Introduction
Trading Blox is a Windows-based trading system development and back‑testing platform designed for use with historical futures, stock, ETF, forex, and mutual fund price data. The software enables simulation of trading rules and supports order generation for live trading scenarios.
Product Editions
Trading Blox is offered in four distinct editions:
Trading Blox Basic
Includes three built‑in trading systems: the Turtle system, a Donchian channel system, and a Triple Moving Average system. Suitable for users beginning with parameter‑based system testing without customization capabilities.
Trading Blox Professional
Offers full access to a suite of six built‑in systems (including ATR Channel Breakout, Bollinger Breakout, Counter‑Trend, Dual Moving Average, Triple Moving Average, and the original Turtle system) plus access to the Marketplace. No scripting capability for custom systems.
Trading Blox Builder I
Includes all built‑in systems and allows system creation using Blox Basic scripting language. Users can build and customize new systems by combining building blocks (known as Blox).
Trading Blox Builder II
All features of Builder I plus exclusive features such as direct API connection to Interactive Brokers, real‑time data synchronization, live order generation, and enhanced intraday support.
Platform Architecture and System Design
Modular Blox Framework
The core of Trading Blox is a block‑based design paradigm. Systems are built by assembling modular components (Blox) for portfolio management, entry rules, risk and money management, and exit logic. Each Blox serves a discrete function and can be reused across systems.
System Tester
Testing can be performed on individual systems or combined portfolios across multiple markets. Users can define risk parameters, slippage, commissions, and apply rigorous parameter stepping to evaluate variations.
Reporting and Analytics
Simulation results include detailed performance summaries, statistics (Sharpe ratio, Sortino, Calmar, MAR), trade‑by‑trade analysis, equity curves, and distribution charts. Report outputs are viewable in the software and exportable as HTML or protocol files for external analysis.
Data Compatibility
The platform supports multiple external data formats, including MetaStock and ASCII CSV. Users must supply their own historical data via third‑party providers. Courtesy sample datasets are provided for orientation, but data must be purchased separately and updated externally.
Key Features
Scripting and Customization
Builder editions include a scripting language (Blox Basic) enabling algorithmic definition of indicators, block logic, and parameter dependencies. This scripting allows loops, global variables, and advanced trading logic definitions.
Portfolio and Risk Management
A built‑in Portfolio Manager handles multiple instruments and asset classes. Risk‑manager blocks support dynamic position sizing, stop placement, and context‑dependent trade rejection rules. Money‑management logic can be systematically integrated into systems.
Walk‑Forward Testing and Stepping
Supports parameter stepping across test suites, enabling sensitivity analysis. Walk‑forward test capabilities allow out‑of‑sample validation by dynamically adjusting test periods.
Live Trading Integration
Builder II connects directly with Interactive Brokers via API. It supports real‑time data collection, synchronization of positions, and automated order generation. Connections can be configured for data‑only or full order execution modes. IB data timeframes from 1‑minute to weekly are supported; stock session hours are respected within broker direct execution.
Requirements and Compatibility
- Runs on modern Windows systems.
- Minimum hardware requirements historically were modest (processor at least Pentium III 500 MHz, 256 MB RAM). Current versions recommend more modern hardware and sufficient screen resolution.
- Compatible with data from major providers such as CSI Data, CQG DataFactory via Portara, IQFeed, and DTN, provided data is formatted appropriately.
- Data delivery must be handled externally; Trading Blox does not sell or host data except limited orientation data for new users.
Pricing Structure
- Trading Blox Basic: Entry‑level price (approximately US $590).
- Trading Blox Professional: Mid‑level edition (approx. US $1,290).
- Trading Blox Builder I: Full customization suite (approx. US $1,990).
- Trading Blox Builder II: Includes live trading and advanced features (approx. US $2,690).
Upgrades between editions are available by paying the price difference. Initial maintenance and technical support are included free for 12 months; optional annual maintenance thereafter is charged at a percentage of the purchase price.
Use Cases
Beginners in System Development
Trading Blox Basic is tailored for users seeking straightforward system testing with prebuilt strategies and portfolios.
Intermediate Users Seeking Flexibility
Professional edition allows modification of existing trading rules via parameter changes and combination of existing systems.
Advanced Strategy Developers
Builder I and Builder II are aimed at users creating bespoke systems using scripting and building blocks, suitable for complex portfolio-level and risk-managed strategy validation.
Live Traders
Builder II’s broker direct integration makes it viable for quasi-automated or fully automated live trading using Interactive Brokers.
Performance and Usability
- Modular block-based design reduces complexity in system configuration.
- System Editor and drag‑and‑drop interfaces simplify building and modifying systems.
- Simulations are reported to run significantly faster than comparable tools, enabling large‑scale system evaluation.
- Detailed reporting facilitates in-depth analysis of system behavior and parameter sensitivity.
Limitations and Considerations
- The platform requires users to source and manage their own historical and intraday data. Sample data provided is limited.
- Scripting complexity may involve a learning curve for users with no programming experience.
- Initial cost, especially for Builder editions, is higher relative to simpler back‑testing tools.
- Platform is Windows‑only and not available for macOS or Linux natively.
Conclusion
Trading Blox is a robust, modular trading system platform offering comprehensive back‑testing, system design, and live‑trading integration. Its editions provide scalable functionality from basic system use to full custom development and broker‑direct automation. With granular control over trading logic, risk management, and performance reporting, the software is positioned toward intermediate to advanced traders and systematic developers requiring depth, speed, and flexibility in strategy research and deployment.
