Search found 13 matches

by seraphim
Mon Jul 17, 2006 12:02 pm
Forum: Testing Software
Topic: Trading Blox - does it handle "survivorship bias"?
Replies: 4
Views: 6702

Tim wrote:But the short answer is yes, Trading Blox will allow you to test many assumptions around survivorship bias and how you might test or trade based on that.
Great! Glad to hear it! I like Trading Blox more and more, the more I look into it!


Thanks again,
Seraphim
by seraphim
Mon Jul 17, 2006 11:58 am
Forum: Testing Software
Topic: Trading Blox - does it handle "survivorship bias"?
Replies: 4
Views: 6702

These guys have done some serious work on the subject: http://www.blackstarfunds.com/files/Does_trendfollowing_work_on_stocks.pdf - perhaps you will find their paper to be of interest. Hi Roscoe, Yes, actually it was that paper, and an email discussion with Eric Crittenden its author, that led to t...
by seraphim
Mon Jul 17, 2006 1:56 am
Forum: Testing Software
Topic: Trading Blox - does it handle "survivorship bias"?
Replies: 4
Views: 6702

Trading Blox - does it handle "survivorship bias"?

Hello, Well, my trial to Trading Blox has expired -- now I need to decide whether to purchase! Really neat tool, I really enjoyed running ideas during my trial and analyzing all the results! Great stuff! One question - does Trading Blox have any mechanisms for handling "survivorship bias"?...
by seraphim
Sat Jul 15, 2006 4:35 pm
Forum: Data Providers and other non testing software
Topic: Dow data back to 1700's
Replies: 2
Views: 4101

Do you mean a price range of 1700's, or a date range in the 1700's? If you meant price range, you can get DJIA data on Yahoo finance back to 1928. Here is a direct link where you can download a CSV file (Excel) that has the daily data, open high low close volume, back to 10/1/1928. If you mean date ...
by seraphim
Fri Jul 14, 2006 12:19 pm
Forum: Money Management
Topic: How to determine the amount for trading size?
Replies: 7
Views: 8923

I second Paul's suggestion of getting the Trading Blox demo version, looking at the blox already provided, modifying them to incorporate your own particular entry/exit strategy (which isn't too hard to do if you have any programming skill), and then running a few historical backtests with varying po...
by seraphim
Tue Jul 11, 2006 2:12 am
Forum: Testing and Simulation
Topic: Trading Solutions, AthenaTrader - how do they compare to TB?
Replies: 1
Views: 3083

Trading Solutions, AthenaTrader - how do they compare to TB?

Hello, I'm still testing Trading Blox, and have seen some other posts (in the archives and elsewhere), regarding two other platforms - Trading Solutions and AthenaTrader. Has anyone used these? How do they compare to Trading Blox? [MODERATOR EDIT: URL Links removed.] By the way, that reminds me -- i...
by seraphim
Mon Jul 10, 2006 12:31 pm
Forum: Testing Software
Topic: Trading Blox trial - interesting results
Replies: 3
Views: 6106

Again, thanks very much! These are very helpful tips and I will definitely look into them.

Thanks again!
Seraphim
by seraphim
Mon Jul 10, 2006 12:20 pm
Forum: Testing Software
Topic: Trading Blox trial - questions
Replies: 3
Views: 6095

Thanks c.f. and Turtle40! This is very helpful.

-Seraphim
by seraphim
Sun Jul 09, 2006 7:38 pm
Forum: Testing Software
Topic: Trading Blox trial - questions
Replies: 3
Views: 6095

Trading Blox trial - questions

Forgive me if these questions are already covered somewhere, in the documentation or on the website. I haven't been able to find it. (1) Can you export test results into Excel? What about the list of trades? (2) What is the best data service for end-of-day historical stock data? I don't need futures...
by seraphim
Sun Jul 09, 2006 7:34 pm
Forum: Testing Software
Topic: Trading Blox trial - interesting results
Replies: 3
Views: 6106

Trading Blox trial - interesting results

I have a small account, and I am testing some ideas on the Trading Blox trial. I am trading a stock strategy, and I wanted to check to see if it would work for a small account, and how much efficiency I am losing since I don't have a larger account. I was very surprised to see that it actually trade...
by seraphim
Fri Jul 07, 2006 5:27 pm
Forum: Testing Software
Topic: backtesting relative strength
Replies: 6
Views: 7632

Another question about TradingBlox - does it do Monte Carlo simulations? I am playing a bit with the demo version, and it doesn't seem to have that capability. It just runs historical backtests. Historical backtests are pretty easy to do in Excel -- but in my opinion they are not enough to give an i...
by seraphim
Fri Jul 07, 2006 2:25 pm
Forum: Testing Software
Topic: backtesting relative strength
Replies: 6
Views: 7632

In Trading Blox we have a sophisticated Portfolio Manager block that allows a system to rank all the instruments in the portfolio every day by any criteria. What this means is you can create your own custom "relative strength" and compare and rank all instruments using this. The system ca...
by seraphim
Fri Jul 07, 2006 12:56 pm
Forum: Testing Software
Topic: backtesting relative strength
Replies: 6
Views: 7632

backtesting relative strength

Hi, I am new to this forum. Great forum here! I've been doing backtesting mainly in Microsoft Excel, but have been pushing the limits and looking for a real trading/backtesting platform, like Trading Blox. I've got the demo version and the manual, and am digging through both of those. One question I...