Search found 2 matches

by indigoatlantic
Thu Aug 15, 2013 2:32 am
Forum: Testing and Simulation
Topic: Anyone using MatLab, Octave, SciPy, the Language R
Replies: 22
Views: 13134

Macro,

I am in same boat as you. I user TradingBlox for most of backtesting needs. The data preprocessing and results analysis, I rely more on R.
by indigoatlantic
Thu Nov 08, 2012 6:29 am
Forum: Testing and Simulation
Topic: Renko charts
Replies: 1
Views: 2778

I am not TB expert at all but I highly doubt CSI's daily data can be used to create sensible Renko Bars. unless renko bar size you want to create are large magnitude times bigger than typical daily bar size. AFAIK, renko bars should be created with as granular data as possible (tick or min bars) Now...