Search found 157 matches

by Roger Rines
Tue Jun 01, 2010 11:53 am
Forum: Testing Software
Topic: Calculating weekly indicators
Replies: 6
Views: 7250

Hello Trentham, Thanks for the nice words, and I'm sorry I didn't remember to update the blox when I made the change to my local version of the _Weekly_AvgTrueRange indicator. CHANGE NEEDED: Line # 57 needs to have 2 instead of a 1 to prevent the out-of-bounds array error that is happening with the ...
by Roger Rines
Wed May 12, 2010 4:58 pm
Forum: Testing Software
Topic: Calculating weekly indicators
Replies: 6
Views: 7250

I didn't notice the forum you posted when I provided the link. The above link won't work unless you are a TB customer. With that in mind, maybe getting a peek at the image that is shown in the posting might be helpful to give you confidence the effort isn't hard: http://www.tradingblox.com/forum/fil...
by Roger Rines
Wed May 12, 2010 4:49 pm
Forum: Testing Software
Topic: Calculating weekly indicators
Replies: 6
Views: 7250

When using Weekly data Trading Blox's built-in indicators will provide the ATR and ADX without much more than addition of the length variable and an indicator name. Weekly data is an approach used often when the entry and exit decisions are only made on the first and or last bar of each week. If you...
by Roger Rines
Tue Apr 20, 2010 11:42 am
Forum: Testing and Simulation
Topic: Testing Using Position Limits
Replies: 3
Views: 2625

Another approach is to create a table of symbols along with their position size limit values that TB can load during the Before Test script execution cycle. A good module to handle this is the module doing the unit sizing of the positions being offered for market action. With a table approach, the s...
by Roger Rines
Fri Apr 09, 2010 2:52 pm
Forum: Testing and Simulation
Topic: New goodness function
Replies: 14
Views: 7945

"What is good?" (more precisely, "what is good in my opinion ?") seems to have many different correct answers. This is really hitting the "nail" on its proverbial head. If there is anything funny about how the pursuit seems to chase a new algorithm, some of the humor m...
by Roger Rines
Mon Feb 01, 2010 1:35 pm
Forum: Data Providers and other non testing software
Topic: rollover on 2 laptops
Replies: 3
Views: 3382

If you have UA running in each computer, and UA is the same version as well, then there must be a difference in how the Roll-Timing is established in each installation. Consider having both computers operating at the same time in the same location so you can see both screens. Then bring up each symb...
by Roger Rines
Tue Dec 15, 2009 4:53 pm
Forum: Testing Software
Topic: Question about Blox basic functions and MFE/MAE e-ratio blox
Replies: 4
Views: 6233

Hello Hama, Thanks a lot for your suggestion for the first question. Also I understood that only after purchasing the software I can get the MFE/MAE e-ration evaluator. At this test trial I can not test the component rt? I don't think I understand this question, "the component rt?" My beli...
by Roger Rines
Mon Dec 14, 2009 2:15 pm
Forum: Testing Software
Topic: Question about Blox basic functions and MFE/MAE e-ratio blox
Replies: 4
Views: 6233

Re: Question about Blox basic functions and MFE/MAE e-ratio

[snip] 5. LaggingSpan = instrument.close[-26] From 1 to 4 there was no problem. but in No.5 LagginSpan the error message which says "the day index for the instrument property 'close' was -26 which is attempting to access the future" came up. I didn't have time to understand the code, but ...
by Roger Rines
Sun Dec 06, 2009 5:12 pm
Forum: Testing and Simulation
Topic: Risk with Vol. Position Sizing
Replies: 5
Views: 4077

Large "trading-hands" will limit their orders to a small percentage of volume.
by Roger Rines
Thu Nov 19, 2009 11:16 am
Forum: Testing and Simulation
Topic: Volatility Pumping or CRP Constant Rebalancing Portfolio?
Replies: 5
Views: 4292

Will "broker.EnterLongOnOpen" orders work from the Risk Management block? I've had no trouble using the Broker Object's AdjustPositionOnOpen in the Risk Manager's Adjust Instrument Risk. You shouldn't have a problem with any of the other Broker methods. Side Note: Place Trading Blox Speci...
by Roger Rines
Wed Nov 18, 2009 9:59 am
Forum: Stocks
Topic: 1 Hour S&P Data
Replies: 1
Views: 4714

by Roger Rines
Wed Sep 09, 2009 10:32 am
Forum: Testing and Simulation
Topic: Excel as a position/money manager
Replies: 3
Views: 3153

Excel has a built-in scripting language called VBA. In Excel 2000 the editor for the scripting area is located under the Main-Menu item Tools -> Macro -> Visual Basic Editor . I use the keyboard combination " Alt-F11 " to get there. VBA has been around a long time, and is a very capable la...
by Roger Rines
Sun Aug 23, 2009 2:03 pm
Forum: Testing and Simulation
Topic: Exits not more important than entries?
Replies: 7
Views: 6550

Re: Exits not more important than entries?

Interesting example. If there is a spreadsheet, consider adding that to your posting so the details can be understood. Personally I have always thought that a good entry is something worth working towards in the belief that a good entry is also a good exit in the stop and reverse sense. I never unde...
by Roger Rines
Mon Aug 17, 2009 4:16 pm
Forum: Trend Indicators and Signals
Topic: ADX signal question
Replies: 6
Views: 8756

Re: ADX signal question

What I'd like to program is a filter of sorts that checks for the ADX now vs say a week ago. Is it rising??? Was the DMI+ above the DMI- a week ago. These filters should hopefully only allow the original ADX signal to be triggered long in an uptrend. There is nothing mentioned above that would be d...
by Roger Rines
Thu Jul 02, 2009 6:31 pm
Forum: Testing and Simulation
Topic: Great Edge Ratio but poor system results
Replies: 4
Views: 4008

However as I pointed out the edge ratio is calculated using fixed exit points so if I am replicating that through my exit protocol shouldnt it give a similar result? Maybe not, if the E_Ratio you are using is like the one posted in the Marketplace. Its a maybe not because that calculation uses aver...
by Roger Rines
Wed Jun 24, 2009 4:38 pm
Forum: Money Management
Topic: Varying positionsize based on recent results or indicators
Replies: 2
Views: 4134

A lot of chatter has been posted on this topic. When I just did a search using " Equity Curve " and then using the " Search for All Words " option, many pages resulted. However, I was involved in a few of the discussions, so if you add my name in the posting field, you'll find 7-...
by Roger Rines
Wed Jun 17, 2009 3:01 pm
Forum: Testing and Simulation
Topic: Any software to test multi-system portfolio performance?
Replies: 7
Views: 6155

Tradesim is also capable of doing this type of multi-system portfolio simulation. It is a simulation package which piggybacks on Metastock (www.compuvision.com.au). TradeSim's operation is more of test result blender and analyzer rather than a Portfolio Suite Tester. It is limited to a blender beca...
by Roger Rines
Tue Jun 16, 2009 8:10 pm
Forum: Data Providers and other non testing software
Topic: pinnacledata.com is down
Replies: 4
Views: 4441

Pinnacle Data Corp.
Their Contact Page showed this information a few minutes ago:
  • Email: pinnacle@netacc.net
  • Phone Sales: (800) 724-4903
  • Phone Customer Service: (585) 217-8728
  • Fax: (585) 265-1706
by Roger Rines
Sun Jun 14, 2009 3:06 am
Forum: Testing Software
Topic: Benefits of custom software vs. Trading Blox
Replies: 18
Views: 14822

What am I missing? Experience. Experience in understanding how the strengths of the two platforms differ, and why someone would choose one over the other, or why someone would want to have both. At your stage of minimal understanding of the critical aspects needed for successful system development ...
by Roger Rines
Sat Jun 13, 2009 4:26 pm
Forum: Testing Software
Topic: Benefits of custom software vs. Trading Blox
Replies: 18
Views: 14822

Also, how do you feel about the future viability of Trading Blox? Do you think it is hear to stay? I sure hope so. Of all the platforms I've used and seen over the years, Trading Blox is the best platform for building a realistic trading plan. Trading Blox management also has a plan in place to all...