You could call them and ask about your subscription.
Be sure also to set the Symbol Dates As Available to As Available, and the portfolio start stop dates as well.
Search found 230 matches
- Sun Oct 23, 2016 8:04 am
- Forum: Data Providers and other non testing software
- Topic: CSI: no data prior to 1980?
- Replies: 2
- Views: 5607
- Mon Aug 29, 2016 8:32 am
- Forum: Testing and Simulation
- Topic: Total risk profile jumped to 100%?
- Replies: 1
- Views: 4416
Re: Total risk profile jumped to 100%?
Risk is not measured with margin but rather the distance between the entry and stop price.
There are a number of properties for margin. The margin for the instrument is fixed in the dictionary. The margin for a trade is just the quantity times margin.
There are a number of properties for margin. The margin for the instrument is fixed in the dictionary. The margin for a trade is just the quantity times margin.
- Tue Aug 16, 2016 10:24 am
- Forum: Data Providers and other non testing software
- Topic: CSI Data Issue
- Replies: 1
- Views: 4060
Re: CSI Data Issue
The tutorial has been updated. http://www.tradingblox.com/connect-data-from-csi-to-trading-blox/ Looks like your dictionary might be old. Be sure to do a full fresh install of the latest version, to get the current dictionary that will match this CSI portfolio. The dictionary you want is in the Data...
- Thu Aug 04, 2016 4:26 pm
- Forum: Forex
- Topic: Trading Blox real time on FXCM and IB
- Replies: 5
- Views: 13727
- Wed Jul 20, 2016 11:00 am
- Forum: Forex
- Topic: Trading Blox real time on FXCM and IB
- Replies: 5
- Views: 13727
Re: Trading Blox real time on FXCM and IB
Ok thanks for the feedback. Will let you know when this project is ready.
- Fri Apr 08, 2016 11:07 am
- Forum: Forex
- Topic: Trading Blox real time on FXCM and IB
- Replies: 5
- Views: 13727
Re: Trading Blox and FXCM
Current beta supports Forex on Interactive Brokers if anyone is interested in testing that.
Broker Direct mode runs automatically every bar, updates data, synchronizes positions between system and broker, and enters new orders.
Broker Direct mode runs automatically every bar, updates data, synchronizes positions between system and broker, and enters new orders.
- Fri Mar 11, 2016 3:50 pm
- Forum: Testing and Simulation
- Topic: Walk Forward Analysis
- Replies: 4
- Views: 6471
Re: Walk Forward Analysis
1. I'm sure there are different thoughts on that. You can test a regular re optimization strategy with the walk forward feature. 2. You could test both and see how the historical results look. Lots of variables and opinions involved in the correlation between historical results and future results. M...
- Tue Mar 01, 2016 10:52 pm
- Forum: Testing and Simulation
- Topic: Interactive Broker Symbol Error
- Replies: 1
- Views: 4563
Re: Interactive Broker Symbol Error
Set the correct IB exchange and symbols in the Futures Dictionary.
- Wed Feb 24, 2016 10:38 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15395
- Wed Feb 24, 2016 8:05 am
- Forum: Testing and Simulation
- Topic: Harmony Search Algorithm
- Replies: 10
- Views: 15395
Re: Harmony Search Algorithm
I have not tried this. I don't use this approach and have not found genetic or brute force optimization strategies very useful.
- Wed Feb 24, 2016 8:04 am
- Forum: Testing and Simulation
- Topic: Optimization - Independently testing parameters
- Replies: 1
- Views: 5007
Re: Optimization - Independently testing parameters
The first rule of optimization is, don't. But seriously, assuming the goal is a robust system, with robust defined as high probability of future performance similar to past performance, be very careful to 'keep it simple' and reduce the number of parameters. Fully understand each and why they are in...
- Wed Feb 17, 2016 5:01 pm
- Forum: Testing and Simulation
- Topic: FOREX Historical Carry Rates
- Replies: 3
- Views: 5828
Re: FOREX Historical Carry Rates
Thanks, that's great.
- Wed Feb 17, 2016 8:04 am
- Forum: Testing and Simulation
- Topic: FOREX Historical Carry Rates
- Replies: 3
- Views: 5828
Re: FOREX Historical Carry Rates
You can get the data from forex brokers like: http://www.oanda.com/forex-trading/analysis/historical-rates However each broker is likely different, so you should get the bid/ask and carry rates from the broker you are using. Trading Blox has a real time direct and automated connection with FXCM and ...
- Thu Feb 04, 2016 9:33 am
- Forum: Testing and Simulation
- Topic: Experience of stock dividends and splits in simulation
- Replies: 1
- Views: 4429
Re: Experience of stock dividends and splits in simulation
The affect on your system results will depend on your system, long term, short term, edge, etc. But it is important to include dividends and delisted stocks if you want an accurate back test. I am not a fan of trading only stocks that were a member of the S&P500 at some historical point -- I don...
- Fri Jan 22, 2016 1:35 pm
- Forum: Forex
- Topic: Trading Blox real time on FXCM and IB
- Replies: 5
- Views: 13727
Re: Trading Blox and FXCM
The new beta version is setup to interface with FXCM.
Use a new separate install folder of 4.4.7 and upgrade to the beta. Select the FXCM Suite and run a test.
Use a new separate install folder of 4.4.7 and upgrade to the beta. Select the FXCM Suite and run a test.
- Thu Jan 21, 2016 2:47 pm
- Forum: Forex
- Topic: Trading Blox real time on FXCM and IB
- Replies: 5
- Views: 13727
Trading Blox real time on FXCM and IB
I am working on some real time integration options between Trading Blox and the forex broker FXCM. This would make available dynamic real time intraday data in Trading Blox for live charting, and offer the possibility of automated execution of orders. If there are any Forex traders, or FXCM customer...
- Wed Jan 13, 2016 8:07 am
- Forum: Testing and Simulation
- Topic: Backtest Metric
- Replies: 1
- Views: 4618
Re: Backtest Metric
It's a good question and worth discussing.
To find existing discussions, search the forum for the key word "goodness", as we often use Goodness Measure to define this metric.
To find existing discussions, search the forum for the key word "goodness", as we often use Goodness Measure to define this metric.
- Wed Jan 13, 2016 8:04 am
- Forum: Testing and Simulation
- Topic: Tradingblox question!
- Replies: 1
- Views: 4394
Re: Tradingblox question!
Yes intraday data can be charted with Quick Charts, and also charted on the trade chart. If you include the symbol in a portfolio you can use the Chart System to plot on the trade chart. The Chart System is just a blank system that does not trade -- you can create a new one as well.
- Wed Jan 13, 2016 8:02 am
- Forum: Testing and Simulation
- Topic: About Intraday data
- Replies: 1
- Views: 4271
Re: About Intraday data
You can put any intraday data into a CSV text file in the format D,T,O,H,L,C,V. Be sure there is a header line so the timeframe is clear. Date is YYYYMMDD and Time is HHMM. DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME 20040701,0810,28.690,28.710,28.560,28.700,20368 20040701,0820,28.690,28.700,28.650,28.650,...
- Sat Dec 19, 2015 8:53 am
- Forum: Testing and Simulation
- Topic: In Sample vs Out of Sample Run
- Replies: 7
- Views: 11515
Re: In Sample vs Out of Sample Run
Thanks for sharing -- keep us posted on your progress.