Traders' Roundtable

Hi,

Has anyone developed blocks for Volatility Pumping or CRP?

Or can anyone suggest how CRP may be simulated with existing blocks?

Thanks in advance
Medius

For the purposes of testing rebalancing can we?

Automate contiguous simulations ? If so how?

And can we pass the End Balance (or any other simulation results like positions exited due to test end etc) of one simulation to the Test Starting Equity of another? (Without having to do it manually).

My apologies if this is very easy and obvious, or completely unnecessary due to some fundamental oversight.

I've written a Risk Management block to readjust stops based on riskEquity and a frequency parameter (none,daily, weekly monthly and yearly).

The next step is to test readjusting/rebalancing by selling into the market and repurchasing.

This I've written but I'm not sure the additional orders are being executed.

Will "broker.EnterLongOnOpen" orders work from the Risk Management block?

I guess you could put a PRINT statement in your Risk Management block, right before your "broker.EnterLongOnOpen" statement, which puts a message to the print output file saying

Risk Mgt Block is about to issue a broker.EnterLongOnOpen command, wish me luck!

Then I guess you could put another PRINT statement in your Entry Order Filled script, saying

Bang, Zoom, the entry order was filled!

After running the system you could look in the print output and find each line that says "about to issue a broker.EnterLong command". Is it immediately followed by "Bang, Zoom, filled" in the printed output?

Medius wrote:Will "broker.EnterLongOnOpen" orders work from the Risk Management block?

I've had no trouble using the Broker Object's AdjustPositionOnOpen in the Risk Manager's Adjust Instrument Risk. You shouldn't have a problem with any of the other Broker methods.

Side Note:
Place Trading Blox Specific questions in the Trading Blox Support section of this forum. By putting TB specific question there, you are more likely to get a faster response. This is because some of us often don't read this section of the forum unless there is a need for a distraction.

Thanks sluggo great idea. However Risk Management doesnt have an Entry Order Filled script option? Well as far as I can see.

Edit:
Ok thanks Roger.