- 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.
- Quantacula Studio Version 2 is under development, featuring a complete overhaul of the user interface to better work with high-DPI displays. Track the progress and ask any questions here on this forum thread! Also today, Q183 maintentance release is available with several fixes.
- QStudio Q182 released today, with several bug fixes and enhancements, and the VossPredictor and BandPass indicators.
- QStudio Q181 released today, and includes some useful updates to the Equity Curve and By-Symbol Model Result Viewers.
I try to connect to Collective2 now and it goes straight to an error, do not pass go, no $200. Copied below. I tried reinstalling the C2 extension, but the same result.
From TASC Aug 2019 - Not great during bull markets but in it unfolds in sharp corrections
LR and Limit Move with Dr Koch's Dip Buyer set at 8%.
While working on porting the Ichimouku Clouds over to QSV2 I stumbled upon this beautiful glitch. Perhaps a new plot style providing a glimpse into some arcane market secrets?
I've always had a little bit of trouble getting QS to use the latest historical data available. For example, I'd like to run my models in the evening (a few hours after stock market closes) to get signals ready for the morning. But there is no "Use Latest Data" option/button, and so far it only uses the latest data if I shut down QS and restart it AFTER midnight ET. Then it will use the latest data (ie, including Aug 19, in this case).
But last night it wouldn't pick up any new data. Multiple attempts, and even this morning after another computer reboot it still is not picking up the latest data. My signals are based on Aug 16 data, my positions that were closed on Aug 19 are still showing as open in the Positions list, etc.
Any ideas? Am I missing some "Force New Data!" option? My failure is both for historical Yahoo! and IQFeed data.
Quantacula Studio Version 2 is under development! Here's the first sneak peek of the newly ported charting. We have Indicators, Data Sources, Universes, and some charting ported over. Already the experience is much better looking than our current WinForms version, and I'm really enjoying WPF!
Same as Original Dr Koch's 8% Dip Buyer using Limit Move
Let's use this forum topic to track reports and feedback related to the QS Version 2 beta release.
My usual procedure is to run my model in the evening to set up for trades the next morning. I use the Signal Hub to generate Triggers (and turn on the broker connection), then get it ready to run with Auto-Sort on and Auto-Submit off. In the morning before market I turn the off-hours filter to OFF and then Activate my IQFeed to see if there's going to be much activity (few triggered ordered). Then when market's ready to open, I close that triggers window, generate a new one from the Signal Hub and activate it with the setup I want for the market open.
using QuantaculaBacktest; using System; using QuantaculaCore; using QuantaculaIndicators; using QuantaculaChart; using System.Drawing; using System.Collections.Generic;
namespace Quantacula { public class MyModel : UserModelBase { public MyModel() : base() {
}
public override void Initialize(BarHistory bars)
{
indicator1 = bars.Close;
indicator2 = new LR(bars.Close,10);
Plot(indicator2);
source = bars.Low;
pct = 8.00;
pct = (100.0 - pct) / 100.0;
multSource = source * pct;
StartIndex = 10;
}
public override void Execute(BarHistory bars, int idx)
{
int index = idx;
Position foundPosition0 = FindOpenPosition(0);
bool condition0;
if (foundPosition0 == null)
{
condition0 = false;
{
if (index - 0 >= 0 && indicator1[index] >= indicator2[index - 0])
{
condition0 = true;
}
}
if (condition0)
{
val = multSource[idx];
_transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.LimitMove, val, 0);
}
}
else
{
condition0 = false;
{
condition0 = true;
}
if (condition0)
{
ClosePosition(foundPosition0, OrderType.Market);
}
}
}
private TimeSeries indicator1;
private IndicatorBase indicator2;
private double pct;
private double val;
private TimeSeries source;
private TimeSeries multSource;
private Transaction _transaction;
}
}
Model Credited to Dr. Rene Koch and his past achievements lead me to ask whether to see this algorithm over another and this is the model voted to be added..