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Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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Ghost11365
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Post by Ghost11365 » Wed Jul 31, 2013 5:41 pm

Hi,

New to this forum and to TB. I just ran a back test using TMA from 2010-01-01 to 2011-12-31. When I review the trades that would were identified they have entry and exit dates from 2007 - anyone know why my results would have dates out of scope? Thank you.

Jake Carriker
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Post by Jake Carriker » Wed Jul 31, 2013 6:34 pm

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 Trading Blox at a data directory that has data updated through the latest market close, you should see your start and end dates respected.

Ghost11365
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Post by Ghost11365 » Wed Jul 31, 2013 6:53 pm

Thanks for the quick response. Is this also true for futures? Thanks.

Jake Carriker
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Post by Jake Carriker » Thu Aug 01, 2013 9:10 am

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

Ghost11365
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Post by Ghost11365 » Thu Aug 01, 2013 9:07 pm

Sorry not sure I follow - are you saying there is free daily end-of-day futures data that can be downloaded and incorporated in to the simulator? I performed the steps described, tried to run a test from 2013-01-01 to current day and got an error message. Thanks.

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Post by Ghost11365 » Thu Aug 01, 2013 10:12 pm

Additionally, I test is Futures prior to updating data and then after - using the exact same system and same run dates (2010-01-01 to 2012-12-31) my returns were drastically lower...what happened when I "update data"?

Jake Carriker
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Post by Jake Carriker » Fri Aug 02, 2013 9:35 am

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 sample data is not. What kind of error did you get (i.e. what did the debugger message say)?

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