Search found 59 matches

by Jez Liberty
Wed Jan 27, 2010 5:56 pm
Forum: Testing Software
Topic: Trading Blox Custom Indicator
Replies: 5
Views: 3866

Tim, Thanks for the answer - I see what you mean and I managed to implement something like what you described but using the Median instead of the EMA - I hadnt realised you can add scripts (ie like update Indicators) to any block (after a few trial and error - just have to get the hang of Trading Bl...
by Jez Liberty
Tue Jan 26, 2010 7:41 pm
Forum: Testing Software
Topic: Trading Blox Custom Indicator
Replies: 5
Views: 3866

Trading Blox Custom Indicator

Not sure if this is the right place to post this but I dont have access to the customer forum... Sorry for any apologies. I have just downloaded Trading Blox Trial version and started playing with it all night - using standard systems shipped with it - love the fact that it is so (blazing) fast and ...
by Jez Liberty
Tue Jan 26, 2010 4:55 pm
Forum: Data Providers and other non testing software
Topic: charts
Replies: 4
Views: 2540

dont like google sluggo? :wink:

never heard of cuil though - will give it a try, although I have just done a quick test and results were less relevant than google... :roll:
by Jez Liberty
Mon Jan 25, 2010 8:38 am
Forum: Testing and Simulation
Topic: Keeping up with the simulation and Spreadbetting?
Replies: 44
Views: 14073

Here (spread betting) you have the problem of the minimum bet. I checked each market and took care that at all time my bet would be above the minimum bet of bettting firm. And this alone took me days of fiddling and I still live with 2 comprises which I didn't get solved. Is it not possible to crea...
by Jez Liberty
Tue Jan 19, 2010 3:11 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 5799

Thanks for that answer Tim. I assume the custom script (for historical margin) you mention is not a complex re-write of some of Trading Blox core functionalities but rather an add-on script?. My next question was going to be if you know of a "reputable" source for margin data but given your answer, ...
by Jez Liberty
Tue Jan 19, 2010 4:39 am
Forum: Testing and Simulation
Topic: Keeping up with the simulation and Spreadbetting?
Replies: 44
Views: 14073

Jez In your listed drawbacks you say that Prospreads 'Introduces another intermediary (=Credit Risk)'. Any different to any other spread betting company? An API thread will be useful for some people now i am sure. Personally it will be a little time before i am concerned with it. I am still decidin...
by Jez Liberty
Mon Jan 18, 2010 2:25 pm
Forum: Testing and Simulation
Topic: Keeping up with the simulation and Spreadbetting?
Replies: 44
Views: 14073

Thanks matey/matti ;-) I just got off the phone with ProSpreads and: - API: they used to offer API access to their trading engine via NinjaTrader but this has been discontinued. They told me they were looking at MetaTrader - possibly in the first quarter - They are a spread-better based in Gibraltar...
by Jez Liberty
Mon Jan 18, 2010 2:10 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 5799

Tim, Going through this "old" post and was a bit surprised to see that you recommend using the point-based method of back-adjustment as I have been converted to the proportional back-adjusted approach (I know that futures data splicing methods is probably an endless debate). I do not own TradingBlox...
by Jez Liberty
Mon Jan 18, 2010 12:26 pm
Forum: Testing and Simulation
Topic: Keeping up with the simulation and Spreadbetting?
Replies: 44
Views: 14073

In the light of the above (ie putting stops in or not) I know that OANDA is not really a spread betting firm (and they only deal in currencies) but it seems very similar (to me anyway). And one thing that strikes me is why there does not seem to be an equivalent to them in the Futures/Commodities sp...
by Jez Liberty
Fri Jan 15, 2010 5:18 pm
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 25581

I personally use C# and it is probably as good as java: it has built-in libraries to easily connect to the internet, manipulate files, access DBs, and develop GUIs I think between java and C# is probably personal choice more than anything else... I use C# every day at work and for some reason I trie...
by Jez Liberty
Fri Jan 15, 2010 5:08 pm
Forum: Data Providers and other non testing software
Topic: Synthetic CSI Spreads
Replies: 2
Views: 2156

Did you try using CSI API. Instictively, this is how I think you could do it: retrieve the 2 contracts you are interested in and calculate the spread on them (linking them by date). Output the result in a file that Trading Blox can read. i havent done this myself but I would look at it that way. The...
by Jez Liberty
Tue Dec 22, 2009 12:24 pm
Forum: Data Providers and other non testing software
Topic: CSI SYMBOL USC ( USD/EUR)
Replies: 7
Views: 3576

I completely agree that downloading raw data - with a piece of software that allows you to do the adjustments yourself is much better - you do not lose any information as you would when doing any transformation (ie think of RAW vs. JPEG in Digital Photography...). Doing just that (saving raw+buildin...
by Jez Liberty
Mon Dec 21, 2009 1:39 pm
Forum: Data Providers and other non testing software
Topic: CSI SYMBOL USC ( USD/EUR)
Replies: 7
Views: 3576

marriot - not sure what your workflow is like but do you know that you can export CSI data from the database to a file via their API. This would somehow insulate you from any of these changes they make to their historical database. You could reuse the code I wrote using CSI UA API to extract histori...
by Jez Liberty
Mon Dec 14, 2009 6:10 pm
Forum: Testing and Simulation
Topic: Quantification of system robustness
Replies: 27
Views: 12483

Thanks noddoodahs.. And yes I am taking all the comments in! ;-) I personally really liked Taleb's Fooled by Randomness I actually quite enjoyed the "rather arrogant" tone he takes (personal bias here: I might be a bit bitter about the "system" and it is reassuring to find some authority criticizing...
by Jez Liberty
Mon Dec 14, 2009 9:41 am
Forum: Testing and Simulation
Topic: Quantification of system robustness
Replies: 27
Views: 12483

Good thread/link indeed alp, thanks - did look around before posting but did not see that one... Lots of good info and avenues for further reflexion on this thread: I am definitely glad I joined the TradingBlox forum community! So let's say you have two systems which both score equally on your other...
by Jez Liberty
Sat Dec 12, 2009 9:23 am
Forum: Testing and Simulation
Topic: Quantification of system robustness
Replies: 27
Views: 12483

Except the fact that "Jez-Righteousness" makes me sound like a vicar or the Pope ;-) I get your point Sluggo... Thanks for the reply. it has actually pushed me back to think of what I really mean and want behind this word "robustness". My main motive for a robustness/"Jez-righteousness" index is to ...
by Jez Liberty
Fri Dec 11, 2009 12:02 pm
Forum: Testing and Simulation
Topic: Quantification of system robustness
Replies: 27
Views: 12483

Quantification of system robustness

I am trying to come up with a hypothetical "complete" objective/bliss function for evaluating a trading system. One characteristic I would like to measure, and include in the function is the robustness of the system. However how would one go about measuring it?... Well, trying to define robustness f...
by Jez Liberty
Mon Nov 30, 2009 11:40 am
Forum: Futures Markets
Topic: Stitching data together manually
Replies: 14
Views: 5162

When you start thinking about Continuous Futures contracts (and read CSI docs or similar articles that Sluggo just posted) you realise that there are quite a few options all with different drawbacks, etc. However I believe you ned to choose one method that is the best compromise (even if some argue ...
by Jez Liberty
Mon Nov 23, 2009 3:44 pm
Forum: Trader Psychology
Topic: It's boring to trade a system; how do you use your time?
Replies: 13
Views: 11252

@rhc I'd definitely go with that!

I actually picked up a guitar a few months ago (wife bought it for my birthday) and just messing with it is great.
Tried a couple of your chords - sounds great!

And then lots of sport, yoga, travelling, etc...