Search found 230 matches

by Tim Arnold
Thu Jan 31, 2008 7:53 pm
Forum: Testing and Simulation
Topic: Duplicating results in Way of the Turtle
Replies: 13
Views: 9338

Actually, the question
Isn't this a bit excessive?
can only be answered by each trader for him/her self
by Tim Arnold
Wed Jan 23, 2008 5:18 am
Forum: Testing and Simulation
Topic: need some info on tradingblox
Replies: 1
Views: 2749

Hi, Thanks for your interest in Trading Blox. 1) Yes, Trading Blox can use intraday data as small as 1 minute bars. Check if you can export the data from tickdata.com into a comma delimited text file with the following fields: D,T,O,H,L,C,V. 2) Yes, you can add extra data fields onto each bar of dat...
by Tim Arnold
Wed Jan 16, 2008 5:16 pm
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26063

If you use an x64 machine with 10 GB of memory you should be fine. We have a Trading Blox native x64 version for this purpose.
by Tim Arnold
Mon Jan 14, 2008 6:33 am
Forum: Testing Software
Topic: Tradingblox: Linking Blox
Replies: 3
Views: 7244

Hi ITR2744, The Blox work independently. So if you have two entry blox each with a signal condition and broker statements, both blox will place orders into the market. So it's not an AND or an OR, but rather both. This is most useful when using multiple exit blox, and less useful for multiple entry ...
by Tim Arnold
Sat Dec 29, 2007 10:11 am
Forum: Testing Software
Topic: Ranking systems
Replies: 9
Views: 11078

I would use instrument.SetLongRankingValue to set the ranking value to your custom strength computation in the Rank Instruments script of the Portfolio Manager. Then the instruments will be sorted and the instrument.LongRank will have the correct rank value each day. In the Entry script you can chec...
by Tim Arnold
Thu Dec 27, 2007 1:28 pm
Forum: Testing Software
Topic: Ranking systems
Replies: 9
Views: 11078

The current 2.2.6 version of Trading Blox does not support using the external dll Jurik indicators.
by Tim Arnold
Thu Dec 27, 2007 12:32 pm
Forum: Testing Software
Topic: Ranking systems
Replies: 9
Views: 11078

Yes, you can create the indicator to use, which is then computed for each instrument. You can then loop over the instruments in a particular group and tally up the number that are above/below the average. In Trading Blox you can set futures instruments to two separate groups, and stocks to the indus...
by Tim Arnold
Wed Dec 26, 2007 4:07 pm
Forum: Testing Software
Topic: Ranking systems
Replies: 9
Views: 11078

Yes, you can rank and sort all the markets based on any custom criteria. You can then enter positions in the top x% or top x markets, and exit those that are no longer on the list. This requires some code in the Builder Edition -- a sample block to test this concept is available to customer free in ...
by Tim Arnold
Fri Dec 07, 2007 1:48 pm
Forum: Testing Software
Topic: Demo VS The actual Product Trading Blox (3000.00)
Replies: 4
Views: 8357

Hi Twitter,

We don't announce our user base size or revenue numbers publicly.

Tim
by Tim Arnold
Tue Nov 27, 2007 7:36 am
Forum: Testing Software
Topic: Trial Version
Replies: 8
Views: 11687

Yes, use the StandardDeviationLog function for that.
by Tim Arnold
Tue Nov 27, 2007 6:08 am
Forum: Testing Software
Topic: Trial Version
Replies: 8
Views: 11687

We don't recommend proportional backadjusting for futures. Stocks are proportionally backadjusted for stock splits. A properly backadjusted data series will reflect the actual series you see in trading, including rolls and splits, and should thus be used for all computations. In the case of stocks, ...
by Tim Arnold
Sun Nov 25, 2007 7:24 am
Forum: Testing and Simulation
Topic: How to do this?
Replies: 3
Views: 3758

Yes, if you use the code above, Trading Blox will create a trade entry showing an entry and exit of 800. Then if you exit the last 200 you will have another trade with an entry and exit of 200. So a single unit entry with multiple exits becomes multiple round trip trades. Another way to approach the...
by Tim Arnold
Sat Nov 24, 2007 7:12 pm
Forum: Testing and Simulation
Topic: How to do this?
Replies: 3
Views: 3758

The last optional parameter in the broker function call is the quantity to exit. So you can use the following to exit 800 contracts of unit 1.

Code: Select all

broker.ExitUnitOnOpen( 1, 800 )
There are a number of Adjust Position functions as well to increase or decrease the position size by a percent.
by Tim Arnold
Thu Nov 22, 2007 7:10 pm
Forum: Testing Software
Topic: Trial Version
Replies: 8
Views: 11687

As Sluggo points out, you could create a custom block to compute commission by market. These values could be loaded from an external file. Yes, you can create as many custom statistics as desired. They will show in the sortable list and parameter graphs for optimization purposes. Certainly the Money...
by Tim Arnold
Tue Nov 20, 2007 12:41 pm
Forum: Data Providers and other non testing software
Topic: Looking for a UK timezone convenient data provider
Replies: 15
Views: 13573

Here is a snippet from the user guide. Looks like you can just export the data into a csv file format. Just set the columns to D,O,H,L,C,V. http://download.sharescope.co.uk/doc/User%20Guide.pdf Exporting data Data can be exported from ShareScope for use in other programs (such as Excel). File : Expo...
by Tim Arnold
Tue Nov 20, 2007 11:15 am
Forum: Data Providers and other non testing software
Topic: Looking for a UK timezone convenient data provider
Replies: 15
Views: 13573

Here are some suggestions from customers: ----------------------------- here's my European stock data provider: www.bullbear.it I receive data by email and "unpack them" with their software already installed on my pc. Everything goes along very smoothly. Of course, there's others, like htt...
by Tim Arnold
Tue Nov 20, 2007 11:11 am
Forum: Testing Software
Topic: Apple versus PC's
Replies: 27
Views: 43035

We have no plans to develop a Mac native version. Customers that use the Parallels solution seem quite happy.
by Tim Arnold
Wed Nov 14, 2007 12:12 pm
Forum: Testing and Simulation
Topic: Creating a commodity channel index in blox
Replies: 5
Views: 5177

Here is a quick sample block that plots the CCI Index. The parameters are the number of bars to use for the CCI, as well as the CCI Constant. You can drop this in any system, and the CCI will plot on the trade chart. To use the cci indicator in your entry/exit block, just define an external series v...
by Tim Arnold
Tue Oct 23, 2007 8:51 am
Forum: Testing and Simulation
Topic: Interest rate files
Replies: 1
Views: 2568

Was moved to the Customer Support Forum. Has now been moved back. Did not realize you were using the trial version.
by Tim Arnold
Fri Oct 12, 2007 9:39 am
Forum: Testing and Simulation
Topic: staring conditions
Replies: 6
Views: 5452

The system was written that way to avoid missing trades in long term systems. Individual signals can be skipped due to volume, equity, margin, or correlation constraints. Using the true crossover logic would then necessitate waiting until the next crossover to enter. With this logic the system will ...