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Create and Backtest your own Trading Models on the web, without coding

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Use our drag and drop building blocks, or program your model in C# code for the ultimate in flexibility
  Backtest your Model
Quantacula is the only web site that offers portfolio-level backtesting, with data that eliminates survivorship bias
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Use Quantacula Studio to automatically trade your model, or run your model here on the site and recieve your trade signals

Trades: • Profit: • Avg Profit: • Win Rate:
Market News
Trump nominates Dan Brouillette to be new energy secretary
8 hours ago
Trump nominates Dan Brouillette to be new energy secretary
Dow closes down over 200 points as Boeing, Johnson & Johnson tumble
8 hours ago
Dow closes down over 200 points as Boeing, Johnson & Johnson tumble
The Dow is down 170 points, but breadth data is sounding a more upbeat tone
9 hours ago
The Dow is down 170 points, but breadth data is sounding a more upbeat tone
Former Oracle CEO Mark Hurd dies at age 62
12 hours ago
Former Oracle CEO Mark Hurd dies at age 62
Stocks edge lower at open Friday but are still on track for an up week
14 hours ago
Stocks edge lower at open Friday but are still on track for an up week
Johnson & Johnson stock falls after company issues baby-powder recall
15 hours ago
Johnson & Johnson stock falls after company issues baby-powder recall
American Express reports stronger-than-forecast earnings
16 hours ago
American Express reports stronger-than-forecast earnings
Coca-Cola profit matches analyst estimates
17 hours ago
Coca-Cola profit matches analyst estimates
Fighting continues in Syria despite cease-fire
19 hours ago
Fighting continues in Syria despite cease-fire
Renault, Danone warning weigh on European stocks
19 hours ago
Renault, Danone warning weigh on European stocks
What's New?
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
8/20/2019
  • QStudio Q184 is released as we gear up for the beta release of Quantacula Studio Version 2! You'll be able to run QS versions 1 and 2 side by side, they will install into separate folders, but will share the same user data folder. The purpose of this Q184 release is to include some changes that were made due to Version 2 that impacts Version 1. So, although there are no major functionality updates, please install Q184 if you plan to also install Quantacula Studio Version 2.
Q bitfool wrote 3 days ago

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.

QProfessor wrote 10 days ago

A Draw (or DrawZigZag) method in the PTCalculator would certainly simplify that common coding task to visualize the zig zag on the chart.

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 Merlin wrote 13 hours ago

I would like to attach and scale the lower bollinger band to the fisher transform curve. The lower bollinger band should always follow the Fisher transform.

public override void Initialize(BarHistory bars)
{
    ft = new Fisher(bars.Close, 5);
    Plot(ft);

    lowerBollingerBand = new BBLower(bars.Close, 20, 2.0);
    lowerBollingerBand.ParentIndicator = ft;
    Plot(lowerBollingerBand, Color.Red);
}

The result isn't usable. What I'm doing wrong here?

Q bitfool wrote 5 days ago

Could we also add a label in the Meta Model Positions table to tell us which model a given position is from? Thanks for putting that into the Signals, but now I need it in the Positions too.

Q Glitch wrote 19 days ago

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 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
Q Merlin wrote 1 day ago

Months ago, I read about the TASC article "Swing Trading 10-Point Breakouts". First I thought there is no way this can work. This week however, I stumbled across the following article written by Cesar Alvarez: https://alvarezquanttrading.com/blog/monthly-rotation-closeness-to-10/

So I wonder if Quantacula offers the possibility to map the following ranking ruleset?

Rank stocks by closeness to price under a multiple of 10 Rank value = The remainder of Close divided by 10 Price Buckets = Under $50 - Between $50 and $100 - Over $100

Q Glitch wrote 8 days ago

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.

Q WLRay wrote on 9/3/2019

I am working on my first model. I have a WriteToDebugLog statement in the Model. When I backtest the Model I get all of my WriteToDebugLog output. When I run only a single chart I do not get any WriteToDebugLog output. What am I missing?

Published by Q BWO1000 on 5/28/2019

Same as Original Dr Koch's 8% Dip Buyer using Limit Move

APR: 23.26% • Win Rate: 60.59% • Sharpe: 0.95