Search found 230 matches

by Tim Arnold
Sat Nov 21, 2015 9:48 am
Forum: Testing Software
Topic: Software performance questions
Replies: 3
Views: 10880

Re: Software performance questions

I guess "all line up" was a bad choice of words. How about "if all conditions are met":

Code: Select all

IF instrument.time > 1000 AND instrument.time < 1100 AND instrumentDaily.rsi < 10 AND instrument15.rsi < 5 THEN
 broker.EnterLongOnOpen
ENDIF
by Tim Arnold
Fri Nov 20, 2015 4:52 pm
Forum: Testing Software
Topic: Software performance questions
Replies: 3
Views: 10880

Re: Software performance questions

1. Yes that is fine. I run 30,000 stocks without issue. 6000 stocks of daily data over 2 years is a few minute test. Plus a few minutes to load the data first run -- it is cached in memory after that. If you want to use 1 minute data over 2 years for 6000 stocks then you might need more memory. I wo...
by Tim Arnold
Fri Jun 05, 2015 12:21 pm
Forum: Testing and Simulation
Topic: Exit All Units on Close
Replies: 4
Views: 5258

Re: Exit All Units on Close

You can always compute the close at which the moving average will equal a set value x and place the stop close order at that price. Or you could use the After Instrument Open script to place your order (for back testing only). In this script you have access to the current OHLC. n = days in moving av...
by Tim Arnold
Tue Apr 28, 2015 9:20 am
Forum: Testing and Simulation
Topic: Percent Profit Factor
Replies: 4
Views: 4853

Re: Percent Profit Factor

I understand using past data no guide to future profit contribution Exactly. Test a basket of 50 markets from 1990-2000 and pick the top 10 based on some criteria like Percent Profit Factor. Then test these 10 markets from 2001-2010. Compare this to having traded all 50 from 2001-2010 or a random s...
by Tim Arnold
Tue Mar 31, 2015 12:56 pm
Forum: Testing and Simulation
Topic: Dual Momentum Gary Antonacci
Replies: 15
Views: 29895

Re: Dual Momentum Gary Antonacci

I am wondering why one would want to dissuade people from asking for help in this forum, isn't it part of its function ? No one is obliged to respond. Yes I agree with you, I don't see the advantage, purpose, or greater benefit of the types of responses you have seen in this posting. The forum was ...
by Tim Arnold
Tue Jan 06, 2015 2:11 pm
Forum: Stocks
Topic: Splits - Deriving from CSI
Replies: 5
Views: 6760

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 b...
by Tim Arnold
Tue Jul 01, 2014 8:30 am
Forum: Stocks
Topic: CSI Dividend Info
Replies: 4
Views: 6302

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: 6302

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: 15588

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: 15588

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: 25381

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: 4724

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: 6192

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: 4268

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: 4185

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: 7383

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: 5113

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: 1969

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: 8324

Turtles traded futures, not stocks.