Search found 224 matches
- Tue Jan 19, 2010 2:52 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 6151
CSI provides the adjusted OHLC and the unadjusted C, so Trading Blox can use both of these. The signals and P&L are typically computed using the adjusted OHLC, and some people also use the unadjusted C for signal generation. Trading Blox does not use a historical series of margin data by default, as...
- Mon Dec 21, 2009 9:03 am
- Forum: Testing Software
- Topic: Trading Blox Questions
- Replies: 1
- Views: 3194
1) If you are using intraday data, then the daily/weekly/monthly bars are created from that data. So you can check your criteria on any time frame, and still place the order on an intraday basis. 2) Yes, you can either include the extra data in the extra data fields as part of the OHLC data file, or...
- Thu Dec 10, 2009 12:10 pm
- Forum: Data Providers and other non testing software
- Topic: Comparing price data between CSI, Pinnacle and TradeStation
- Replies: 3
- Views: 2931
Here is the data from BarCharts (not backadjusted): HFZ09,2009-11-17,108.465,108.515,108.43,108.475,513153,1507264 HFZ09,2009-11-18,108.505,108.505,108.45,108.485,491008,1528539 HFZ09,2009-11-19,108.505,108.54,108.44,108.525,624360,1523189 HFZ09,2009-11-20,108.535,108.565,108.42,108.445,619855,15059...
- Tue Nov 10, 2009 5:17 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 6997
You have a binary option when it comes to out of sample data. When the data is used for more than parameter test on the same system, it becomes part of the curve fit conundrum. The only way to remain pure is to throw away the system design and start from scratch, the moment the out of sample data sh...
- Tue Nov 10, 2009 3:15 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 6997
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...
- Sat Oct 03, 2009 11:12 am
- Forum: Money Management
- Topic: Help with ATR position sizing
- Replies: 11
- Views: 9074
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.
viewtopic.php?t=4725
viewtopic.php?t=4725
- Fri Jun 19, 2009 11:53 am
- Forum: Testing Software
- Topic: Some Questions on TradingBlox
- Replies: 2
- Views: 4047
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...
- Tue Jun 09, 2009 6:44 pm
- Forum: Testing and Simulation
- Topic: Align portfolio with old positions
- Replies: 4
- Views: 2370
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...
- Fri May 29, 2009 5:11 pm
- Forum: Data Providers and other non testing software
- Topic: hourly data....?
- Replies: 2
- Views: 2733
- Sun May 24, 2009 2:35 pm
- Forum: Money Management
- Topic: Help with ATR position sizing
- Replies: 11
- Views: 9074
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...
- Mon Mar 30, 2009 11:22 am
- Forum: Testing and Simulation
- Topic: Support for custom built C++ DLL?
- Replies: 1
- Views: 1892
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 ...
- Wed Feb 25, 2009 5:30 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 6151
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...
- Mon Feb 23, 2009 9:37 am
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 3420
- Fri Feb 20, 2009 8:37 am
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 3420
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...
- Wed Nov 12, 2008 7:02 pm
- Forum: Testing Software
- Topic: Trading Blox purchase?
- Replies: 11
- Views: 8653
To receive the trial version information and download link, send an email to freetrial@tradingblox.com.
- Fri Aug 15, 2008 8:14 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Default screen?
- Replies: 11
- Views: 7208
- 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: 2552
- Wed Jul 09, 2008 8:03 am
- Forum: Testing and Simulation
- Topic: Calculate Max DD in dollars
- Replies: 3
- Views: 2888
- Sat Jul 05, 2008 6:02 pm
- Forum: Testing Software
- Topic: Sorting Custom Arrays
- Replies: 6
- Views: 6000
- Fri Jun 27, 2008 8:46 am
- Forum: Testing and Simulation
- Topic: Trading Blox questions
- Replies: 5
- Views: 3622