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Use our drag and drop building blocks, or program your model in C# code for the ultimate in flexibility
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Trades: • Profit: • Avg Profit: • Win Rate:
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What's New?
11/15/2019
  • QStudio Q192 released, with several fixes and requested enhancements implemented.
10/10/2019
  • QStudio Q191 released today, with many bug fixes, and some new Trendline functionality in PeakTroughCalculator. You can generate Trendlines now with one line of code!
9/28/2019
  • QStudio Q190 released today, with several new features: peg the interest gained for cash to a historic US Treasury Yield rate, collect dividends in the backtester, new DrawDot chart drawing method, and many fixes and optimizations.
9/20/2019
  • MetaModels are now avalable in Quantacula Studio Q189! See the performance of trading more than one Model using the same pool of equity. You control the Portfolio Weighting and Rebalance Frequency.
9/11/2019
Q Merlin wrote 8 days ago

Under Monthly Returns, I would like to request a little and hopefully simple extension. Can you extend this matrix so that we can switch between "Profit %" and "Profit Currency"?

Q Merlin wrote 15 days ago

I would like to try to consider a stocks seasonality, in addition to a potential technical buy signal. The idea behind this is the realtive amount of months in which an instrument has closed positive from the first to the last trading day. Additionally there should be a possibility to define a lookup-period (5 years, 10 years, 20 years etc.). How can this be realize in Quantacula without too much effort or would this be a new feature request?

Q Glitch wrote on 9/29/2019

Sometimes we can focus so much on perfecting when to get into the market we neglect to put sufficient thought into when to get out of the trade. Here we'll talk about some general strategies to exit positions, and how they can be implemented in Quantacula Models.

Published by Q bitfool 1 day ago

This is the "Peek" model published by Merlin, to which I've added a filter for SCTR > 50 and tested on a S&P 100 universe. Adding the filter turns a terrible model (13 yr CAGR = 0%) into something worth looking at. Change the bool "useSCTR" to true/false to turn the filter on and off. This is just a demo for SCTR, not an actual model for trading. Filter works similarly on other large universes too (NASDAQ, S&P 500).

APR: 6.50% • Win Rate: 68.13% • Sharpe: 0.69
Q Merlin wrote 11 days ago

I'm having trouble with buy-limit orders in a coded rotational model. Here's an example. It looks like a market order is always executed instead of a limit order.

Thanks for your help...

Q bitfool wrote on 10/16/2019

I think this is a bug and not a feature. I have four models and a metamodel, plus the signal hub all saved as a layout. Just now I saved that layout, then went and made some minor changes to each of the four models and saved those. Then I closed down QS191, then reopened it and came back to that layout, and all those minor changes I saved were gone... back to what the state was when I saved the layout. And then... I opened another copy of one of the models, and it has all the minor changes saved properly.

Published by Q Merlin on 7/15/2019

From TASC Aug 2019 - Not great during bull markets but in it unfolds in sharp corrections

APR: 21.71% • Win Rate: 88.00% • Sharpe: 1.10
Q bitfool wrote 2 days ago

Hey, thanks for dropping SCTR into Q192.

One beef: documentation uses "SCTR" (abbreviated) in the private declaration instead of StockChartsTechnicalRank, but that doesn't compile.

One hooray: I dropped sctr > 50 into a couple mean reversion models I use, and both were modestly improved in Sharpe ratio, and reversing the usage (<50) was quite detrimental. As a further test with one model I threw in a different (broader) universe for a test: without sctr it had terrible performance, and with sctr > 50 was much improved -- lower exposure and twice the CAGR.

One other MR model did not show such a positive effect.

Thanks for adding it. I don't remember any forum request for it, or discussion period, but as a some times StockCharts.com user I've always been interested in trying it out more seriously.

ADDED: link to code for adding this filter: https://www.quantacula.com/Model/OpenModel/234

W Findex wrote 11 days ago

Hi,

Is it possible when you have a multiple position model and several days later the other conditions give a buy signal of a stock that's already in the portfolio that this gets a different position size? Lets say you have 10% Apple already in portfolio and the system gives another buy. Normaly the model buys another 10%. I would like to make this 5% or half of the currently owned stocks.

Is this possible? Or is it a feature that's easy to implement?

Kind regards, Erik

Q Glitch wrote on 10/10/2019

Quantacula Studio Q191 includes new methods in the framework to generate and work with trendlines. The new functionality is built into the utility class PeakTroughCalculator. As its name implies, PeakTroughCalculator generates a series of peaks and troughs based on TimeSeries source data, and a specified reversal type and amount.

Published by Q BWO1000 on 6/15/2019

LR and Limit Move with Dr Koch's Dip Buyer set at 8%.

APR: 12.15% • Win Rate: 54.21% • Sharpe: 0.51