trading blox

[RobGiles]

I know we’re all Amibroker based here, but I was interested if anyone has had any experience with or heard any feedback about Trading Blox as a backtesting engine?

[Nick Radge]

I’m quite sure that’s what Julian used to use, or still does for his futures.

[JulianCohen]

Nick Radge wrote:

I’m quite sure that’s what Julian used to use, or still does for his futures.

I do indeed. What do you need to know Rob?

[RobGiles]

Thanks NIck / Julian

I’ve read somewhere that it is very good at combining the backtested returns of multiple systems to give the user a good understanding of how the portfolio as a whole behaves.

Also, it seems as though it is easier to code? Might have got that wrong?

Not sure if the data sources used by Trading Blox are as robust as we use with amibroker?

[JulianCohen]

Well you have to use CSI data, I don’t think you can use Norgate. CSI is good data but you need a PHD to work out how to use it accurately.

Trading Blox is good for futures contracts, Amibroker is good for stocks. That basically sums it up in a nutshell. If you want to trade futures then it’s worth investigating. I have finally shut my futures systems down and only trade stocks now.

[LEONARDZIR]

Julian,
Why did you stop trading futures?

[JulianCohen]

Len Zir wrote:

Julian,
Why did you stop trading futures?

A few reasons.

I have been in drawdown for two years and I couldn’t see it getting any better. It probably will next week, but it can do so without me Now that is no reason to give up on a system as we all should know, however, I created the futures trading systems a couple of years before I started the course with Nick. It was a very long term trend following system. Weekly signals looking at 50 week breakouts. So there is a lot of rolling involved and the costs are relatively high. Plus I’m pretty sure I optimised the bejessus out of it and I really didn’t want to go back and start testing it all over again. I couldn’t code when I bought Trading Blox so I had someone create my system for me, tailored to my requirements. The problem now is I would probably change those requirements but I can’t code it.

So I figured I’d rather have the funds in stocks where I am happier with my results. It seems a lot of CTAs are moving more into stocks nowadays; our own mentor stopped trading futures a long time ago.

I might have a chat with my programmer who helped me with the Custom backtester code and see what he has to say.

Or is this another rabbit hole???

[RobGiles]

Thanks for sharing Julian,

Do you ever outsource Amibroker code writing to a programmer, or are you just referring to Trading Blox.

Would be great to have a tool like I’ve seen in Trading Blox that enables you to combine the equity curves of all your systems to see the net CAR and Max DD per annum.

[Anonymous]

Hi Rob

Nick shared a post of how you can go about creating combined equity curves in Amibroker. It is a bit cumbersome but is worth doing.

[JulianCohen]

Rob Giles wrote:

Do you ever outsource Amibroker code writing to a programmer, or are you just referring to Trading Blox.

I do indeed. There’s no way I could write the code for the Custom Back Tester that we are using now

[LEONARDZIR]

Thanks Julian. Had been interested in system trading futures in the past. Will leave on the shelf.

[RobGiles]

Julian Cohen wrote:

Rob Giles wrote:

Do you ever outsource Amibroker code writing to a programmer, or are you just referring to Trading Blox.

I do indeed. There’s no way I could write the code for the Custom Back Tester that we are using now

That makes a lot of sense. Are you willing to share where we can get access to a competent programmer? Did you go through Upwork or some similar service?

[RobGiles]

Does anyone have a programmer they can recommend?

[JulianCohen]

Check your Skype

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