- Released QStudio Q199, as well as a new free Seasonality Extension.
- QStudio Q197 released, added new property BacktestData - allowing you to access all of the historical backtest data in your C#-coded Model. Also implemented enhancements to the Corr indicator, and other miscellaneous fixes and enhancements.
- QStudio Q195 released, with support for new historical data scales: Hours, Seconds, Tick and Volume (tick).
- QStudio Q194 was released that contains some fixes and enhancements to calculated TrendLines in support of an upcoming DevBlog article.
- QStudio Q193 released, with two new indicators that zoom into a more granular time scale, HighestGranularClose and LowestGranularClose.
Glitch, I'd like to know if you could be so kind as to code this script for me:
The Seasonality Extension contains components that help analyze how historical data responds to calendar based seasonality. It currently contains two indicators. Each indicator lets you analyze monthly seasonality based on a historical window of data that can either be a fixed number of years, or an expanding window that covers all prior history.
- SeasMonthlyPctProfitable - Returns the percentage of months that were profitable over the historical analysis window.
- SeasMonthlyAvgProfitPct - Returns the average percentage profit of the month over the historical analysis window.
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).
I've been away from this forum and came back just a couple of days ago. Things seem to get quiet here. How's everyone doing with COVID around us and all?
Hi, One stock has different Entry price quotation and disrupts the data and chart this way. The entry price was 185.90 in pence (UK). So it is 1,86 pound, but UK stocks are quoted in pence.
Could you change the entry price please. Kind regards
Trying some backtests but they just keep running and don't give any result.
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.
Decided to get back to this pursuit and downloaded a demo to my 64 bit Win VM. Resource monitor shows Quantacula Studio is a 32 bit process. That's surprising as I thought QS is a 64 bit app. is it really 32 bits?
Goes long at open when a security gaps down 10% and the QQQs gap down 1%. Sells at close. Since the model needs to "peek ahead" at the next bar's open price, it is not able to generate next day alerts.
In this article we'll focus on how to work with trend lines in a C# coded Quantacula Model. The Quantacula framework includes a class called TrendLine in the QuantaculaCore library that is helpful. Here we'll be using TrendLine functionality that was added as of Q194.
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.