Search found 230 matches

by Tim Arnold
Thu May 27, 2010 5:29 pm
Forum: Testing Software
Topic: Trading Blox Custom Indicator
Replies: 5
Views: 6752

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: 3967

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: 3648

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: 13574

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: 6752

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: 8282

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: 8282

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...
by Tim Arnold
Mon Dec 21, 2009 9:03 am
Forum: Testing Software
Topic: Trading Blox Questions
Replies: 1
Views: 4651

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: 3987

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: 9647

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: 9647

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: 11483

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
by Tim Arnold
Fri Jun 19, 2009 11:53 am
Forum: Testing Software
Topic: Some Questions on TradingBlox
Replies: 2
Views: 5631

Thanks for your interest in Trading Blox. 1) The only limit is the amount of memory you have. With a 32 bit computer you can sometimes hit this limit using large numbers of stocks, or huge amounts of intraday data. But with the x64 version and a computer loaded with memory, there is virtually no lim...
by Tim Arnold
Tue Jun 09, 2009 6:44 pm
Forum: Testing and Simulation
Topic: Align portfolio with old positions
Replies: 4
Views: 3465

The stop price entered in the broker positions is the day of entry stop. So if your entry was at 10 and the original stop at 9, then that is what you should enter (adjusted for rolls if using futures). The system will then adjust these stops each day, if using a trailing stop or some other daily sto...
by Tim Arnold
Fri May 29, 2009 5:11 pm
Forum: Data Providers and other non testing software
Topic: hourly data....?
Replies: 2
Views: 3494

I'm not aware of any sources of accurate backadjusted intraday data. You would probably have to roll your own.
by Tim Arnold
Sun May 24, 2009 2:35 pm
Forum: Money Management
Topic: Help with ATR position sizing
Replies: 11
Views: 11483

The Fixed Fractional Money Manager uses the amount of equity to risk divided by the trade risk as the number of contracts or shares to trade. So take the percent risk (risk per trade times the equity) and divide by the risk of the trade ( in this case one atr times the dollars per point ) and that w...
by Tim Arnold
Mon Mar 30, 2009 11:22 am
Forum: Testing and Simulation
Topic: Support for custom built C++ DLL?
Replies: 1
Views: 2520

Trading Blox does not support DLL's or API's at this time. You could write the indicators in Blox, or you could compute the indicators in R and export to a file. Within Trading Blox it is easy to import extra instrument data that is formatted in a text file as Date,Value. The dates are synchronized ...
by Tim Arnold
Wed Feb 25, 2009 5:30 pm
Forum: Testing and Simulation
Topic: Backadjusted point or ratio (%)
Replies: 9
Views: 8282

Futures are back adjusted correctly in a simple arithmetic fashion, in that the spread is removed during the splicing. So the entire data series is adjusted up or down so that the P&L is correct when holding a position over a long period of time, and over many rolls. It is OK in this case for th...
by Tim Arnold
Mon Feb 23, 2009 9:37 am
Forum: Testing and Simulation
Topic: TB simulation: FX slippage etc
Replies: 6
Views: 4985

For a single unit system your code should work fine. For multiple units it would not.

Perhaps some PRINT statements would clarify so you can see what is going on. Also a check of the Filtered Trade Log might help as well in case the exits are being rejected.
by Tim Arnold
Fri Feb 20, 2009 8:37 am
Forum: Testing and Simulation
Topic: TB simulation: FX slippage etc
Replies: 6
Views: 4985

Yes, as sluggo pointed out you can place stop or limit orders for the trading day. There is a minimum slippage in global parameters you should check, and the regular atr slippage is used for forex as well. So if you only want to use pip based slippage (as set in the forex dictionary) then you should...