Search found 230 matches

by Tim Arnold
Sun Oct 23, 2016 8:04 am
Forum: Data Providers and other non testing software
Topic: CSI: no data prior to 1980?
Replies: 2
Views: 4434

Re: CSI: no data prior to 1980?

You could call them and ask about your subscription.

Be sure also to set the Symbol Dates As Available to As Available, and the portfolio start stop dates as well.
by Tim Arnold
Mon Aug 29, 2016 8:32 am
Forum: Testing and Simulation
Topic: Total risk profile jumped to 100%?
Replies: 1
Views: 3122

Re: Total risk profile jumped to 100%?

Risk is not measured with margin but rather the distance between the entry and stop price.

There are a number of properties for margin. The margin for the instrument is fixed in the dictionary. The margin for a trade is just the quantity times margin.
by Tim Arnold
Tue Aug 16, 2016 10:24 am
Forum: Data Providers and other non testing software
Topic: CSI Data Issue
Replies: 1
Views: 2785

Re: CSI Data Issue

The tutorial has been updated. http://www.tradingblox.com/connect-data-from-csi-to-trading-blox/ Looks like your dictionary might be old. Be sure to do a full fresh install of the latest version, to get the current dictionary that will match this CSI portfolio. The dictionary you want is in the Data...
by Tim Arnold
Wed Jul 20, 2016 11:00 am
Forum: Forex
Topic: Trading Blox real time on FXCM and IB
Replies: 5
Views: 12189

Re: Trading Blox real time on FXCM and IB

Ok thanks for the feedback. Will let you know when this project is ready.
by Tim Arnold
Fri Apr 08, 2016 11:07 am
Forum: Forex
Topic: Trading Blox real time on FXCM and IB
Replies: 5
Views: 12189

Re: Trading Blox and FXCM

Current beta supports Forex on Interactive Brokers if anyone is interested in testing that.

Broker Direct mode runs automatically every bar, updates data, synchronizes positions between system and broker, and enters new orders.
by Tim Arnold
Fri Mar 11, 2016 3:50 pm
Forum: Testing and Simulation
Topic: Walk Forward Analysis
Replies: 4
Views: 5001

Re: Walk Forward Analysis

1. I'm sure there are different thoughts on that. You can test a regular re optimization strategy with the walk forward feature. 2. You could test both and see how the historical results look. Lots of variables and opinions involved in the correlation between historical results and future results. M...
by Tim Arnold
Tue Mar 01, 2016 10:52 pm
Forum: Testing and Simulation
Topic: Interactive Broker Symbol Error
Replies: 1
Views: 3345

Re: Interactive Broker Symbol Error

Set the correct IB exchange and symbols in the Futures Dictionary.
by Tim Arnold
Wed Feb 24, 2016 8:05 am
Forum: Testing and Simulation
Topic: Harmony Search Algorithm
Replies: 10
Views: 13848

Re: Harmony Search Algorithm

I have not tried this. I don't use this approach and have not found genetic or brute force optimization strategies very useful.
by Tim Arnold
Wed Feb 24, 2016 8:04 am
Forum: Testing and Simulation
Topic: Optimization - Independently testing parameters
Replies: 1
Views: 3752

Re: Optimization - Independently testing parameters

The first rule of optimization is, don't. But seriously, assuming the goal is a robust system, with robust defined as high probability of future performance similar to past performance, be very careful to 'keep it simple' and reduce the number of parameters. Fully understand each and why they are in...
by Tim Arnold
Wed Feb 17, 2016 5:01 pm
Forum: Testing and Simulation
Topic: FOREX Historical Carry Rates
Replies: 3
Views: 4563

Re: FOREX Historical Carry Rates

Thanks, that's great.
by Tim Arnold
Wed Feb 17, 2016 8:04 am
Forum: Testing and Simulation
Topic: FOREX Historical Carry Rates
Replies: 3
Views: 4563

Re: FOREX Historical Carry Rates

You can get the data from forex brokers like: http://www.oanda.com/forex-trading/analysis/historical-rates However each broker is likely different, so you should get the bid/ask and carry rates from the broker you are using. Trading Blox has a real time direct and automated connection with FXCM and ...
by Tim Arnold
Thu Feb 04, 2016 9:33 am
Forum: Testing and Simulation
Topic: Experience of stock dividends and splits in simulation
Replies: 1
Views: 3165

Re: Experience of stock dividends and splits in simulation

The affect on your system results will depend on your system, long term, short term, edge, etc. But it is important to include dividends and delisted stocks if you want an accurate back test. I am not a fan of trading only stocks that were a member of the S&P500 at some historical point -- I don...
by Tim Arnold
Fri Jan 22, 2016 1:35 pm
Forum: Forex
Topic: Trading Blox real time on FXCM and IB
Replies: 5
Views: 12189

Re: Trading Blox and FXCM

The new beta version is setup to interface with FXCM.

Use a new separate install folder of 4.4.7 and upgrade to the beta. Select the FXCM Suite and run a test.
by Tim Arnold
Thu Jan 21, 2016 2:47 pm
Forum: Forex
Topic: Trading Blox real time on FXCM and IB
Replies: 5
Views: 12189

Trading Blox real time on FXCM and IB

I am working on some real time integration options between Trading Blox and the forex broker FXCM. This would make available dynamic real time intraday data in Trading Blox for live charting, and offer the possibility of automated execution of orders. If there are any Forex traders, or FXCM customer...
by Tim Arnold
Wed Jan 13, 2016 8:07 am
Forum: Testing and Simulation
Topic: Backtest Metric
Replies: 1
Views: 3406

Re: Backtest Metric

It's a good question and worth discussing.
To find existing discussions, search the forum for the key word "goodness", as we often use Goodness Measure to define this metric.
by Tim Arnold
Wed Jan 13, 2016 8:04 am
Forum: Testing and Simulation
Topic: Tradingblox question!
Replies: 1
Views: 3112

Re: Tradingblox question!

Yes intraday data can be charted with Quick Charts, and also charted on the trade chart. If you include the symbol in a portfolio you can use the Chart System to plot on the trade chart. The Chart System is just a blank system that does not trade -- you can create a new one as well.
by Tim Arnold
Wed Jan 13, 2016 8:02 am
Forum: Testing and Simulation
Topic: About Intraday data
Replies: 1
Views: 3070

Re: About Intraday data

You can put any intraday data into a CSV text file in the format D,T,O,H,L,C,V. Be sure there is a header line so the timeframe is clear. Date is YYYYMMDD and Time is HHMM. DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME 20040701,0810,28.690,28.710,28.560,28.700,20368 20040701,0820,28.690,28.700,28.650,28.650,...
by Tim Arnold
Sat Dec 19, 2015 8:53 am
Forum: Testing and Simulation
Topic: In Sample vs Out of Sample Run
Replies: 7
Views: 9925

Re: In Sample vs Out of Sample Run

Thanks for sharing -- keep us posted on your progress.