Traders' Roundtable

Sure it is, although you have to look backwards into the past, not forward into the future, since that has not happened yet. You can always compare today's ATR with the ATR on any date in the past.

Here are some options: Data Providers

From the top of that page: Download ten years of free historical trade data for futures and forex. This data is not updated. Also from that page: This data should only be used for testing and training. If you like this data, you should get your own subscription from CSI. They will provide you with m...

All trades will size based on equity when the order is generated and the unit size script is called. That is typically the same amount (the latest day-end equity) for all orders for a given bar.

The "resolution" of the position is different. Say you have a risk budget of $10,000,000 for a given trade, and the position size comes to 9999 contracts/shares. If the account is smaller or the percentage risk is smaller, such that the risk budget for the trade is $10,000, then the positi...

The sizing logic uses the difference in the Order Price and the exit stop to size the trade. The order report you refer to shows the Fill Price, which was 22 cents worse than the order price in the case of the Agilent trade, thus the extra $700+ of risk. You can't know the fill before you size the t...

Your test starting equity is set to zero. Try using a positive amount that would be commensurate with an amount sufficient to capitalize the strategy.

If you are testing futures, are the margins defined in the futures dictionary?

Degrees of freedom is a statistical concept that,applied to trading systems, typically describes the complexity of the system in terms of the number of parameters contained. You can count the number of parameters in a system, but it is not a statistic reported by Trading Blox

Ah, the you can't edit systems with the Turtle Edition, so my advice doesn't work for you. The Turtle Edition only runs the built in systems or ones that a Builder Edition user encrypts and provides.

Check the first and last test dates (the actual dates tested, not your chosen start and end dates). Your returns might be lower because you run more history once updating the data, and the additional history is less favorable for the system. The futures sample data is kept up to date, and the stock ...

You can choose Update Sample Data from the file menu to download the latest sample database. Futures are updated through the latest close.

Make a copy of the system you wish to use. Run the original system and the copy side by side in the same suite with one trading a futures portfolio and one trading an equity portfolio. That is the way it is done since a system must trade one portfolio and a portfolio cannot mix instrument types.

The sample data you are running on only has data through 2007 for a limited selection of stocks. Trading Blox comes packaged with a sample of such data, and expects you to use it for getting quickly up to speed and able to run simulations prior to setting up your own data source. Once you point Trad...

A software package like Trading Blox allows a person to ask questions like this, formulate several potential "answers" (trading rules or systems) and then test them on historical data to see which seem more or less promising. There might not be one right answer, but there might be one that...

See my answer at viewtopic.php?t=9873

The trade charts are created on the fly as you view them. At this time there is no way to export them. Your best option for now might be screen captures...

The built in Margin to Equity limiter sums the margin requirement of the trade under consideration with the total current margin and compares this number to the margin limit. If it exceeds the limit the trade is rejected. However, it is still possible for a system that submits multiple orders per se...

Hi SquaredQ, I would be thrilled to see the same study started at some anchor window (example 10 years) and then walked forward on some periodic basis Prepare to be very excited when you look upon figures 1-A and 2-A on page 13 of a white paper that we published when I was head of research at Fall R...

Different data vendors have different standards. Trading Blox does not care which you use, but it is likely important to you and your broker.