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.
			
		
		
			
				
																			
								mannick 							 
						Contributor 			
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								by mannick   »  Thu Jun 16, 2011 5:36 pm 
			
			
			
			
			
			I have price data from a non exchange traded market which I would like to back test in TB. 
 
Does anyone know if there is a way to convert data from an excel sheet into the format needed to create instruments in TB? 
 
Any guide would be much appreciated. 
 
M
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								cryder 							 
						Roundtable Knight 			
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								by cryder   »  Thu Jun 16, 2011 5:52 pm 
			
			
			
			
			
			Have a look for LoadExternalData, LoadSymbol, LoadIPVFromFile functions in the Builder Users guide.
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								rgd 							 
						Roundtable Knight 			
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								by rgd   »  Thu Jun 16, 2011 7:01 pm 
			
			
			
			
			
			if it has dates, and a price series, be sure to copy the price series into 4 columns representing open,high,low,close and save it as a .csv file in the appropriate folder.
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								mannick 							 
						Contributor 			
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								by mannick   »  Fri Jun 17, 2011 6:44 am 
			
			
			
			
			
			Thanks very much for the inputs, will have a look in to that!
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								ES 							 
						Roundtable Fellow 			
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								by ES   »  Wed Jun 22, 2011 7:41 am 
			
			
			
			
			
			Can TB handle data for minute time frames such as 4 minute or 15 minute time lines? Next, can TB also handle simultaneous long short positions?
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								sluggo 							 
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								by sluggo   »  Wed Jun 22, 2011 9:49 am 
			
			
			
			
			
			Answers to questions about what Trading Blox can and cannot do, may be found here: 
http://www.tradingblox.com/Manuals/Trad ... 0Guide.pdf 
 
You might also enjoy reading the posts on this forum written by member "babyturtle" 
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								Tim Arnold 							 
						Site Admin 			
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								by Tim Arnold   »  Wed Jun 22, 2011 2:01 pm 
			
			
			
			
			
			Yes TB can handle multiple intraday timeframes. Each system can only be long or short a market, but multiple systems can be tested at the same time so a market can be long and short at the same time.
			
			
									
						
										
						 
		 
				
		
		 
	 
				
		
		
			
				
																			
								ES 							 
						Roundtable Fellow 			
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								by ES   »  Wed Jun 22, 2011 11:17 pm 
			
			
			
			
			
			Thanks Tim and yes Sluggo we're finally taking the plunge.