Search found 59 matches
- Wed Jan 27, 2010 5:56 pm
- Forum: Testing Software
- Topic: Trading Blox Custom Indicator
- Replies: 5
- Views: 7119
Tim, Thanks for the answer - I see what you mean and I managed to implement something like what you described but using the Median instead of the EMA - I hadnt realised you can add scripts (ie like update Indicators) to any block (after a few trial and error - just have to get the hang of Trading Bl...
- Tue Jan 26, 2010 7:41 pm
- Forum: Testing Software
- Topic: Trading Blox Custom Indicator
- Replies: 5
- Views: 7119
Trading Blox Custom Indicator
Not sure if this is the right place to post this but I dont have access to the customer forum... Sorry for any apologies. I have just downloaded Trading Blox Trial version and started playing with it all night - using standard systems shipped with it - love the fact that it is so (blazing) fast and ...
- Tue Jan 26, 2010 4:55 pm
- Forum: Data Providers and other non testing software
- Topic: charts
- Replies: 4
- Views: 4139
- Mon Jan 25, 2010 8:38 am
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23371
Here (spread betting) you have the problem of the minimum bet. I checked each market and took care that at all time my bet would be above the minimum bet of bettting firm. And this alone took me days of fiddling and I still live with 2 comprises which I didn't get solved. Is it not possible to crea...
- Tue Jan 19, 2010 3:11 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8318
- Tue Jan 19, 2010 4:39 am
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23371
Jez In your listed drawbacks you say that Prospreads 'Introduces another intermediary (=Credit Risk)'. Any different to any other spread betting company? An API thread will be useful for some people now i am sure. Personally it will be a little time before i am concerned with it. I am still decidin...
- Mon Jan 18, 2010 2:25 pm
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23371
Thanks matey/matti ;-) I just got off the phone with ProSpreads and: - API: they used to offer API access to their trading engine via NinjaTrader but this has been discontinued. They told me they were looking at MetaTrader - possibly in the first quarter - They are a spread-better based in Gibraltar...
- Mon Jan 18, 2010 2:10 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8318
- Mon Jan 18, 2010 12:26 pm
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23371
In the light of the above (ie putting stops in or not) I know that OANDA is not really a spread betting firm (and they only deal in currencies) but it seems very similar (to me anyway). And one thing that strikes me is why there does not seem to be an equivalent to them in the Futures/Commodities sp...
- Fri Jan 15, 2010 5:18 pm
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 53998
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 trie...
- Fri Jan 15, 2010 5:08 pm
- Forum: Data Providers and other non testing software
- Topic: Synthetic CSI Spreads
- Replies: 2
- Views: 3317
Did you try using CSI API. Instictively, this is how I think you could do it: retrieve the 2 contracts you are interested in and calculate the spread on them (linking them by date). Output the result in a file that Trading Blox can read. i havent done this myself but I would look at it that way. The...
- Tue Dec 22, 2009 12:24 pm
- Forum: Data Providers and other non testing software
- Topic: CSI SYMBOL USC ( USD/EUR)
- Replies: 7
- Views: 5647
I completely agree that downloading raw data - with a piece of software that allows you to do the adjustments yourself is much better - you do not lose any information as you would when doing any transformation (ie think of RAW vs. JPEG in Digital Photography...). Doing just that (saving raw+buildin...
- Mon Dec 21, 2009 1:39 pm
- Forum: Data Providers and other non testing software
- Topic: CSI SYMBOL USC ( USD/EUR)
- Replies: 7
- Views: 5647
marriot - not sure what your workflow is like but do you know that you can export CSI data from the database to a file via their API. This would somehow insulate you from any of these changes they make to their historical database. You could reuse the code I wrote using CSI UA API to extract histori...
- Mon Dec 14, 2009 6:10 pm
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20572
- Mon Dec 14, 2009 9:41 am
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20572
Good thread/link indeed alp, thanks - did look around before posting but did not see that one... Lots of good info and avenues for further reflexion on this thread: I am definitely glad I joined the TradingBlox forum community! So let's say you have two systems which both score equally on your other...
- Sat Dec 12, 2009 9:23 am
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20572
- Fri Dec 11, 2009 12:02 pm
- Forum: Testing and Simulation
- Topic: Quantification of system robustness
- Replies: 27
- Views: 20572
Quantification of system robustness
I am trying to come up with a hypothetical "complete" objective/bliss function for evaluating a trading system. One characteristic I would like to measure, and include in the function is the robustness of the system. However how would one go about measuring it?... Well, trying to define ro...
- Mon Nov 30, 2009 11:40 am
- Forum: Futures Markets
- Topic: Stitching data together manually
- Replies: 14
- Views: 9518
When you start thinking about Continuous Futures contracts (and read CSI docs or similar articles that Sluggo just posted) you realise that there are quite a few options all with different drawbacks, etc. However I believe you ned to choose one method that is the best compromise (even if some argue ...
- Mon Nov 23, 2009 3:44 pm
- Forum: Trader Psychology
- Topic: It's boring to trade a system; how do you use your time?
- Replies: 13
- Views: 16660