Search found 224 matches

by Tim Arnold
Tue Jan 06, 2015 2:11 pm
Forum: Stocks
Topic: Splits - Deriving from CSI
Replies: 5
Views: 3666

Re: Splits - Deriving from CSI

We have the actual split data as part of the dividend files from CSI, so we could theoretically use that instead of the "stock split ratio close/uclose" that we use now. However we have not found a reason to as of yet. The close/uclose when adjusted for floating point variations seems to be spot on ...
by Tim Arnold
Tue Jul 01, 2014 8:30 am
Forum: Stocks
Topic: CSI Dividend Info
Replies: 4
Views: 3994

I will see if we can provide a friendly error message to alert the user to the presence of naughty monkeys.
by Tim Arnold
Mon Jun 30, 2014 2:42 pm
Forum: Stocks
Topic: CSI Dividend Info
Replies: 4
Views: 3994

Check the UA/Archives/S folder and open the a0001000.txt file and see if you see something like this: Version 101 1052,20140528,Div,280 1049,20140528,Div,750 1168,20140516,Div,150 1030,20140516,Div,250 1157,20140514,Div,1300 1048,20140514,Div,300 1192,20140507,Div,620 1121,20140507,Div,471 1100,2014...
by Tim Arnold
Thu Aug 15, 2013 8:25 am
Forum: Trend Indicators and Signals
Topic: How to determine Rate of Change from MACD?
Replies: 14
Views: 10560

I tried to revoke my post but was not able to find a way to do that.
You probably can't delete the post, but you should be able to edit.
by Tim Arnold
Thu Aug 15, 2013 7:46 am
Forum: Trend Indicators and Signals
Topic: How to determine Rate of Change from MACD?
Replies: 14
Views: 10560

It enables you to use the same measure to compare multiple markets.
Using raw prices or raw price change like that does not allow for comparing across multiple markets, and is not volatility adjusted. We usually use the ATR as part of the formula for this purpose.
by Tim Arnold
Thu May 30, 2013 7:43 am
Forum: Stocks
Topic: Is there a place for fundamentals in trend trading?
Replies: 16
Views: 19552

Trading Blox has the ability to use fundamental data just like any other data, for signal generation, money and risk management, and any other computation.

The data can be together with the price data as additional data fields, or it can be loaded via separate files.
by Tim Arnold
Sat Jan 12, 2013 6:16 pm
Forum: Testing and Simulation
Topic: where is the Customer Support forum
Replies: 4
Views: 3334

Login to the forum using the forum username associated with your license. View on your profile on the customer login page.
by Tim Arnold
Wed Jul 25, 2012 9:27 am
Forum: Testing and Simulation
Topic: Any ideas how to improve this system?
Replies: 9
Views: 3874

sluggo is very detail oriented, as you can see ;)

I changed the logo and fonts in a recent release as well -- so that could explain the difference.
by Tim Arnold
Sat Jun 09, 2012 9:58 am
Forum: Testing and Simulation
Topic: When do you roll over ?
Replies: 5
Views: 2667

I've tested lots of roll over strategies. You setup CSI UA to rollover early, or with OI/Volume, or late, etc. and then test your developed systems with these various back adjusted data sets to see how the choice of rollover affects the system results. It's critical that you choose a roll over strat...
by Tim Arnold
Thu Feb 09, 2012 8:59 am
Forum: Testing and Simulation
Topic: Kitchen Sink Portfolio Creation
Replies: 4
Views: 2744

Great stuff -- thanks so much for posting!
by Tim Arnold
Mon Nov 14, 2011 10:21 pm
Forum: Testing and Simulation
Topic: Technical Paper on Monte Carlo Simulation by Mark Johnson
Replies: 4
Views: 5488

Fixed the URL.
by Tim Arnold
Sat Nov 12, 2011 4:13 pm
Forum: Testing and Simulation
Topic: Testing and automate Trading strategies
Replies: 7
Views: 3267

the daily download of CSI data generate daily orders within Tradingblox in case of new orders automatically send an email Yes, many customers do this. You can rent an online windows server from GoDaddy or other source, and setup CSI UA and Trading Blox to run on a scheduled basis. The orders can be...
by Tim Arnold
Fri Aug 12, 2011 9:52 pm
Forum: Testing and Simulation
Topic: Newbie question about equity
Replies: 1
Views: 1337

By default the system is only checking available equity as the orders are placed and it does not know hoe many of the orders or which ones will be filled. There is an optional block that checks the equity again as the orders are filled and rejects all new entry orders once the available cash is used...
by Tim Arnold
Wed Jul 13, 2011 2:30 pm
Forum: Money Management
Topic: The turtle sizing rules are flawed
Replies: 8
Views: 6068

Turtles traded futures, not stocks.
by Tim Arnold
Sun Jul 03, 2011 12:50 pm
Forum: Testing and Simulation
Topic: solution
Replies: 2
Views: 1714

Some customers use eSignal together with qCollector (Tradeworks Software) to create hourly bar files live during the day.

http://www.tradingblox.com/tradingblox/ ... rtners.htm
by Tim Arnold
Wed Jun 29, 2011 8:58 am
Forum: Testing Software
Topic: Basic TB questions
Replies: 3
Views: 2751

Thanks for your interest in Trading Blox. 1) Yes as a customer you will always have access to the Customer Support forum, the Blox Marketplace, and the Feature Request forum. 2) Trading Blox charts any built in or custom indicators on the price and trades chart. There is also a Quick Chart feature t...
by Tim Arnold
Wed Jun 22, 2011 2:01 pm
Forum: Testing and Simulation
Topic: Data from Excel to TB
Replies: 7
Views: 3375

Yes TB can handle multiple intraday timeframes. Each system can only be long or short a market, but multiple systems can be tested at the same time so a market can be long and short at the same time.
by Tim Arnold
Fri Jun 17, 2011 4:26 pm
Forum: Testing and Simulation
Topic: Portfolio Filter inflection point and trades
Replies: 6
Views: 2685

Set the test end date, generate orders, then set the test end date ahead and generate orders. If everything looks ok then it was a data change issue. One of the things I do is use Generate Forward in CSI UA to help stabilize the data. But if CSI made data corrections or otherwise, then things can ch...
by Tim Arnold
Sat May 28, 2011 6:33 pm
Forum: Testing and Simulation
Topic: Would I enter this "Order Generated" trade at mark
Replies: 1
Views: 1371

The trade will be rejected if the open is already through the protective stop price. So it will depend on where the open is.

If the open is not already through the protective stop price, but the open is through the stop entry, then Trading Blox will enter on the open.
by Tim Arnold
Wed May 25, 2011 12:08 pm
Forum: Testing and Simulation
Topic: tracking intraday sequences (time stamps) on daily bars
Replies: 14
Views: 5913

You could use intraday data alone and have Trading Blox create the daily, weekly, and monthly bars which you could then use to create indicators and signals. Or you could load two separate data files as two separate instruments appending the daily with a -D. Then use LoadSymbol to load up the daily ...