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

  Create your Model
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
Coronavirus update: 962,977 cases, 49,180 deaths; 6.6 mln jobless claims in U.S.
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Coronavirus update: 962,977 cases, 49,180 deaths; 6.6 mln jobless claims in U.S.
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Dow up more than 400 points as crude-oil futures surge 25%
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Fauci says COVID-19 could return year after year, vaccine would be game changer
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U.S. factory orders flat in February
Ford vehicle sales down 12.5% in first quarter
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Ford vehicle sales down 12.5% in first quarter
Brace for the deepest recession on record, advises Bank of America
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Stocks indexes dip early Thursday after history-making jobless-claims report
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Shares of fast-growing Chinese coffee chain Luckin plummet 83%
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Shares of fast-growing Chinese coffee chain Luckin plummet 83%
U.S. trade deficit narrowed in February
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U.S. trade deficit narrowed in February
What's New?
Feb 20 2020
Feb 3 2020
  • 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.
Jan 16 2020
  • QStudio Q195 released, with support for new historical data scales: Hours, Seconds, Tick and Volume (tick).
Nov 21 2019
  • QStudio Q194 was released that contains some fixes and enhancements to calculated TrendLines in support of an upcoming DevBlog article.
Nov 20 2019
  • QStudio Q193 released, with two new indicators that zoom into a more granular time scale, HighestGranularClose and LowestGranularClose.
Q BWO1000 wrote 15 days ago

Glitch, I'd like to know if you could be so kind as to code this script for me:

released on 2/20/2020

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.

Published by bitfool on 11/17/2019

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: 9.36% • Win Rate: 66.77% • Sharpe: 0.60
voron77 wrote 5 days ago

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?

W Findex wrote 19 days ago

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

W Findex wrote on 12/8/2019

Trying some backtests but they just keep running and don't give any result.

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.

voron77 wrote 6 days ago

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?

Published by Q Glitch 25 days ago

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.

APR: 4.60% • Win Rate: 53.33% • Sharpe: 0.29
Q Glitch wrote on 11/21/2019

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.

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.