can only be answered by each trader for him/her selfIsn't this a bit excessive?
Search found 230 matches
- Thu Jan 31, 2008 7:53 pm
- Forum: Testing and Simulation
- Topic: Duplicating results in Way of the Turtle
- Replies: 13
- Views: 9338
- 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...
- Wed Jan 16, 2008 5:16 pm
- Forum: Testing and Simulation
- Topic: Anybody using Quad Core Machine for testing
- Replies: 28
- Views: 26063
- 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 ...
- 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...
- Thu Dec 27, 2007 1:28 pm
- Forum: Testing Software
- Topic: Ranking systems
- Replies: 9
- Views: 11078
- 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...
- 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 ...
- Fri Dec 07, 2007 1:48 pm
- Forum: Testing Software
- Topic: Demo VS The actual Product Trading Blox (3000.00)
- Replies: 4
- Views: 8357
- Tue Nov 27, 2007 7:36 am
- Forum: Testing Software
- Topic: Trial Version
- Replies: 8
- Views: 11687
- 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, ...
- 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...
- 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.
There are a number of Adjust Position functions as well to increase or decrease the position size by a percent.
Code: Select all
broker.ExitUnitOnOpen( 1, 800 )
- 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...
- 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...
- 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
- Tue Nov 20, 2007 11:11 am
- Forum: Testing Software
- Topic: Apple versus PC's
- Replies: 27
- Views: 43035
- 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...
- Tue Oct 23, 2007 8:51 am
- Forum: Testing and Simulation
- Topic: Interest rate files
- Replies: 1
- Views: 2568
- 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 ...