You mean the files have a .csv extension? You can either change the file name in the Forex Dictionary to match, or you can set UA to use a .txt extention.
Check "ASCII File Names" and check the "Force Extension" .txt checkbox.
Search found 230 matches
- Wed Oct 26, 2005 8:07 am
- Forum: Testing and Simulation
- Topic: forex data files
- Replies: 6
- Views: 6131
- Tue Oct 25, 2005 11:01 am
- Forum: Testing and Simulation
- Topic: forex data files
- Replies: 6
- Views: 6131
The tradingblox.adm file under our support faq webpage will setup two portfolios. One for futures and one for forex. These will correspond to the futures and forex sample data we provide with Trading Blox. Just as you set the folder for Futures data files to UA/Files/Futures, you will need to set yo...
- Fri Oct 21, 2005 8:41 am
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39187
- Wed Oct 19, 2005 2:00 pm
- Forum: Testing and Simulation
- Topic: MetaStock Format
- Replies: 7
- Views: 6569
- Wed Oct 19, 2005 7:30 am
- Forum: Testing and Simulation
- Topic: MetaStock Format
- Replies: 7
- Views: 6569
Hi Barli, I can understand why you are confused if you have not worked with backadjusted futures contracts before. It's ok -- we all go through this in the beginning. The data you are looking at is our Trading Blox sample data, which include the new 'unadjusted close' field available from CSI. The d...
- Sat Oct 15, 2005 5:40 pm
- Forum: Testing Software
- Topic: STARTING FROM SCRATCH IN BACKTESTING
- Replies: 14
- Views: 12916
- Sat Oct 15, 2005 1:25 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6160
Yes, 2.0.7 will use the Month (N) in a couple of ways: The most useful is that Order Generation outputs the month traded now, based on the data you are using. So you know to buy November Soybeans at 410, instead of guessing whether your data has rolled. You can also indicate the month of your actual...
- Fri Oct 14, 2005 5:20 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6160
I'm just using one file per instrument. We use continuous contracts that are backadjusted. Our default sample data uses open interest to roll from one month to the next, but you can of course use any backadjusting algorythm you want. So given that, some data tends to get distorted to the downside, a...
- Fri Oct 14, 2005 1:39 pm
- Forum: Testing and Simulation
- Topic: Matching Continuous Contract Methods w/ System Requirements
- Replies: 6
- Views: 6160
- Sat Oct 08, 2005 10:54 pm
- Forum: Testing and Simulation
- Topic: Simulation Start
- Replies: 2
- Views: 3652
Yes. That is the purpose of the Testing Order Prime Months global parameter. You can set this to the number of months prior to the test start that TB will generate orders and get into positions. These are just priming positions, so they don't affect the profit/loss of the test directly. The default ...
- Thu Oct 06, 2005 7:53 pm
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39187
- Thu Oct 06, 2005 9:29 am
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39187
This would allow other simple powers, such as running a simultaneous test of n systems (possible in TB) with each system referencing their own predefined portfolio (not yet possible in TB). Each system can reference their own predefined portfolio or dynamic portfolio in Trading Blox today. Did you ...
- Thu Oct 06, 2005 9:04 am
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39187
Yes, in fact the Trading Blox Portfolio Manager Blox is a dynamic portfolio manager. So every day you can apply rules, filters, and ranking to help determine which instruments to be trading, or swapping in or out. I wrote a system recently that filters by liquidity, and then by strength, and then ke...
- Tue Oct 04, 2005 9:54 pm
- Forum: Testing Software
- Topic: STARTING FROM SCRATCH IN BACKTESTING
- Replies: 14
- Views: 12916
Best bet is to review the Outer Loop document. It's in the manual, and I've attached it here as well. The way TBB processes a trading day is to set the test date equal to today, set the instrument date equal to yesterday, and generate orders. Then it sets the instrument date equal to today to see if...
- Tue Oct 04, 2005 9:18 am
- Forum: Testing Software
- Topic: STARTING FROM SCRATCH IN BACKTESTING
- Replies: 14
- Views: 12916
Hi, The simple way is to replace the broker.ExitAllUnitsOnOpen with broker.EnterShortOnOpen. An Entry order will automatically exit the existing position if there is one. This will cause multiple units to be put on in the case of holidays, so I wrote a smarter version that I have attached. It checks...
- Sun Oct 02, 2005 8:48 am
- Forum: Testing Software
- Topic: STARTING FROM SCRATCH IN BACKTESTING
- Replies: 14
- Views: 12916
- Sat Oct 01, 2005 6:48 pm
- Forum: Testing Software
- Topic: STARTING FROM SCRATCH IN BACKTESTING
- Replies: 14
- Views: 12916
- Thu Jul 14, 2005 10:48 am
- Forum: Testing and Simulation
- Topic: Requirements before buying backtester software
- Replies: 10
- Views: 8983
OK, I'll bite :) I like your description of early adopters, bleeding edge types vs. more cautious wait and see types. Corporations are like this as well. Some buy the latest and greatest, while some wait for most of the Fortune 500 to implement before they buy. In my experience, the reason you would...
- Tue May 31, 2005 9:43 am
- Forum: Testing and Simulation
- Topic: Triple Moving Average vs. All The Others
- Replies: 40
- Views: 39474
- Sat May 07, 2005 12:30 pm
- Forum: Money Management
- Topic: How do you handle cash drawings out of your modelling?
- Replies: 4
- Views: 6745
Hi LeapFrog, I've been thinking about this as well, and in Trading Blox I have setup my Money Manager to do just as you suggest. So rather than using the default system equity, I have my unit size based on available equity minus some $$ per period. So I can simulate a cash withdrawl from the account...