Search found 230 matches
- Thu May 27, 2010 5:29 pm
- Forum: Testing Software
- Topic: Trading Blox Custom Indicator
- Replies: 5
- Views: 7962
Yes, there is a static order in which the blox are executed, and it's based on their order in the System Editor. You can verify the order of things quickly by putting PRINT statements in the code, such as to print the block name and script name in each script, to see which gets executed first and se...
- Wed Apr 28, 2010 5:56 pm
- Forum: Testing and Simulation
- Topic: Editing CSI files
- Replies: 5
- Views: 3982
- Fri Mar 19, 2010 9:21 am
- Forum: Testing and Simulation
- Topic: Turtle system
- Replies: 3
- Views: 3657
I don't know about this particular graph, but keep in mind that by default, the Trading Blox Global Parameter Max Volume Per Trade is set to 25%, so if this is left in place with a large test like this, you will generally see a plateau effect. It's important when testing for theoretical results with...
- Wed Feb 03, 2010 5:07 pm
- Forum: Testing and Simulation
- Topic: System Longevity
- Replies: 22
- Views: 13750
- Tue Jan 26, 2010 8:18 pm
- Forum: Testing Software
- Topic: Trading Blox Custom Indicator
- Replies: 5
- Views: 7962
One way do to this would be use use the OHLC/4 value in the MACD indicator, or create two exponential moving averages with the OHLC/4 value and subtract them. Another way for more control would be to create a calculated indicator. The first two calculated indicators could be some custom value like H...
- Tue Jan 19, 2010 5:21 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8348
- Tue Jan 19, 2010 2:52 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8348
- Mon Dec 21, 2009 9:03 am
- Forum: Testing Software
- Topic: Trading Blox Questions
- Replies: 1
- Views: 5705
1) If you are using intraday data, then the daily/weekly/monthly bars are created from that data. So you can check your criteria on any time frame, and still place the order on an intraday basis. 2) Yes, you can either include the extra data in the extra data fields as part of the OHLC data file, or...
- Thu Dec 10, 2009 12:10 pm
- Forum: Data Providers and other non testing software
- Topic: Comparing price data between CSI, Pinnacle and TradeStation
- Replies: 3
- Views: 4063
Here is the data from BarCharts (not backadjusted): HFZ09,2009-11-17,108.465,108.515,108.43,108.475,513153,1507264 HFZ09,2009-11-18,108.505,108.505,108.45,108.485,491008,1528539 HFZ09,2009-11-19,108.505,108.54,108.44,108.525,624360,1523189 HFZ09,2009-11-20,108.535,108.565,108.42,108.445,619855,15059...
- Tue Nov 10, 2009 5:17 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 9757
You have a binary option when it comes to out of sample data. When the data is used for more than parameter test on the same system, it becomes part of the curve fit conundrum. The only way to remain pure is to throw away the system design and start from scratch, the moment the out of sample data sh...
- Tue Nov 10, 2009 3:15 pm
- Forum: Testing and Simulation
- Topic: Does TBB support walk-forward tests?
- Replies: 10
- Views: 9757
Trading Blox supports Start Date Stepping, which is a great way to check the robustness of your system over many different start dates. Trading Blox does not support the conventional definition of Walk Forward Testing because the out of sample data becomes in sample far too quickly, so the benefit o...
- Sat Oct 03, 2009 11:12 am
- Forum: Money Management
- Topic: Help with ATR position sizing
- Replies: 11
- Views: 11552
With the Pro Edition, you can use the Plot ATR block from the blox marketplace, to plot the atr and see the values for each day.
viewtopic.php?t=4725
viewtopic.php?t=4725
- Fri Jun 19, 2009 11:53 am
- Forum: Testing Software
- Topic: Some Questions on TradingBlox
- Replies: 2
- Views: 6703
Thanks for your interest in Trading Blox. 1) The only limit is the amount of memory you have. With a 32 bit computer you can sometimes hit this limit using large numbers of stocks, or huge amounts of intraday data. But with the x64 version and a computer loaded with memory, there is virtually no lim...
- Tue Jun 09, 2009 6:44 pm
- Forum: Testing and Simulation
- Topic: Align portfolio with old positions
- Replies: 4
- Views: 3496
The stop price entered in the broker positions is the day of entry stop. So if your entry was at 10 and the original stop at 9, then that is what you should enter (adjusted for rolls if using futures). The system will then adjust these stops each day, if using a trailing stop or some other daily sto...
- Fri May 29, 2009 5:11 pm
- Forum: Data Providers and other non testing software
- Topic: hourly data....?
- Replies: 2
- Views: 3529
- Sun May 24, 2009 2:35 pm
- Forum: Money Management
- Topic: Help with ATR position sizing
- Replies: 11
- Views: 11552
The Fixed Fractional Money Manager uses the amount of equity to risk divided by the trade risk as the number of contracts or shares to trade. So take the percent risk (risk per trade times the equity) and divide by the risk of the trade ( in this case one atr times the dollars per point ) and that w...
- Mon Mar 30, 2009 11:22 am
- Forum: Testing and Simulation
- Topic: Support for custom built C++ DLL?
- Replies: 1
- Views: 2530
Trading Blox does not support DLL's or API's at this time. You could write the indicators in Blox, or you could compute the indicators in R and export to a file. Within Trading Blox it is easy to import extra instrument data that is formatted in a text file as Date,Value. The dates are synchronized ...
- Wed Feb 25, 2009 5:30 pm
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8348
- Mon Feb 23, 2009 9:37 am
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 5031
- Fri Feb 20, 2009 8:37 am
- Forum: Testing and Simulation
- Topic: TB simulation: FX slippage etc
- Replies: 6
- Views: 5031
Yes, as sluggo pointed out you can place stop or limit orders for the trading day. There is a minimum slippage in global parameters you should check, and the regular atr slippage is used for forex as well. So if you only want to use pip based slippage (as set in the forex dictionary) then you should...