I don't know whether that's available in the Blox Turtle Edition or not.
It is certainly possible
in the Blox Builder Edition. You would just edit the excellent Blok supplied by Nickmar + Jake Carriker viewtopic.php?p=22321&highlight=purpose ... ndom#22321
and replace "random" by "systematic stepping".
However, in my opinion
, this probably isn't a good idea. Optimizing the system by cherrypicking markets for the portfolio, smells feels and tastes like overfitting to me. Particularly if you're trying to build a smallish portfolio with two or fewer markets in each commodity sector.
AFJ Garner has presented many eloquent arguments along these lines; I urge you to search out his posts here on the Roundtable and read them thoughtfully.
The alternative to small cherrypicked portfolios is, naturally, large and inclusive portfolios. At first thought, it might seem that the larger your portfolio, the larger your account must be. But this is only true if you assume
that you take every trade; you enter every time you get an entry signal.
If you've got any edition of Blox software, you know otherwise. You've got at least one system in your hands right now, that does not take every trade: the Turtle System. As you know from reading the manual and experimenting with Turtle, it has limits on how many positions you can take simultaneously (see image below). Once you're above these limits, Turtle simply ignores new entry signals. Skips em. So you can add 200 more markets to your portfolio and it doesn't increase your maximum exposure and maximum risk at all: the Turtle rules
limit maximum risk.
Other systems use slightly different mechanisms to achieve the same goal: limiting maximum exposure without limiting portfolio size. One example that you can use with the Blox Pro and/or Blox Builder edition, is "Thermal BBBO" (here)
. Another, that you can think about and then program yourself, is the "Parking Lot" concept mentioned here by Dean Hoffmann and sketched out in preliminary form by Tim Arnold (here)
Using ideas like these, it becomes quite possible to have a portfolio of dozens and dozens of markets with a small account. You've greatly reduced the chances of accidentally overfitting or cherrypicking a portfolio, since your portfolio is now enormous. You don't have to agonize about choosing among Eurodollars, Banker's Acceptances, EURIBOR, Short Sterling, NZ Bank Bills, Fed Funds, or Euro Schatz. Choose them all! Give each of them a chance to present trades, and let your system decide which trades to accept and which trades to reject.
Key message: there's more than one way to make sure you only have a small number of simultaneous positions and hence a small total risk. Unimaginitive Method #1 is to have a small portfolio. Clever Method #2 is to have a large portfolio and a system whose rules explicitly control the number of simultaneous positions and hence control the total risk. AFJ Garner and I hold the opinion that Method #2 is superior. On the other hand, it takes a difference of opinion to make a market ....