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

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.

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.

Has anyone made any experiences with the "ladder bottom" signal in the past? According to my research, the holding time would be around 4-5 days. The formula (in TC2000) is pretty simple: O4 > C4 AND O3 < O4 AND C3 < C4 AND O2 < O3 AND C2 < C3 AND C1 < O1 AND H1 > O1 AND C > O AND O > O1

Hi,

Something wrong with the US data? PSX is opened at dec 4 and closed also. Last data of US stocks is dec-4.

Hi,

Is it possible to update the closing prices of European stocks earlier then US Stocks? I live in Europe and all closing prices are updated when it's night overhere. When I run the model in the morning it gives me little time for putting the orders in with my broker before the open of European indices.

Thanks

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.

I noticed that the total for the year differs from the sum of all months.

Why is there such a deviation?

Does anyone know how to reference historical daily OHLC for VXX back to its origins in 2009? It went through that snafu with the VXXB version temporarily, etc, and the bits and pieces are available, but it's non-trivial to do that with backtesting. Can a reconstructed VXX with full history be added to Q-Data or some other creative approach so that we can sensibly backtest volatility strategies (including with VXX) without bending over backwards?