The Trading Blox™ Testing Engine is capable of testing:

• Multiple Simultaneous Futures or Stocks

• Comprehensive Money Management

• Simultaneous Strategies

• Multi-stage Positions

• Multiple Simultaneous Parameter Variations

• Multiple Concurrent Systems each with a Distinct Portfolio

Simulation Stages
For each edition, the particular system being tested generates orders at the beginning of each day using only the data that would have been available to a trader as of the close of the previous day.

The order evaluation module tests each order’s conditions against the price of the new trading day and determines if a trade would have occurred.

Valid trades are evaluated for sizing, risk, cash and margin limits to ensure that the test reflects the hard limits as defined by the system, as well as cash and margin constraints. Trade entry prices are calculated using one of several slippage simulation algorithms that take into account the price volatility of the instrument for that day.

At the end of each day, stops are adjusted based on new pricing data and the stop setting algorithms for the particular system.

The accounting module keeps track of each trade, daily equity fluctuation and summary information for each day, month and year.

The reporting module generates test reports that show:

• Daily Equity and Position Information

• Monthly Trade Results

• Detailed Performance Results

• A Trade Log and Graph for Each Trade in the Simulation.

Sample reports can be seen here.