need some info on tradingblox

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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vol_trader
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Joined: Mon Jan 21, 2008 12:50 pm

need some info on tradingblox

Post by vol_trader »

Hi All,
I am quite interested in getting TBB. Before go ahead, I would like to have your input on the below questions.

1. can TBB run test on intraday data, e.g. 1 min bar, I am using data from tickdata.com?
2. can I define extra columns in the uploaded files? e.g. sell vol and buy vol

Thanks for your input, Tom
Tim Arnold
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Location: Boston, MA
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Post by Tim Arnold »

Hi,
Thanks for your interest in Trading Blox.

1) Yes, Trading Blox can use intraday data as small as 1 minute bars. Check if you can export the data from tickdata.com into a comma delimited text file with the following fields: D,T,O,H,L,C,V.

2) Yes, you can add extra data fields onto each bar of data. Trading Blox supports up to 8 extra fields after the standard fields. In addition you can also import data from any external files in a Date,Data format and attach to the instrument once loaded into Trading Blox. This is done using our LoadExternalData function call.

Hope that helps.
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