FX slippage etc
Replies: 6
Views: 3215

Yes, as sluggo pointed out you can place stop or limit orders for the trading day. There is a minimum slippage in global parameters you should check, and the regular atr slippage is used for forex as well. So if you only want to use pip based slippage (as set in the forex dictionary) then you should...
by Tim Arnold
Wed Nov 12, 2008 7:02 pm
Forum: Testing Software
Topic: Trading Blox purchase?
Replies: 11
Views: 7755

To receive the trial version information and download link, send an email to freetrial@tradingblox.com.
by Tim Arnold
Fri Aug 15, 2008 8:14 pm
Forum: Data Providers and other non testing software
Topic: CSI Default screen?
Replies: 11
Views: 6745

This sounds like a problem we sometimes have with Vista and the Program Files directory. Did you install UA in the Program Files directory and are you using Vista?
by Tim Arnold
Mon Aug 04, 2008 8:32 pm
Forum: Data Providers and other non testing software
Topic: Difference Forex EOD Metastock and UA
Replies: 1
Views: 2364

They might use a different closing time, or source of data. Check with CSI as they can probably tell you right off.
by Tim Arnold
Wed Jul 09, 2008 8:03 am
Forum: Testing and Simulation
Topic: Calculate Max DD in dollars
Replies: 3
Views: 2776

Loop over the equity curve and keep track of the high, and the following low, and compute the dollars.
by Tim Arnold
Sat Jul 05, 2008 6:02 pm
Forum: Testing Software
Topic: Sorting Custom Arrays
Replies: 6
Views: 5491

I have added the ability to sort custom arrays. This feature will be available in the next beta release for testing. Please post examples of usage here so we can be sure the architecture will meet your needs.
by Tim Arnold
Fri Jun 27, 2008 8:46 am
Forum: Testing and Simulation
Topic: Trading Blox questions
Replies: 5
Views: 3496

Sure, give me a call anytime. The number is on the website.
by Tim Arnold
Wed Jun 25, 2008 6:27 pm
Forum: Testing and Simulation
Topic: Trading Blox questions
Replies: 5
Views: 3496

Trading Blox does not automatically create the four hour bars from the one minute bars. But you could check the time and see if it is on a four hour interval and then generate the signals. Or you could create the four hour bars OHLC through scripting using the Series Variables. Depends on how comple...
by Tim Arnold
Sat Jun 14, 2008 4:48 pm
Forum: Testing and Simulation
Topic: Update CSI data without overwriting files?
Replies: 3
Views: 2702

Sounds like a question for CSI.

My answer would be "can't be done"
by Tim Arnold
Mon Jun 09, 2008 10:43 am
Forum: Testing and Simulation
Topic: Turtle System results
Replies: 6
Views: 7290

If you use 1 unit max rather than 4, it will be ok -- but try the Donchian system as that is a simliar system but with much better results due to the macd filter.
by Tim Arnold
Thu May 29, 2008 12:16 pm
Forum: Testing and Simulation
Topic: Optimization paradox
Replies: 1
Views: 2238

No further articles were written on the topic, or any other topic.
by Tim Arnold
Wed May 21, 2008 6:05 pm
Forum: Testing and Simulation
Topic: Recording trades in TB
Replies: 9
Views: 6047

From this, I gather that you either need to enter all of your own trades or use the TB simulation without any adjustment - mixing the two isn't accurate at this time. Trading Blox allows you to enter current Positions, not a historical list of Trades. So in Trading Blox it is appropriate and accura...
by Tim Arnold
Tue May 13, 2008 4:09 pm
Forum: Testing and Simulation
Topic: Common sense defied...
Replies: 11
Views: 5310

When I hear "can't think of any reason" my reaction is "not statistically significant."

Then again, there could be a logical reason...