Traders' Roundtable

Trading Blox supports Start Date Stepping, which is a great way to check the robustness of your system over many different start dates. Trading Blox does not support the conventional definition of Walk Forward Testing because the out of sample data becomes in sample far too quickly, so the benefit o...

With the Pro Edition, you can use the Plot ATR block from the blox marketplace, to plot the atr and see the values for each day.

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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...

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...

I'm not aware of any sources of accurate backadjusted intraday data. You would probably have to roll your own.

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...

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 ...

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...

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.

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...

To receive the trial version information and download link, send an email to freetrial@tradingblox.com.

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?

They might use a different closing time, or source of data. Check with CSI as they can probably tell you right off.

Loop over the equity curve and keep track of the high, and the following low, and compute the dollars.

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.

Sure, give me a call anytime. The number is on the website.

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...

Sounds like a question for CSI.

My answer would be "can't be done"

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.

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