Traders' Roundtable

To receive the trial version information and download link, send an email to freetrial@tradingblox.com.

This sounds like a problem we sometimes have with Vista and the Program Files directory. Did you install UA in the Program Files directory and are you using Vista?

They might use a different closing time, or source of data. Check with CSI as they can probably tell you right off.

Loop over the equity curve and keep track of the high, and the following low, and compute the dollars.

I have added the ability to sort custom arrays. This feature will be available in the next beta release for testing. Please post examples of usage here so we can be sure the architecture will meet your needs.

Sure, give me a call anytime. The number is on the website.

Trading Blox does not automatically create the four hour bars from the one minute bars. But you could check the time and see if it is on a four hour interval and then generate the signals. Or you could create the four hour bars OHLC through scripting using the Series Variables. Depends on how comple...

Sounds like a question for CSI.

My answer would be "can't be done"

If you use 1 unit max rather than 4, it will be ok -- but try the Donchian system as that is a simliar system but with much better results due to the macd filter.

No further articles were written on the topic, or any other topic.

From this, I gather that you either need to enter all of your own trades or use the TB simulation without any adjustment - mixing the two isn't accurate at this time. Trading Blox allows you to enter current Positions, not a historical list of Trades. So in Trading Blox it is appropriate and accura...

When I hear "can't think of any reason" my reaction is "not statistically significant."

Then again, there could be a logical reason...

The sample data is back adjusted as described above. We do not recommend using ratio adjusted data for back adjusting futures as you will get incorrect P&L computations.

Looks like you have a drawdown of zero, which results in a MAR of infinity. Your CAGR is probably related more to interest earned than to actual trades.

The reason to use thing A vs. thing B is because thing A works better for your purposes. So I would recommend testing your correlation strategy using both and see which is a better fit for your needs. That said, I find people often use the log functions for correlation and for standard deviation whe...

Here's some data of each cross currency, the actual JPYCAD and a calculated JPYCAD. Looks close, but not exact. Room for arbitrage I suppose. Date USDJPY USDCAD JPYCAD Calculated 20080401 101.96 1.021500 0.010017 0.010019 20080402 102.36 1.014100 0.009900 0.009907 20080403 102.32 1.004700 0.009816 0...

In the current version 2.2 Trading Blox does not compute the monthly bars from the daily at this time. Customer tend to trap the month change in the After Instrument Day script and keep track of this in a few series variables. In version 2.3 Trading Blox supports Daily (from intraday), Weekly, and M...

Why not take some money of the table and play with a smaller trading capital. IF that was part of your system design and you backtested this scenario and you are comfortable with the results, then this is fine. But if you did not backtest taking money off the table, then unfortunately that option i...

We actually have a number of customers in the Toronto and Ontario areas, not sure why they are being so shy. Sorry about that. I find many traders tend to be quite secretive.

Would be interesting to know under a 32 bit - 3GB or x64 - 10GB framework which are maximum database sizes in term of number of stocks and number of years. Exact numbers depend on the type of system, how many indicators, how many trades, etc. But I run 6000 stocks for 10 years with just 2GB of memo...