Trading Blox Builder's Guide

Opera Bug

Contents | Index

• Getting Started Tutorial
  • What Are Blox?
  • Creating a New System
    • 1. New System Blox
    • 2. Adding Parameters
    • 3. Adding Indicator
    • 4. Entering Code
    • 5. Building A System
    • 6. Creating A Suite
  • Improving a New System
    • Protective Position Pricing
    • Copy System Items
    • Protective Exit Orders
    • Entry Order Protection
    • Active Order Protection
    • Order Sizing
    • Trading Risk
    • Money Management
• Trading Blox Architecture
  • Working with Systems, Blox & Scripts
    • Working with Systems
    • Working with Blox
      • Blox Name Changes
    • Working with Scripts
    • Basic Scripts
    • Equity Types
  • Process Flow
  • Simulation Loop
  • Comprehensive Simulation Loop
• Blox Module Reference
  • Blox Types
    • Portfolio Manager
    • Entry
    • Exit
    • Money Manager
    • Risk Manager
    • Auxiliary
  • Blox Scripts
    • New Block Creation
    • Managing Block Scripts
  • Blox Script Timing
  • Blox System Placements
  • Global Script Timing
  • Script Section Reference
    • Before Simulation
    • Set Parameters
      • Set Parameters Methods
    • Before Test
    • Rank Instruments
    • Filter Portfolio
    • Before Trading Day
    • Before Instrument Day
    • Before Bar
    • Before Close
    • Exit Orders
    • Entry Orders
    • Can Place Order
    • Unit Size
    • Can Add Unit
    • Filtered Order Notification
    • Before Order Execution
    • Update Indicators
    • Can Fill Order
    • Exit Order Filled
    • Entry Order Filled
    • After Instrument Open
    • After Bar
    • Adjust Stops
    • Initialize Risk Management
    • Compute Instrument Risk
    • Compute Risk Adjustment
    • Adjust Instrument Risk
    • After Instrument Day
    • After Trading Day
    • After Test
    • After Simulation
    • Post Process Utility
• Blox Basic Language Reference
  • Basic Keywords
  • Data Variables
    • Colors
    • Constants Reference
    • About Data Variables
    • Data Comments
    • Data Groups
      • Block Permanent Variables
        • Series Data Information
      • Instrument Permanent Variables
      • Parameters
        • Parameter Control
          • Parameter Value Updates
        • Parameter Selector
        • Parameter Stepping
        • Parameter Stepping Priority
      • Indicators
      • Local Variables
    • Data Names
    • Data Scope
      • Defined Elsewhere
    • Data Types
      • Boolean
      • Floating
      • Instrument & BPV
      • Integer
      • Percent
      • Price
      • Selector
      • Series
        • String Series
          • Numeric Series
        • Dual Series
      • String
  • Function Reference
    • Custom
      • Custom User Functions
    • Date & Time
      • ChartTime
      • DateToJulian
      • DayMonthYearToDate
      • DayOfMonth
      • DayOfWeek
      • DayOfWeekName
      • DaysInMonth
      • Hour
      • JulianToDate
      • Minute
      • Month
      • MonthName
      • SystemDate
      • SystemTime
      • TimeDiff
      • WeekNumberISO
      • Year
    • File & Disk
      • BuildDividendFiles
      • ClearLogWindow
      • CloseAuxiliaryWindow
      • CloseLogWindow
      • CopyFile
      • CreateDirectory
      • DeleteFile
      • EditFile
      • Extract
      • FileDate
      • FileDateTime
      • FileExists
      • FileSize
      • FileTime
      • LoadBPVFromFile
      • LoadIPVFromFile
      • MoveFile
      • OpenAuxiliaryWindow
      • OpenFile
      • OpenFileDialog
      • OpenLogWindow
      • RenameFile
      • SaveFileDialog
    • General
      • ColorRGB
        • Color Selection Dialog
      • FileVersion
      • FileVersionNumerical
      • GetRegistryKey
      • LicenseName
      • LineNumber
      • Message Box
      • PlaySound
      • Preference Items
      • ProductVersion
      • ProductVersionNumerical
      • SetRegistryKey
      • Type
      • Variables
    • Math
      • AbsoluteValue
      • ArcCosine
      • ArcSine
      • ArcTangent
      • ArcTangentXY
      • Average
      • CAGR
      • Ceiling
      • Correlation
      • CorrelationLog
      • Cosine
      • DegreesToRadians
      • EMA
      • Exponent
      • Floor
      • Hypotenuse
      • IfThenElse
      • IsUndefined
      • Log
      • Max
      • Min
      • RadiansToDegrees
      • Random
      • RandomDouble
      • RandomSeed
      • Round
      • RSquared
      • Sign
      • Sine
      • Square Root
      • StandardDeviation
      • StandardDeviationLog
      • SumValues
      • Tangent
    • Series
      • AsDate
      • GCD
      • AsSeries
      • Average
      • CopySeries
      • Correlation
      • CorrelationLog
      • CorrelationLogSynch
      • CorrelationSynch
      • CrossOver
      • Data Series Indexing
      • DownloadWebFile
      • GetSeriesSize
      • Highest
      • HighestBar
      • Lowest
      • LowestBar
      • LowestBar2
      • MaxSynchBars
      • Median
      • RegressionEnd
      • RegressionSlope
      • RegressionValue
      • RSI
      • SetAllowParameterWrite
      • SetAllowPostDictive
      • SetAuxiliaryWindowText
      • SetIBTWSDataTimeZone
      • SetSeriesAutoIndex
      • SetSeriesColorStyle
      • SetSeriesEnable
      • SetSeriesSize
      • SetSeriesValues
      • SetSeriesValueType
      • SortSeries
      • SortSeriesDual
      • StandardDeviation
      • StandardDeviationLog
      • Sum
      • SwingHigh
      • SwingHighBars
      • SwingLow
      • SwingLowBars
      • SetSeriesNameColor
    • String
      • ASCII
      • ASCII To Characters
      • AsString
      • Character to ASCII to Character
      • EncloseInQuotes
      • FindString
      • FormatString
      • GetField
      • GetFieldCount
      • GetFieldNumber
      • LeftCharacters
      • LowerCase
      • MiddleCharacters
      • RemoveCommasBetweenQuotes
      • RemoveNonDigits
      • ReplaceString
      • RightCharacters
      • StringLength
      • TrimLeftSpaces
      • TrimRightSpaces
      • TrimSpaces
      • UpperCase
    • Type Conversion
      • AsFloating
      • AsInteger
      • AsSeries
      • AsString
      • IsFloating
      • IsInteger
      • IsString
  • Indicator Pack 1
    • Indicator Pack 1 Indicators
      • Average Trend Channel
      • Chaiken Money Flow
      • Commodity Channel Index
      • Dominant Cycle
      • Historic Volatility
      • Kaufman Adaptive Moving Average
      • Keltner Channel
      • Klinger Oscillator Indicator
      • On Balance Volume
      • Trend Vigor
      • True Strength Indicator
    • Indicator Pack 1 Series Functions
      • EhlersZeroLagEma
      • InstantaneousTrendLine
      • MarketNoise
      • MedianAbsoluteDeviation
      • Momentum
      • MRO
      • Percentile
      • PercentRank
      • RateOfChange
      • SpearmanCorrelation
      • SpearmanCorrelationSync
      • SpearmanLogCorrelation
      • SpearmanLogCorrelationSync
      • ValueChart
      • WMA - Weighted M-Avg.
      • Z-Score
  • Indicator Reference
    • Basic Indicators
    • Calculated Indicators
    • Creating Indicators
    • Custom Indicators
    • Indicator Access
    • Indicator Bar to Week Time Frame
  • Operator Reference
    • Comparison
  • Script Problem Information
    • Auto-Keyword Changes
    • Debugger
      • Break Point Editor
    • Key Word Changes
    • Restricted Keywords
  • Statement Reference
    • Assignment
    • DO
    • ERROR
    • FOR
    • IF
    • PRINT
    • WHILE
• Trading Objects Reference
  • Alternate Objects
    • AlternateBroker Object
    • AlternateOrder Object
    • AlternateSystem Object
  • Block
    • Group
    • Name
    • ScriptName
    • System
    • SystemIndex
  • Broker
    • Entry Order Functions
      • EnterLongOnOpen
      • EnterShortOnOpen
      • EnterLongOnStopOpen
      • EnterLongAtLimitOpen
      • EnterShortOnStopOpen
      • EnterShortAtLimitOpen
      • EnterLongOnStop
      • EnterShortOnStop
      • EnterLongAtLimit
        • Limit Order Operation 
      • EnterShortAtLimit
      • EnterLongOnClose
      • EnterShortOnClose
      • EnterLongOnStopClose
      • EnterShortOnStopClose
      • EnterLongAtLimitClose
      • EnterShortAtLimitClose
    • Exit Order Functions
      • ExitAllUnitsOnOpen
      • ExitUnitOnOpen
      • ExitAllUnitsOnStopOpen
      • ExitAllUnitsAtLimitOpen
      • ExitUnitOnStopOpen
      • ExitUnitAtLimitOpen
      • ExitAllUnitsOnStop
      • ExitUnitOnStop
      • ExitAllUnitsAtLimit
      • ExitUnitAtLimit
      • ExitAllUnitsOnClose
      • ExitUnitOnClose
      • ExitAllUnitsOnStopClose
      • ExitUnitOnStopClose
      • ExitAllUnitsAtLimitClose
      • ExitUnitAtLimitClose
    • Broker Order Information
    • Entry Day Exit Order
    • Position Adjustment Functions
      • AdjustPositionOnClose
      • AdjustPositionOnOpen
      • AdjustPositionOnStop
      • AdjustPositionAtLimit
      • AdjustSystemRiskToMax
    • Adjusting Size Example
  • Chart
    • AddBarLayer
    • AddBarSeries
    • AddContourLayer
    • AddHLOCLayer
    • AddLineLayer
    • AddLineSeries
    • AddMultiChart
    • AddScatter
    • Custom Chart Definitions
    • Make
    • NewAngularMeter
    • NewMultiChart
    • NewPie
    • NewXY
    • SetAutoScale
    • SetAxisTitle
    • SetBarGapShape
    • SetChartColors
    • SetLegendPosition
    • SetPieChartLabelColor
    • SetPlotArea
    • Setting AutoScale
    • SetxAxisDates
    • SetxAxisLabels
    • SetxAxisLinearScale
    • Sety2AxisLabelStyle
    • Sety2AxisLinearScale
    • Sety2AxisTitle
    • SetyAxisAutoScale
    • SetyAxisLabelStyle
    • SetyAxisLinearScale
  • Email Manager
    • EmailAddImage
    • EmailConnect
    • EmailConnectSSL
    • EmailDisconnect
    • EmailSend
    • EmailSendHTML
  • File Manager
    • Close
    • CountLines
    • DefaultFolder
    • EndOfFile
    • OpenAppend
    • OpenRead
    • OpenWrite
    • PartialLine
    • ReadLine
    • WriteLine
    • WriteString
  • Instrument
    • Accessing Instruments
      • Instrument Context
      • Instrument Priming
    • Correlation Functions
      • ResetCloselyCorrelated
      • ResetLooselyCorrelated
      • AddCloselyCorrelated
      • AddLooselyCorrelated
    • Correlation Properties
    • Data Properties
      • Data Class Properties
      • TradesOnTradeBar
    • DataFunctions
      • AddCommission
      • DisableTrading
      • Extract
      • GetDateTimeIndex
      • GetDayIndex
      • PriceFormat
      • RealPrice
      • RoundTick
      • RoundTickDown
      • RoundTickUp
    • Group Properties
    • Historical Trade Properties
    • Loading Functions
      • LoadSymbol
      • LoadByLongRank
      • LoadByShortRank
      • LoadExternalData
      • LoadBPVFromFile
      • LoadIPVFromFile
    • Position Functions
      • SetExitLimit
      • SetExitStop
      • SetUnitCustomValue
      • SetUnitPositionMessage
    • Position Properties
      • UnitRollCalculations
    • Ranking Functions
      • SetLongRankingValue
      • SetShortRankingValue
      • SetCustomSortValue
    • Ranking Properties
    • Trade Control Functions
      • AllowLongTrades
      • AllowShortTrades
      • AllowAllTrades
      • DenyLongTrades
      • DenyShortTrades
      • DenyAllTrades
    • Trade Control Properties
  • Order
    • Order Context
    • Changing Orders
    • Creating Orders
    • Order Functions
      • BlockName
      • Reject
      • ScriptName
      • SendToIB
      • SetClearingIntent
      • SetCustomValue
      • SetFillPrice
      • SetLimitPrice
      • SetOrderRef 
      • SetOrderReportMessage
      • SetQuantity
      • SetRuleLabel
      • SetSortValue
      • SetStopPrice
      • SetTimeInForce
      • SetUnitPositionMessage
      • SystemName
      • timeInForce
    • OrderProperties
      • blockName
      • brokerSymbol
      • clearingIntent
      • continueProcessing
      • customValue
      • entryRisk
      • executionType
      • fillPrice
      • goodAfterDateTime
      • goodTillDateTime
      • hidden
      • IBOrderNumber
      • isBuy
      • isEntry
      • isWholeExit
      • limitPrice
      • noStopPrice
      • orderPrice
      • orderReportMessage
      • orderType
      • OutSideRTH
      • position
      • processingMessage
      • quantity
      • referenceID
      • ruleLabel
      • scriptName
      • sortValue
      • stopPrice
      • symbol
      • systemBlockName
      • systemName
      • unitNumber
  • Script
    • Creating Custom Scripts
    • Custom Parameters
    • Custom Script Use
    • Creating A User Function
    • Custom Function Example
    • Script Functions
      • Execute
      • GetSeriesValue
      • InstrumentLoop
      • OrderLoop
      • SetReturnValue
      • SetReturnValueList
    • Script Properties
      • ParameterCount
      • ParameterList
      • ReturnValue
      • ReturnValueList
      • SeriesParameterCount
      • StringParameterCount
      • StringParameterList
      • StringReturnValue
  • System
    • Global Suite System
    • System Functions
      • Accessing System Portfolio Instruments
      • Extract
      • OrderExists
      • RankInstruments
      • SetAccountNumber
      • SetAlternateOrder
      • SetRoutingExchange
      • SortInstrumentList
      • TotalOrders
    • System Properties
      • marketOrdersValue
      • totalOpenOrders
  • Test
    • Equity Properties
      • Capital Adds Draws Total
      • Fee Accruals
      • Scripting Add-Draws
      • VADI
    • General Properties
      • instrumentListRef
      • OrderReportPath
      • ResultsReportPath
      • SummaryResultsPath
    • Global Parameter Properties
    • Functions
      • AbortSimulation
      • AbortTest
      • AddStatistic
      • GetStatisticValue
      • GetSteppedParameter
      • SetAlternateSystem
      • SetAutoPriming
      • SetChartSimulationHtml
      • SetChartTestHtml
      • SetDisplayOrderReport
      • SetGeneratingOrders
      • SetGoodnessForWalkForward
      • SetGoodnessToChart
      • SetIBPositionSynchOrderType
      • SetMinimumTick
      • SetSilentTestRun
      • SetSmartFillExit
      • SetTotalParameterRuns
      • SortInstrumentList
      • Test String Arrays
        • Test String Array Sorting
      • UpdateOtherExpenses
      • SetMarginEquity
    • Test Statistics
    • Trade Properties
• Common Questions
  • Trading Blox Keywords
  • The Life of a Test
  • Test Results
  • How Stops Work
  • Shortcut Keys
  • TradingBlox.ini
  • Removed Keywords
• Troubleshooting

© 2021, Trading Blox, LLC. All rights reserved.