Search found 150 matches

by Roger Rines
Fri Apr 19, 2019 4:37 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 248

Re: Dual Momentum

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 price...
by Roger Rines
Thu Apr 18, 2019 2:59 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 248

Re: Dual Momentum

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 section...
by Roger Rines
Wed Apr 17, 2019 5:03 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 248

Re: Dual Momentum

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 stitching...
by Roger Rines
Sun Mar 31, 2019 3:36 pm
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 21
Views: 31415

Re:

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 tri...
by Roger Rines
Wed Mar 27, 2019 12:43 pm
Forum: Testing and Simulation
Topic: Data (D):/UA insists to write to C:/Files
Replies: 3
Views: 196

Re: Data (D):/UA insists to write to C:/Files

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 Dialo...
by Roger Rines
Thu Feb 14, 2019 1:04 pm
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 21
Views: 31415

Re: What's your favorite programming platform?

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 i...
by Roger Rines
Wed Feb 13, 2019 7:18 pm
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 21
Views: 31415

Re: What's your favorite programming platform?

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 u...
by Roger Rines
Tue Jan 22, 2019 12:56 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 24
Views: 4677

Re: Any trendfollowers

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 perce...
by Roger Rines
Tue Aug 14, 2018 9:41 pm
Forum: Testing and Simulation
Topic: How to handle false signal for Turtle Rule?
Replies: 9
Views: 1248

Re: How to handle false signal for Turtle Rule?

<< 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 th...
by Roger Rines
Tue Aug 14, 2018 3:25 pm
Forum: Testing and Simulation
Topic: How to handle false signal for Turtle Rule?
Replies: 9
Views: 1248

Re: How to handle false signal for Turtle Rule?

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 blox...
by Roger Rines
Thu Jul 12, 2018 7:50 pm
Forum: Testing and Simulation
Topic: How to specify an exit when takeover happens
Replies: 4
Views: 749

Re: How to specify an exit when takeover happens

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" Posi...
by Roger Rines
Sat May 14, 2016 11:00 am
Forum: Money Management
Topic: How to determine the position sizing?
Replies: 2
Views: 8024

Re: How to determine the position sizing?

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...
by Roger Rines
Mon May 02, 2016 12:59 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2977

Re: CSI's FUBAR Symbol Update - A public service announcement

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 ...
by Roger Rines
Tue Apr 26, 2016 9:57 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2977

Re: CSI's FUBAR Symbol Update - A public service announcement

I know a lot of people were caught off guard by these changes.

CSI reported there will be a new feature in Unfair Advantage that will open the browser to the CSI News page when symbol changes happen. It isn't ready yet, but the developer said it will be in the next release.
by Roger Rines
Mon Apr 25, 2016 2:02 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2977

Re: CSI's FUBAR Symbol Update - A public service announcement

Unfair Advantage changed a lot of symbols.

Their news page reports which symbols were changed showing before and after symbol identifiers.
CSI FUTURES SYMBOL CHANGES
by Roger Rines
Sun Dec 20, 2015 11:15 pm
Forum: Trend Indicators and Signals
Topic: Signal Noise Ratio
Replies: 3
Views: 7028

Re: Signal Noise Ratio

A few years back, the following Blox was added to Blox Marketplace section: Kaufman's Adaptive Moving Average It contains the Perry Kaufman's KAMA Indicator. At the heart of his indicator is a noise calculation he uses to make his KAMA indicator adjust the period length of his average calculation. H...
by Roger Rines
Fri Jun 13, 2014 10:56 pm
Forum: Testing and Simulation
Topic: Roll Info on order generation
Replies: 1
Views: 3035

Trading Blox will inform of contract rolls. It uses the Delivery-Month feature in CSI's Unfair Advantage to track when the contract is going to roll. Unfair Advantage also has a feature that will allow you to generate a roll report for the period ahead. Feature allows roll timing for one or more Fut...
by Roger Rines
Fri Jun 13, 2014 6:42 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 6269

Where the "Delisted" problem becomes more than a small issue is when the symbol disappears from a historical performance after a Stock Dictionary update, or on the next day after it has been Delisted and the dictionary is updated. Symbols not in the Stock Dictionary are hidden from Trading Blox even...
by Roger Rines
Fri Jun 13, 2014 2:15 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 6269

Here are some additional detail sent by Josh Reed, CSI's UA developer. Symbol's Active and Delisted coding isn't visible in the UA Catalog, but it is present in the SDBFacts.adm file. Below are two record examples showing a delisted and active symbol. Notice that the Active/Delisted designation is i...
by Roger Rines
Fri Jun 13, 2014 12:48 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 6269

I didn't check the API documentation to check which DLL call would retrieve the "I" active property, but this setting in the UA Catalog might be a way of figuring out in bulk terms if a symbol is delisted and how many there are in the Catalog. At a minimum, the Last Data date is alternate way to fin...