Traders' Roundtable

The work around is to determine the calcuation they are using, such as volatility, and replicate yourself to compute your own custom dynamic margin rate that parallels the actual historic rates relatively closely.

Yes I would just replace the market in your trading portfolio and follow the signals.

I recommend downloading the TBlox Futures portfolio in CSI UA, then you can setup that in Trading Blox:

https://www.tradingblox.com/tradingblox ... utures.pdf

There is a "Print" button in the System Editor that exports all the system variables and blox scripting to a file. No way to get this back into Trading Blox.

I don't recommend using an external script editor, because it cannot syntax check the code and could create undesirable results.

Here are the basic steps to setup CSI Futures Data: 1) In CSI UA, use the "Import Vendor Portfolio" menu to import the TBLOX Futures portfolio. 2) Note the location of the data files, probably something like "C:\UA\Files\TBLOX Futures\" depending on your setup. 3) In Trading Blox...

For backtesting, just check the MONTH(test.currentDate) vs. the MONTH(instrument.date). If these are different, then the instrument date is the last day of the month, and you can place orders to exit. However the exit will be on the first day of the new month. To exit ON the last day of the month, y...

Dynamic adjustments of parameters are not a condemnation of the system, but rather part of the system design. There are many aspects of a system that could be adjusted, based on ongoing performance. It's an area to explore, and are able to help with consulting services for scripting and system desig...

do systems normally There is no way to say 'what systems normally do' -- as every system is designed differently for different purposes. However you can be sure that the markets by design will make it as difficult as possible to profit -- if it were easy everyone would do it. So certainly no pain, ...

Use the Macd filter like the trading blox Donchian system does.

Stop is placed at the desired ATR (N) from the entry price. Typically 2 ATR.
If the stop is hit, the position is closed.

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.

Yes ez downloader works fine for me as well.

I was able to update my data through 9/11, but at the end of the process I had to respond "No" to the question about updating "new or suspect database files". Answering yes ended up in an authentication problem. The courtesy data will be updated shortly, and I will update tonight...

By "Auto Trading Strategies" I assume you mean mechanical or systematic trading? Yes that is all we do here. Not many discretionary traders on this forum. Yes people use TB for optimization all the time. The trick is looking for what we call Robust parameters. Robust parameters are those t...

For stocks you should be able to just point the stock data folder to this new location that contains the text data files. If they are in a symbol.txt format then they will loaded up as expected. No stock dictionary is required, unless you need attributes like currency, description, and exchange. For...

Yes, that's a great idea. Couple of things to consider about 'heat' or risk. When we add up the risk of a portfolio, we loop over each instrument and compute the price difference between the close and the current stop price. So be sure your system has stops, and places those stops into the market ev...

I usually remove the outliers, top x winners and losers in my mind are likely not statistically significant for analysis. There is always some tail chance of a black swan event, but that is a different discussion.

Yes it makes sense. Every market has the potential to be back adjusted differently, using different roll criteria and selective months. In this case you might want to roll once per year, to get a good 20 year back test window. Basically, trade what you test, and test what you trade -- particularly w...

There are some good resources on this site, the forum is full of good info. We also have a library of recommendations, and the software is a great place to get started with backtesting and trading. The Basic edition is only $590.