Your interactive trading laboratory!
6 users online
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
  Trade your Model
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
Dow Jones Futures: Two 99 Composite Rating Stocks Just Entered Buy Zones, But This Is Lacking
5 hours ago

Stock futures: Veeva Systems and Epam Systems entered buy range Wednesday, but in light volume. The market rally needs more top stocks breaking out. Netflix and American Express earnings are on tap.

Dow Tops Indexes In Stock Market Today, But Can It Pass Key Test?
15 hours ago

Key market indexes extended their gains in the stock market today as the Dow Jones industrial average led, thanks to a huge move by Goldman Sachs.

Goldman Sachs Lifts Dow Jones; Will More Money Rotate Into This Sector?
16 hours ago

Goldman Sachs and Bank of America are adding to an increasing glow among bank stocks. The Dow Jones industrial average paced a nice rally.

Stock Market News: Dow Jones Led By Goldman Sachs, But Growth Stocks Lag
18 hours ago

In stock market news Wednesday, strong earnings from Goldman Sachs and Bank of America fueled a rally in financial stocks.

Can Banks' Fast Start In 2019 Hold Up? Or Is It A Trap?
19 hours ago

Money-center stocks charged ahead Wednesday, but a question lingers: How much staying power can the stock indexes expect from the banks?

Dow Jones Gains 150 Points On This Bank's Big Earnings Beat
21 hours ago

The major stock indexes were broadly higher early Wednesday. Goldman Sachs and Bank of America both advanced with solid gains after their earnings.

Stock Market Today: Track Market Trends And The Best Stocks To Watch
21 hours ago

Check the Stock Market Today column to spot changes in market trend and track the best stocks to buy and watch.

U.S. Stock Market News
21 hours ago

Track current U.S. stock market news, and get analysis of the latest trends on the S&P 500, Nasdaq composite and Dow Jones industrial average. Plus, get timely alerts to the best stocks to buy and watch.

Stocks Rise: United Boosts Airlines, This Dow Jones Stock Rallies
22 hours ago

Earnings wins drove Goldman Sachs, United Continental and Bank of America stock higher Wednesday, as the Nasdaq sought to hold a key level of support.

Dow Jones Futures: These 5 Top Stocks Are Just Below Buy Points
1 day ago

Stock futures: The market rally got more good news Tuesday as the Nasdaq cleared its 50-day line as part of its own follow-through day. Veeva Systems, Broadcom, Vertex Pharmaceuticals, Dollar General and Fabrinet are just below buy points after briefly clearing them.

Indexes Close Higher As FANG Stocks Help Nasdaq Outperform
1 day ago

The stock market closed higher Tuesday after earnings reports and gains for the FANG stocks underscored the day's trading.

What's New?
  • You can now see which Models were backtested with QPremium, Survivorship Bias-Free Universes with gold badges in the Model view pages.
  • Happy New Year everyone and here's to a great 2019 full of profitable trading model development! We snuck one last build of QStudio in for the end of the year, this time with an upgraded Code Editor with collapsable code blocks!
  • QStudio Build 167 released with a new order type, MarketClose, a streaming Ticker, and many more new features.
  • The Candlestick Pattern Extension build 15 released, with major improvements and new functionality. Genetically evolve profitable patterns with this sophisticated AI engine.
  • Watch a demo video of the Candlesticks Extension in action.
Q Merlin wrote 1 day ago

To my surprise, I did not found a guidance to bring an RM live on IB (papertrading). Does somebody know if there's a small guidance available?

Published by Q Merlin 4 days ago

Just a sample RM using a subset of IPO stocks from the past 36 Months to demonstrate the effect of such a custom universe.

APR: 50.49% • WIn Rate: 64.94% • Sharpe: 1.44
Published by W bitfool 6 days ago

Price Momentum Oscillator is used to identify stocks on a go-go growth trajectory. It does reasonably well with either weekly or monthly rebalancing and either weekly or monthly Data Scale settings, and seems best with the NASDAQ 100 (a fair place to look for the go-go growth jet set), and anywhere from 5-15 stocks selected. Fewer stocks gives you a bumpier ride with mildly higher returns. Default PMO params and Weekly settings (both for rebalancing and indicator) looks promising for deeper investigation.... a decent win rate, but significantly bigger average winning trades than losers.

APR: 30.98% • WIn Rate: 56.15% • Sharpe: 1.33
W bitfool wrote 20 hours ago

Can we add a new Qualifier block that allows us to set an indicator to use as TransactionWeight? This feature is very commonly used in the published C# models, and seems like it should not be a difficult to implement block for the Building Block models.

Q Glitch wrote 1 day ago

Happy New Year everyone, and here's to a great 2019! We already have reached a new record in monthly forum posts, so Quantacula is getting off to a good start. You might have noticed my productivity has slowed a bit. My son Noor (8 years old) and I had a motor scooter accident on New Year's Eve and he fractured his arm and broke off a front tooth. I've been focused on getting him and I back to full health, so some efforts such as the C2 adapter have been slightly delayed. Fortunately we're both healing up well and seeing doctors and dentists, and I expect to get back into normal gear shortly!

Published by W bitfool 5 days ago

Breakout model for NASDAQ (other universes have fewer similar breakouts). Looks good as is for past 10 years of bull market. The caveat is this breakout like others is weakest during market retreats, hence a 20-year backtest looks crappy.

Homework: This is where a whole-market indicator (like Death/Golden Cross) is useful. Add that filter to both the buy and sell sides to get a better 20 year record (that beats SPY with lower drawdown) but underperforms SPY over the last 10 years. There are other market filters.

APR: 18.37% • WIn Rate: 60.82% • Sharpe: 1.13
Q Glitch wrote 10 days ago

As of Quantacula Studio Q167, released 12/28/2018, we added a new simulated order type to the backtester: MarketClose. While we can now simulate models that close their positions at market close, there are a few considerations to keep in mind, and a few things to understand, before using the new order type.

Q Glitch wrote 1 day ago

Check out this just-published interview with our member BWO! Thanks for the shout outs to Quantacula! :)

Q Merlin wrote 3 days ago

I have a simple 5 Positions/Week RM using an RSI. There I noticed, that some positions were longer than 5 days in the market and the model just bought 2 or 3 or 4 new Stocks the week after. Could that be related to a capital issue?

Any ideas? I can't find a logical explanation :-(

Published by W bitfool 6 days ago

I liked the smooth look of 32's equity curve, rather nice for a simple mean reversion model. But I wanted it to perform a little better, so I tweaked three things. First, in Settings I changed the Max Open Positions to 0 instead of 10. For unknown reasons, this lets the model properly hold up to 10 positions :-) which helps a lot here. Second, I wanted to add another Condition block to the Buy, such that the stock had to be on a good upswing overall. I used 1-month momentum ROC(20) > 1.5% for this. But this also cuts down on the number of trades available more than I'd like. So third, I went to the Qualifier for N Times in N Bars and loosened it up a little, to 12 bars instead of 8 bars in the original.

What did I get? Overall CAGR is up, in line with SPY now. Exposure is only slightly higher (still under 50%). Sharpe ratio has improved a bit to up around 1.0, and MDD is about the same (a little less than SPY). Nice!

But... hmmm, did I overfit this simple strategy? Well, I did play around with some of those params, and tried and rejected some things (like the 10 month momentum should also be positive), so technically, maybe I did. So what happens when we extend the timescale to the full 20 year backtest? Definitely a degraded performance relative to the original. Model 32 shines from 1999-2009 compared to this overfit misfit. You can run the numbers yourself if you want to see just how humbling this simple exercise was for me. At least it beats SPY. But that's about all you can say for it.

APR: 10.75% • WIn Rate: 65.69% • Sharpe: 1.00
Published by Q Merlin 11 days ago

Connors TPS from the book 'High Probability ETF Trading' does combine time, price and scaling-in to give the highest percent correct on the ETFs of any strategy they created or ever traded. It basically identifies when an ETF is overbought or oversold and then averages into the position as it becomes more oversold. TPS was first taught to the Chairman’s Club members in 2008 and has since been expanded. As part of this expansion, full protection for the ETF positions and literally tens of thousands of variations of TPS have been published and presented to the Chairman’s Club members. To put this in perspective it would take thousands of pages to publish the complete TPS findings and the many ways to trade it.

  1. The ETF is above the 200-day.
  2. The 2-period RSI is below 25 for two days in a row.Buy 10% of your position on the close.
  3. If prices are lower on the close than your previous entry price, any day you're in the position, buy 20%
  4. If prices are lower on the close than your previous entry price, any day you're in the position, buy 30%
  5. If prices are lower on the close than your previous entry price, any day you're in the position, buy 40%
  6. Exit on the close when the 2-period RSI closes above 70.
APR: 2.08% • WIn Rate: 67.68% • Sharpe: 0.10