Trading Blox FAQ

Trading Blox is a trading system development and backtesting software. It has the ability to read data from Premium Data. This FAQ has a number of categories:

Set Trading Blox to view stock data
Set Trading Blox to view futures data
Known issue with Trading Blox v2.2.4 and futures data
Why can I only see data back to 1996?
Where can I get help on using Trading Blox?

Set Trading Blox to view stock data

Click on Edit then Preferences as shown below:

Click the Stock Data button. Then navigate to one of the following folders, depending upon which exchange you wish to test against

Australian Stock Exchange	C:\Trading Data\Stocks\ASX\Equities
Singapore Exchange	C:\Trading Data\Stocks\SGX\Equities
US Markets	C:\Trading Data\Stocks\US

Ensure the Volume Multiplier is set to 1.

A screenshot of this is shown below:

Note: If you subscribe to multiple stock markets then you will have to change the stock data path every time you wish to test against a different exchange.

Set Trading Blox to read in futures data

Right click on the following link: FuturesInfo.txt and click "Save Link As". Save the file into the C:\Trading Data\Futures\Continuous Contracts\Back Adjusted folder.

Start the Trading Blox software program. Click Edit->Preferences as shown below:

Click the Futures Data button and navigate to C:\Trading Data\Futures\Continuous Contracts\Back Adjusted then click the Select button as shown below:

Now we need to create a new Futures portfolio and select which symbols to add. Press the F2 key (or Edit->Portfolios), select Futures Porfolio and click New Portfolio as shown:

Then give the Portfolio a name (eg. Premium Data Futures) as shown:

Then tick which symbols you wish to use as shown, then click the OK button, as shown:

Then select the Start Date and End Date of your simulation. After this, you need to tell each system to look at the new portfolio you have just created. Firstly select the system tab (eg. ADX System), cluck the Futures radio button then select the new portfolio created in the previous step (eg. Premium Data Futures). Important Note: You need to repeat this process by selecting the Futures Portfolio for for each System included in your Suite. This is shown below:

Known issue with Trading Blox v2.2.4 and futures data

The first time you run a simulation with the Futures data, you will see an error message of "Trading Blox could not open the file "C:\Trading Data\Futures\Continuous Contracts\Back Adjusted\AD___CCB". Please verify your preferences such that this is the correct directory for the data files. There may also be a problem with the MetaStock MASTER or XMASTER files. See your data vendor to make certain that the MetaStock database contains the symbol AD___CCCB". This appears to be a small glitch in Trading Blox. We are working with their software team to help fix this issue. To get around this issue, just run the simulation again. It doesn't affect the second and any subsequent runs of a simulation.

Why can I only see data back to 1996?

Ensure the start date of your suite is set to a date earlier than 1996-01-01.

Where can I get help on using Trading Blox?