Traders' Roundtable

CSI creates a portfolio to display the instruments' classes for user reference.
To create a TB portfolio, use the TB Dictionary interface to add each market you wish to use.
When you are building the Dictionary, you will have to show each symbol with the folder you selected when you asked CSI to ...

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1) Is CSI the best data provider for futures if wanting a broad universe to trade?
2) is there a rule of thumb as to when you roll from spot to spot + 1 (e.g. x days before 1st notice day perhaps)?
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CSI is the data service I have used since 1991. CSI works well for system trading ...

Once you have CSI installed, the next step is to create a portfolio of symbols you wish to use.

During the process of creating a portfolio, you will need to select and or create a folder location where CSI will send the data symbol files listed in the portfolio. That destination folder path will ...

Both Futures and Stocks can trade using a margin amount.

Future Contract margins are determined by the Exchange and sometimes adjusted by the Broker. There is also an Initial Margin value that is different from an active position's Margin amount.

Stock margins are usually the percentage of ...

[SNIP]...Recently I saw a trend in the gold futures and it evolved in a way that did not allow me to participate according to my personal and highly defined objective trend system. The next day, Gold did offer me an entry, but that entry and exit was not nearly as profitable as the prior move that ...

Thanks for the kind words.

There are many functions in the attached ".inc" file. ".inc" is a file suffix that identifies an included file. In this case, that suffix designator is used as a matter of habit from many decades of programming.

While the ".inc" is not common, it is only a text file ...

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I want to exit on close on last day of month
obviously lastdayofmonth isnt recognised unless 1- i guess ? thats what ive sort of picked up ?

is it possible to do a market on close for last day of month and if so what is the line of cose - the response i got when using 1 - was out of data ...

I agree with using False for Split Remainder; It is how I've set that parameter for my stock systems.

As for the fractional quantities, you are right about we are not able to order a fractional share. However, when a dividend is applied to a stock share without the ability to change its market ...

Anthony,
I am running your code on my TB and I get a lot of small exit trades every day, quantity less than 1 associated with rule "Split Remainder", has this happened to you ? I had not come across it before and don't know the reason.


Read the Split Remainder option in the Stock Parameters ...

The difference between a Future's instrument’s current Close price and its UnAdjusted Close price is the accumulation of the difference between the current contract’s close price and the forward, or next contract a back-adjusted series that is needed to create a continuous data series.

The ...

I personally use C# and it is probably as good as java:
it has built-in libraries to easily connect to the internet, manipulate files, access DBs, and develop GUIs
I think between java and C# is probably personal choice more than anything else... I use C# every day at work and for some reason I ...

The location of where Unfair Advantage (US) is located doesn't make much of a difference as to where the updated data for Trading Blox gets saved.

In each portfolio of UA, the way that portfolio was created determines where the downloaded and processed updates are stored: UA Portfolio Creation ...

Hello Anthony -- It is good to see you posting -- you've been missed.

Your post is right on target as to why it is critical to understand what the outcome must be available. While there is a tendency to focus on the language, I suspect the ability to program language tends to distort or reduce how ...

The coding language we like best isn’t necessarily the best language for a specific goal. What makes one simulation software better than another is dependent upon what trading stages do we want to emulate, and when do those stages need to execute. It also means what programming language will allow ...

I guess it does not matter what technique you use, if there is no trend when you buy or sell, you will never be able to sell at higher prices, and buy back at lower prices.

Above quote is the reality of trading. Furthermore, a market doesn't trend much more than an average of twenty to thirty ...

<< in order to avoid many false entry signals, would this approach be the purpose for using MACD filter? >>
No. The MACD is a trend direction indicator. It is used to prevent the system from generating an order that is going against the current trend in prices.

When prices are moving in a channel ...

The MACD filter is a Portfolio Blox that is in the Trading Blox is installation program. It is useful because it only allows orders that are going in the direction that the MACD index is moving.

To add it to your system, select the system you are using and then locate the MACD Portfolio Manager ...

In the current version of Trading Blox, if you set the stock to Inactive in the stock dictionary, it will exit on the last bar of data and not show up on the order report.


I wasn't aware of this ability. Can you add some detail to: "and not show up on the order report." Does this mean the "F7 ...

Order sizing is one of the critical aspects of trading. It is critical because it is the process that decides your account's risk exposure. Position size and position count determine your account's gain and loss rate and amount. How to calculate risk sizing is a process of discovery you'll make over ...

When noticed the symbol was missing from a stock set list, CSI support was asked what happened to stock symbol: MHFI , they responded with this list of items from the UA Log file:
See ua\logs
Correcting Stock Deliverable 128998
Correcting Stock Deliverable 128999
Correcting Stock Deliverable 129000 ...