Search found 155 matches

by Roger Rines
Mon Oct 28, 2019 6:52 pm
Forum: Data Providers and other non testing software
Topic: Setup CSI UA
Replies: 2
Views: 85

Re: Setup CSI UA

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 nee...
by Roger Rines
Mon Sep 16, 2019 5:50 pm
Forum: Money Management
Topic: How to manage portfolio with margin account?
Replies: 1
Views: 378

Re: How to manage portfolio with margin account?

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 purchase ...
by Roger Rines
Mon Jul 01, 2019 1:36 pm
Forum: Trend Indicators and Signals
Topic: Dennis's quote "Assure you never miss entry into major trend"
Replies: 5
Views: 1048

Re: Dennis's quote "Assure you never miss entry into major trend"

[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 ...
by Roger Rines
Thu Jun 20, 2019 5:18 pm
Forum: Testing and Simulation
Topic: Last Day of Month
Replies: 4
Views: 613

Re: Last Day of Month

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. Renam...
by Roger Rines
Wed Jun 19, 2019 1:34 pm
Forum: Testing and Simulation
Topic: Last Day of Month
Replies: 4
Views: 613

Re: Last Day of Month

[SNIP] 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 so ...
by Roger Rines
Fri Apr 19, 2019 4:37 pm
Forum: Practical ETF
Topic: Dual Momentum
Replies: 11
Views: 1201

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: 1201

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: 1201

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: 33157

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: 715

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: 33157

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: 33157

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: 26
Views: 6341

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: 1672

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: 1672

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: 944

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: 8243

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: 3224

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: 3224

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: 3224

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