Traders' Roundtable

CSI Unfair Advantage has a tab in the Edit Data settings labelled CASH. When that section is made active, the root symbol for Gold (GC - Floor Only & GC2 Floor + Electronic where applicable) will display the CASH market prices as an end of day settlement value on a daily compression. Silver foll...

CSI allows users to create a historical data stream without any adjustments. In the late 1980 through to the mid 1990 period when paper charts were still popular these type of contract files were named Continuation files, versus Continuous files for data that was Back-Adjusted. To create this kind o...

Hi Redrock, I've only had what you explained happen in the physical markets and found that with watching the spread, volume and open interest changes in each market this can be avoided by changing the roll timing for that date period. It gets avoided because spread, volume and or Open Interest usual...

Hi SizzyB, I don't know TB-PRO well enough to be of much value to your question. I'm also a "roll-your-own poison" kind of trader that hasn't taken the time to understand the value of the systems included with TB. My delay in looking at what is available is caused by my work to port my met...

Back in November of last year I participated in this thread: Deciding on a Backtesting and Trading Platform because the person who initiated the discussion showed his lack of experience in trading and made evaluations based upon that inexperience that I didn't think should be left standing without s...

Our current major systems began trading in 1994 and their results in the market turned out to be a little better than what we had seen in testing before going live. That improved performance continued on up to around year 2000 before dropping. During the period of 2000 to the fall of 2003, results f...

In your trading, how have your realized results compared with your system backtests? Yes. We track each system's net equity change daily and reset it at the start of each year. This is a process we use to measure execution performance. In our case we have been using a full service broker (MF GLobal...

Hello Rush, I've uploaded a TB Blox that should help to get you started at this forum location: Stock File Set Builder As for this topic, it would be best if it needs to be continued that the next posting be made in the Trading Blox Support section of the forum where we reference the Blox location u...

Hi Roger, thanks for the reply. Your tool (:oops:) looks very good. You've got a nice GUI on it and it seems to do the job for you. Hi David, Thank you for the kind words. It does work for us because I have this need to know what is happening while it is happening, and I'm always afraid that bad da...

Hi "levijean", Than can I ask what % of their account most traders here risk on any one trade? The reality of this question is best answered by Tim's answer: Actually, the question [snip] can only be answered by each trader for him/her self In our case we find our answer from our system's ...

[snip] But it seems that maybe such a system exists already? Take a look at this thread http://www.tradingblox.com/forum/viewtopic.php?t=1790 Well I don't want to reinvent the wheel and if someone has such software and it works I'd say go with it, Maybe Roger has more info on such a tool? In the ab...

Hello Rush, Thanks for the kind words. [snip] I am wondering how can i achieve what you said: ... the process you would create in TB would be to look at each symbol and test it for compliance to your acceptance rules. For the candidate symbols that pass your testing, TB can write that symbol to disk...

Hello Rush, Roger, even reducing the size of database via a pass screening, I think the main constrain remains the lenght of the database (40 years). If you take your 40-years of date records, times 15,000 stocks and attempt to create a maximum short-term memory model, it might look like this: Each ...

I doubt there is any way to get around this issue, but it might be possible on a 64-bit OS, maybe. Windows 2K, XP PRO (32-bit), and Vista (32-bit) will limit the amount program memory available to an application, even when you have 3-Gb of physical memory installed. Window XP PRO (64-bit) & Vist...

Sometime this is a matter of testing from a trial and error process. For example, if I were challenged with this task, I would create a simple range band set around the data using some similar median price value, like the median price used to create the baseline for the differential of the Bollinger...

Glad you're going to give it a go. There is a lot of information available on the forum, and if you ask questions, you'll get to fill in the gaps you need to make the process easier each time you make a go at something new.

Here is something to give you hope.

Creating a Blox for the CCI indicator shouldn't be much of an effort. However, when you are new to a program I find some projects are easier to accomplish when you look at how other indicators were created. If you have not poked around in the Blox MarketPlace forum for some ideas, that would be were...

Our beta phase is done, but I'll still make it available. Just send me an email through the PM and I'll send the installer back to the address you provide. This program's installer file size, most of which is the Help file, is about 1.6 MB, so be sure the address you provide can take that size, or t...

In my previous to TBB life I spent a lot of time on this issue and learned some lessons. Equity Curve control of a trading system works best when the system's volatility is high. Performance from an equity curve where unit size doesn't change as a fraction of equity won't provide the same level of g...