Search found 230 matches

by Tim Arnold
Tue Feb 20, 2007 8:57 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 26677

I would check the markets included. The CSI World Futures collection is quite large (900+ markets) compared to other providers. The flexibility in back adjusting algorithms is quite nice. The ability to select months to trade and select different roll over triggers is key. Including the Delivery Mon...
by Tim Arnold
Wed Feb 14, 2007 10:21 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26031

Yes, Trading Blox 2.1 is available in 64 bit beta. PM me if you have a 64 bit machine and would like to try it out.
by Tim Arnold
Wed Feb 14, 2007 7:04 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26031

Hi TEH, The max usable memory for the 32 bit version of Trading Blox 2.1 is 2GB. So if your computer has 3GB that is probably the max you need, leaving space for windows and other applications. The max usable memory for the 64 bit version of Trading Blox is limited only by the hardware. Generally gr...
by Tim Arnold
Tue Jan 30, 2007 3:25 pm
Forum: Data Providers and other non testing software
Topic: CSI Stock Data: Reliability of Start Dates?
Replies: 20
Views: 24019

Be sure to use this option so that you have a unique ID. Unique to CSI, but still can't connect with the outside world...
by Tim Arnold
Tue Jan 30, 2007 3:00 pm
Forum: Data Providers and other non testing software
Topic: CSI Stock Data: Reliability of Start Dates?
Replies: 20
Views: 24019

Within CSI UA, if you check the "Output Stock Market Specs in CSV Format" and then Get Data, it will create a sdbfacts.csv file in the Archives folder. This has all the stock information listed. Unfortunately, the CUSIP field is blank, so I'm not sure they really have this info, or maybe i...
by Tim Arnold
Thu Jan 18, 2007 9:31 am
Forum: Money Management
Topic: Testing Optimal f
Replies: 7
Views: 10602

You will certainly go bust trading with Optimal F as a unit size. That is way too much heat for futures.
by Tim Arnold
Thu Jan 18, 2007 9:17 am
Forum: Testing and Simulation
Topic: Anybody using Quad Core Machine for testing
Replies: 28
Views: 26031

Denis, Unless the application you are using is multi-threaded, ie it can use the multiple processors at the same time, you will not see a speed increase on a per application basis. You will be able to run multiple applications at the same time more easily, but each application will run at the same s...
by Tim Arnold
Wed Dec 20, 2006 12:26 pm
Forum: Testing Software
Topic: Which VERSION of Blox would I need?
Replies: 1
Views: 6005

Hi nodoodahs, The Trading Blox Builder edition is the one that you would need. The other editions do not support custom system development. They are for non programmers and allow drag and drop system construction using existing blox. Your strategy could be implemented with minimal effort in Trading ...
by Tim Arnold
Mon Dec 11, 2006 1:49 pm
Forum: Testing Software
Topic: Trading Blox Builder
Replies: 1
Views: 6660

Hi, Thanks for your interest in Trading Blox. 1) Yes, there is a 7 day free trial. You can send a request to freetrial@tradingblox.com. 2) Yes, any data can be loaded. Market data can be loaded and associated with the markets for use with signal generation or money/risk/portfolio management. Data ca...
by Tim Arnold
Mon Dec 04, 2006 2:10 pm
Forum: Stocks
Topic: Systematic equity funds? CTA's that trade stocks?
Replies: 18
Views: 24460

We will address the Trading Blox suggestions in the Customer Support forum.

viewtopic.php?p=21061
by Tim Arnold
Mon Nov 06, 2006 4:30 pm
Forum: Testing and Simulation
Topic: Neural networks
Replies: 16
Views: 13567

Although the encyclopedia definition is interesting, I think the question is quite valid as it relates to trading systems that define themselves as "Neural Networks."

I would have to agree with dispassionate that it sounds like a load of something.
by Tim Arnold
Tue Oct 17, 2006 11:24 pm
Forum: Money Management
Topic: Length of Time to Reach 100% Equity Risk
Replies: 17
Views: 21348

I thought it would be interesting to look at the different components of total risk. This is the DMA system mentioned above, with 28 futures trading. It uses the same large stop (10 ATR) for illustration purposes. The graph shows three things: 1) Total Risk, Open Equity Risk (distance between close ...
by Tim Arnold
Thu Oct 12, 2006 9:24 pm
Forum: Custom C++ or Java Platforms
Topic: So It's Been A Few Months And . .
Replies: 3
Views: 7753

Hi Chris,

Welcome to the forum!

Best,

Tim
by Tim Arnold
Thu Oct 05, 2006 10:54 am
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 40294

By the way does anyone have a theory why the green line (dual moving average system) isn't perfectly pegged at 100.00 percent all throughout the test? It it a reversing system after all. I doubt it's because of a code bug, that code looks correct to me. The DMA system has an option to enable Stops....
by Tim Arnold
Wed Oct 04, 2006 9:06 am
Forum: Futures Markets
Topic: Wool vs Cotton?
Replies: 5
Views: 6888

Or use Trading Blox, which can calculate and print the correlation matrix for any portfolio over any time frame.
by Tim Arnold
Tue Oct 03, 2006 1:28 pm
Forum: Testing and Simulation
Topic: Historical Back Adjusted data vs Non Back Adjusted data
Replies: 2
Views: 3120

I'm not seeing any charts -- was it your intention to post charts to show the difference between a backadjusted trend and non backadjusted?
by Tim Arnold
Tue Oct 03, 2006 1:23 pm
Forum: Testing and Simulation
Topic: When To Stop Trading
Replies: 43
Views: 44514

Thanks AFJ, well said.

So I think we have cleared the air with regard to the Mechanica portion of the presentation. There are many products out there and we encourage all to find the right tools for their particular journey.

Now we can get back to the question at hand...
by Tim Arnold
Tue Aug 01, 2006 9:36 am
Forum: Trend Indicators and Signals
Topic: Overlay macroeconomics and news
Replies: 4
Views: 6921

I think a discretionary component to any system is a healthy thing, whether used for better fills, or as a signal or market filter of some sort. BUT a key to using this type of strategy is to track and measure each discrete portion. Track and measure the results of your purely systematic approach, a...
by Tim Arnold
Mon Jul 17, 2006 10:52 am
Forum: Testing Software
Topic: Trading Blox - does it handle "survivorship bias"?
Replies: 4
Views: 6705

Hi Seraphim, Yes, the CSI data can include delisted stocks. They assign a unique symbol to address this issue, so there are no duplicates. Trading Blox will read this data and use it per normal. You can do more complex things, like only include stocks with certain volume limits, or certain trading h...
by Tim Arnold
Fri Jul 07, 2006 7:42 pm
Forum: Testing Software
Topic: backtesting relative strength
Replies: 6
Views: 7640

Monte Carlo is built into the 2.1 version, which should be available to the public within the next month. The trial version is the 2.0 version, which does not contain the Monte Carlo feature.