Search found 218 matches

by Tim Arnold
Wed Apr 06, 2011 8:31 am
Forum: Data Providers and other non testing software
Topic: csi data coupon code
Replies: 0
Views: 1697

csi data coupon code

If you order from CSI please be sure to inform them that you are a Trading Bloxâ„¢ customer and use discount code TBLOX15 to receive a 15% discount on your first order.

www.csidata.com
by Tim Arnold
Tue Mar 15, 2011 5:20 pm
Forum: Data Providers and other non testing software
Topic: Anoyone has download problems today..
Replies: 4
Views: 2463

Yes having the same problem. My hosted server is unable to connect, but my home PC is fine.
by Tim Arnold
Sat Jan 08, 2011 7:51 am
Forum: Testing and Simulation
Topic: Tradestation and Rina
Replies: 3
Views: 2261

Portfolio backtesting for the masses is coming soon.
Well, they use a different definition of 'portfolio backtesting' than I would use. I don't think testing each market separately and then stitching the results together afterwards qualifies as portfolio backtesting.
by Tim Arnold
Wed Nov 24, 2010 12:30 pm
Forum: Data Providers and other non testing software
Topic: Getting data from Bloombergs
Replies: 3
Views: 2260

This file looks fine. If you just delete the stockinfo file for now, Trading Blox will load up all text files and create a market with the symbol "erik" in this case. Then later you could add back the stockinfo file if you need a stock description or currency, etc. Also add the stock to a portfolio ...
by Tim Arnold
Thu Oct 21, 2010 1:52 pm
Forum: Testing and Simulation
Topic: Stop-Loss on entry date
Replies: 1
Views: 1432

Is there a way to have stops executed on entry date? When you place your entry, you can indicate the entry day stop as well such as: broker.EnterLongOnOpen( protectiveStopPrice ) And if you want to adjust this stop price on the entry day, based on the fill price as an example, then you could put th...
by Tim Arnold
Fri Sep 17, 2010 1:28 pm
Forum: Testing and Simulation
Topic: Testing synthetic databases in TBB
Replies: 4
Views: 2422

Trading Blox does not create synthetic data. But if you have different data sources for the same markets, you could run separate tests with each type of data.
by Tim Arnold
Tue Aug 03, 2010 2:47 pm
Forum: Testing and Simulation
Topic: Correlation Matrix:
Replies: 11
Views: 5159

Re: Correlation Matrix:

Correlation Matrix: So I have a portfolio of say 6 instruments. I am interested in looking at their correlation matrix. Can someone please tell me how I can produce a correlation matrix for these 6 instruments – thanks. This block will print your current correlation matrix: http://www.tradingblox...
by Tim Arnold
Thu May 27, 2010 5:29 pm
Forum: Testing Software
Topic: Trading Blox Custom Indicator
Replies: 5
Views: 3912

Yes, there is a static order in which the blox are executed, and it's based on their order in the System Editor. You can verify the order of things quickly by putting PRINT statements in the code, such as to print the block name and script name in each script, to see which gets executed first and se...
by Tim Arnold
Wed Apr 28, 2010 5:56 pm
Forum: Testing and Simulation
Topic: Editing CSI files
Replies: 5
Views: 2444

Many customers have reported that a quick email to CSI resolves the problem with the next download. Fixing at the source is the solution.
by Tim Arnold
Fri Mar 19, 2010 9:21 am
Forum: Testing and Simulation
Topic: Turtle system
Replies: 3
Views: 2636

I don't know about this particular graph, but keep in mind that by default, the Trading Blox Global Parameter Max Volume Per Trade is set to 25%, so if this is left in place with a large test like this, you will generally see a plateau effect. It's important when testing for theoretical results with...
by Tim Arnold
Wed Feb 03, 2010 5:07 pm
Forum: Testing and Simulation
Topic: System Longevity
Replies: 22
Views: 9134

AFJ wrote:presumably Tim or another moderator
Not me -- I always make myself known, loud and clear... :)
by Tim Arnold
Tue Jan 26, 2010 8:18 pm
Forum: Testing Software
Topic: Trading Blox Custom Indicator
Replies: 5
Views: 3912

One way do to this would be use use the OHLC/4 value in the MACD indicator, or create two exponential moving averages with the OHLC/4 value and subtract them. Another way for more control would be to create a calculated indicator. The first two calculated indicators could be some custom value like H...
by Tim Arnold
Tue Jan 19, 2010 5:21 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 5836

I emailed you the trial info.
by Tim Arnold
Tue Jan 19, 2010 2:52 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 5836

CSI provides the adjusted OHLC and the unadjusted C, so Trading Blox can use both of these. The signals and P&L are typically computed using the adjusted OHLC, and some people also use the unadjusted C for signal generation. Trading Blox does not use a historical series of margin data by default, as...
by Tim Arnold
Mon Dec 21, 2009 9:03 am
Forum: Testing Software
Topic: Trading Blox Questions
Replies: 1
Views: 2871

1) If you are using intraday data, then the daily/weekly/monthly bars are created from that data. So you can check your criteria on any time frame, and still place the order on an intraday basis. 2) Yes, you can either include the extra data in the extra data fields as part of the OHLC data file, or...
by Tim Arnold
Thu Dec 10, 2009 12:10 pm
Forum: Data Providers and other non testing software
Topic: Comparing price data between CSI, Pinnacle and TradeStation
Replies: 3
Views: 2716

Here is the data from BarCharts (not backadjusted): HFZ09,2009-11-17,108.465,108.515,108.43,108.475,513153,1507264 HFZ09,2009-11-18,108.505,108.505,108.45,108.485,491008,1528539 HFZ09,2009-11-19,108.505,108.54,108.44,108.525,624360,1523189 HFZ09,2009-11-20,108.535,108.565,108.42,108.445,619855,15059...
by Tim Arnold
Tue Nov 10, 2009 5:17 pm
Forum: Testing and Simulation
Topic: Does TBB support walk-forward tests?
Replies: 10
Views: 6354

You have a binary option when it comes to out of sample data. When the data is used for more than parameter test on the same system, it becomes part of the curve fit conundrum. The only way to remain pure is to throw away the system design and start from scratch, the moment the out of sample data sh...
by Tim Arnold
Tue Nov 10, 2009 3:15 pm
Forum: Testing and Simulation
Topic: Does TBB support walk-forward tests?
Replies: 10
Views: 6354

Trading Blox supports Start Date Stepping, which is a great way to check the robustness of your system over many different start dates. Trading Blox does not support the conventional definition of Walk Forward Testing because the out of sample data becomes in sample far too quickly, so the benefit o...
by Tim Arnold
Sat Oct 03, 2009 11:12 am
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 8547

With the Pro Edition, you can use the Plot ATR block from the blox marketplace, to plot the atr and see the values for each day.

viewtopic.php?t=4725