Trading Blox Builder's Guide

Index

Trading Blox Builder's Guide

Contents | Index

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

- A -

AbortParameterRun

AbortSimulation

abortTestPending

Account for Contract Rolls

Account for Forex Carry

	Trade Control Functions
	AllowAllTrades

AllowLongTrades

	Trade Control Functions
	AllowLongTrades

AllowShortTrades

	Trade Control Functions
	AllowShortTrades

Alternate Order Object

AlternateBroker

alternateSystem

ASCIIToCharacters

Automatic Context

	LoadIPVFromFile
	LoadIPVFromFile

- B -

	Indicator Bar to Week Time Frame
	Trading Objects Reference

baseCurrencyBorrowRate

baseCurrencyLendRate

Basic Money Manager

Before Trading Day

block.systemIndex

Blox

Broker

- C -

capitalAddsDrawsTotal

Charge Incentive Fee

Charge Management Fee

	Constants Reference
	Chart

ColorBackground

ColorDownCandle

ColorShortTrade

ColorTradeEntry

Commission per Contract

Commission per Stock Share

Commission per Stock Trade

Commission per Stock Value

Commodity Channel Index

Common Questions

The Start and End Dates

continueProcessing

Correlation Functions

Add Closely Correlated

Add Loosely Correlated

Reset Closely Correlated

Reset Loosely Correlated

Correlation Properties

	SystemDate
	General Properties

	Series
	Auto-Keyword Changes
	General Properties

currentDrawdown

currentOpenEquity

currentParameterRun

currentParameterTest

	Auto-Keyword Changes
	General Properties

currentPositionProfit

currentPositionQuantity

currentPositionRisk

currentPositionUnits

	SystemTime
	General Properties

Custom Function

customSortValue

- D -

Data Function

GetDateTimeIndex

Round Tick Down

DayMonthYearToDate

Defined Eslewhere in Another Block

	Trade Control Functions
	DenyAllTrades

	Trade Control Functions
	DenyLongTrades

DenyShortTrades

	Trade Control Functions
	DenyShortTrades

Dominant Cycle Highest

Dominant Cycle Lowest

Dominant Cycle Phase

Drawdown Reduction Amount

Drawdown Reduction Threshold

- E -

Ehlers Lead Sinewave

Ehlers Nonlinear Ma

Ehlers Sinewave

Ehlers Zero Lag Ema

Email Manager

EmailConnectSSL

EmailDisconnect

EncloseInQuotes

EnterLongOnStopOpen

EnterLongStopOpenOnly

EnterShortOnStopOpen

EnterShortStopOpenOnly

Entry Day Retracement

Entry Orders

EnterLongAtLimit

EnterLongAtLimitClose

EnterLongAtLimitOpen

EnterLongOnClose

EnterLongOnOpen

EnterLongOnStop

EnterLongOnStopClose

EnterLongOnStopOpen

EnterShortAtLimit

EnterShortAtLimitClose

EnterShortAtLimitOpen

EnterShortOnClose

EnterShortOnOpen

EnterShortOnStop

EnterShortOnStopClose

EnterShortOnStopOpen

Entry Scripts

Entry Order Filled

Exit Orders

ExitAllUnitsAtLimit

ExitAllUnitsAtLimitClose

ExitAllUnitsAtLimitOpen

ExitAllUnitsOnClose

ExitAllUnitsOnOpen

ExitAllUnitsOnStop

ExitAllUnitsOnStopClose

ExitAllUnitsOnStopOpen

ExitUnitAtLimit

ExitUnitAtLimitClose

ExitUnitAtLimitOpen

ExitUnitOnClose

ExitUnitOnStopClose

ExitUnitOnStopOpen

Exit Scripts

Exit Order Filled

- F -

	Constants Reference
	Data Types
	SetAutoPriming

feesIncentiveAccrued

feesIncentiveTotal

feesManagementAccrued

feesManagementTotal

File Functions

CreateDirectory

FileManager

Filter Portfolio

Fixed Fractional Money Manager

Forex Trade Size

futuresDataPath

- G -

General Functions

BuildDividendFiles

ColorBackground

ColorDownCandle

ColorShortTrade

ColorTradeEntry

FileVersionNumerical

LoadUnadjustedClose

NumberOfExtraDataFields

	General
	PlaySound

Preference Items

ProcessDailyBars

ProcessMonthlyBars

ProcessWeekends

ProcessWeeklyBars

ProductVersionNumerical

RaiseNegativeDataSeries

YearsOfPrimingData

generatingOrders

	String
	GetField

	String
	GetField

Getting Started

Adding Money Management

Creating a System

	Creating a New System
	Order Sizing

Global Parameters

	Equity Properties
	Global Parameter Properties

Global Suite System

	AlternateBroker Object
	System

Group Properties

	AlternateBroker Object
	System
	SetAlternateSystem

- H -

Historic Volatility

Historical Trade Properties

- I -

IBCancelOpenOrder

Ignore Test Positions

Increment Test Start

Instantaneous Trendline

Instantaneous Trendline Alternate

Instrument Data Properties

Instrument Loading

	LoadIPVFromFile
	Loading Functions
	LoadIPVFromFile

Load By Long Rank

Load By Short Rank

Load External Data

Instrument Type

instrument.inPortfolio Property

instrumentCount

	Auto-Keyword Changes
	General Properties

instrumentExists

	Rank Instruments
	Before Instrument Day
	Exit Orders
	Entry Orders
	Unit Size
	Can Add Unit
	Update Indicators
	Can Fill Order
	Exit Order Filled
	Entry Order Filled
	After Instrument Open
	Adjust Stops
	Compute Instrument Risk
	Compute Risk Adjustment
	Adjust Instrument Risk
	After Instrument Day
	InstrumentContextAccess

- K -

Kaufman Adaptive Moving Average

	ERROR
	AbortSimulation
	AbortTest

	AbortSimulation
	AbortTest

	ERROR
	AbortSimulation
	AbortTest

	DO
	WHILE

- L -

Laguerre Moving Average

Left-to-Right Data-Type Counting

	General Properties
	Global Parameter Properties

Load IPV From File

	LoadIPVFromFile
	LoadIPVFromFile

LoadPortfolioInstrument

LoadUnadjustedClose

- M -

marketOrdersValue

	marketOrdersValue
	General Properties

Mathematical Comparison

Mathematical Functions

Correlation Log

Degrees to Radians

	Min
	Round

Radians to Degrees

Standard Deviation

Standard Deviation Log

Max Percent Volume Per Trade

MiddleCharacters

Minimum Futures Volume

Minimum Slippage

Minimum Stock Volume

Money Manager Scripts

Multi-Money Manager

- N -

	Block
	General Properties

NumberOfExtraDataFields

- O -

alternateBroker

alternateSystem

	System
	SetAlternateSystem

On Balance Volume

OpenOrderMargin

Order Functions

SetClearingIntent

SetOrderReportMessage

Order Generation Equity

Order Generation Equity High

Order Properties

orderGenerationBar

	Auto-Keyword Changes
	General Properties

orderGenerationTest

orderReportMessage

orderReportPath

Orders

- P -

Pay Margin on Stocks

Portfolio Manager

Portfolio Manager Scripts

Filter Portfolio

Rank Instruments

Position Functions

Set Unit Custom Value

Position Properties

positionInstruments

Positions & Orders Report

Positon Adjustment Functions

Adjust Position At Limit

Adjust Position On Close

Adjust Position On Open

Adjust Position On Stop

	Constants Reference
	Test Statistics

ProcessDailyBars

processingMessage

ProcessMonthlyBars

ProcessWeekends

ProcessWeeklyBars

Purchase Equity

- Q -

- R -

RaiseNegativeDataSeries

Rank Instrument

Ranking Functions

Set Long Ranking Value

Set Short Ranking Value

Ranking Properties

rankInstruments

Registry Keys

RemoveCommasBetweenQuotes

RemoveNonDigits

resultsReportPath

RightCharacters

Risk Manager Scripts

Adjust Instrument Risk

Compute Instrument Risk

Compute Risk Adjustment

Initialize Risk Management

- S -

script.SetStringReturnValue

	Block
	OrderProperties

After Instrument Day

After Simulation

After Test Script

After Trading Day

Before Instrument Day

Before Simulation

Before Trading Day

Entry Blox Scripts

Exit Blox Scripts

Money Manager Blox Scripts

Portfolio Manager Blox Scripts

Risk Manager Blox Scripts

Update Indicators Blox Scripts

Sell Stock Split Remainder

	Data Types
	Series

Set Test Duration

SetAlternateSystem

SetCustomSortValue

SetSeriesColorStyle

SetSeriesValues

SetSmartFillExit

SetStringReturnValue

Simons Historic Volatility

Simulation Loop

Smart Fill Exit

	General Properties
	SetSmartFillExit

sortInstruments

Standard ASCII Table

	DO
	WHILE

Stepping Priority:

	Data Types
	String
	IsString

String Functions

ASCIIToCharacters

MiddleCharacters

RemoveCommasBetweenQuotes

RemoveNonDigits

RightCharacters

TrimRightSpaces

stringParameterCount

summaryResultsPath

	Working with Blox
	Block

Correlation Log

Portfolio Instrument Access

System Functions

System Properties

systemBlockName

Systems

- T -

CreateStringArray

Equity Properties

General Properties

GetStringArrayElement

SetStringArrayElement

SortStringArray

String Array Functions

Test Statistics

Trade Properties

Abort Simulation

GetSteppedParameter

Set Alternate System

Set Auto Priming

Set Generating Orders

SetSilentTestRun

Update Other Expenses

Test Starting Equity

testTotalEquity

Time Function

Time Functions

totalInstruments

totalParameterRuns

totalParameterTests

	Auto-Keyword Changes
	General Properties

totalPositionProfit

totalPositionRisk

totalPositionSize

Trade Always on Tick

Trade Control Functions

Allow All Trades

Allow Long Trades

Allow Short Trades

Deny All Trades

Deny Long Trades

Deny Short Trades

Trade Control Properties

Trade Futures on Lock Day

Auxiliary Blox Reference

Entry Blox Reference

Exit Blox Reference

Money Manager Blox Reference

Portfolio Manager Blox Reference

Risk Manager Blox Reference

Trading Blox Architecture

Simulation Loop

Trading Objects

Working with Systems, Blox and Scripts

Trading Equity Base

	System Properties
	Global Parameter Properties

Trading Objects

TradingBlox.ini

	TrimLeftSpaces
	TrimSpaces

TrimRightSpaces

	Constants Reference
	Data Types
	SetAutoPriming

	Data Types
	IsFloating

Type Conversion Functions

	AsString
	AsString

- U -

	Working with Blox
	Constants Reference

unitBarsSinceEntry

unitCustomValue

Update Indicators Scripts

Update Indicators

Use Broker Positions

Use Capital Adds Draws

Use Pip-Based Slippage

Use Start Date Stepping

Used for Lookback

User's Guide Generation Orders

- V -

Variable Name Rules

	Block Permanent Variables
	Instrument Permanent Variables
	Variable Name Conventions

	Average
	Average

Block Permanent Variables

Instrument Permanent Variables

Naming Variables

RegressionSlope

RegressionValue

Series Functions

Series Indexing

SetSeriesColorStyle

SetSeriesValues

Standard Deviation

	StandardDeviation
	StandardDeviation

Standard Deviation Log

	StandardDeviationLog
	StandardDeviationLog

Swing High Bars

The VARIABLES Statement

- W -

Walk Forward Optimization Days

Walk Forward OSS Days

walkForwardStatus

Weighted Moving Average

- X -

- Y -

YearsOfPrimingData

- Z -