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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
  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
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The U.S. national debt is projected to rise to $31.4 trillion by 2030, CBO says
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The Dow is up more than 200 points, recouping about half its big Monday loss
16 hours ago
The Dow is up more than 200 points, recouping about half its big Monday loss
What's New?
1/16/2020
  • QStudio Q195 released, with support for new historical data scales: Hours, Seconds, Tick and Volume (tick).
11/21/2019
  • QStudio Q194 was released that contains some fixes and enhancements to calculated TrendLines in support of an upcoming DevBlog article.
11/20/2019
  • QStudio Q193 released, with two new indicators that zoom into a more granular time scale, HighestGranularClose and LowestGranularClose.
11/19/2019
11/15/2019
  • QStudio Q192 released, with several fixes and requested enhancements implemented.
Q TK wrote 10 days ago

I am sorry to ask you so many questions, but please tell me how to convert this wealth-lab code to QS 194.

Q bitfool wrote 22 days ago

I really like the Profit Curves tab of the MetaModels, where we can see the relative performance and contribution of each component model. Very helpful.

I'd like that same graph available in the regular model backtests, where each curve represents the transactions that have been tagged with a given tag. This would really help to quickly analyze my more complex models, without having to export data and try and figure it out in Excel.

Related request: add a column in the Positions table for Transaction Tag, for the same analytical reasons.

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.

adaptivetrader wrote 1 day ago

Hello,

New to Quantacula. I am looking for some help translating a price pattern based Easylanguage strategy to C#/Quantacula. If anyone is interesting in a paid gig please let me know.

Q TK wrote 13 days ago

I want to convert this wealth-lab code to QS 194, what should I do?

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.

Q bitfool wrote 5 days ago

A while back there was a discussion about this I think, and you made some changes so that Indicators would look back into the price history prior to the start of the strategy (ie, before StartIndex) so that indicators would be primed and ready to use when the strategy gets to StartIndex. At least that's how things seem to work.

Except I just noticed that TrendQ in the TASC indicators doesn't utilize this for its long period (int n, the one that is 250 bars by default), so I don't get an indicator until a year into my strategy. Unless I'm doing something wrong.

Q bitfool wrote 15 days ago

I'm just getting started with this, but simple tests are failing.

Published by Q 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
Published by Q Merlin on 7/15/2019

From TASC Aug 2019 - Not great during bull markets but in it unfolds in sharp corrections

APR: 21.71% • Win Rate: 88.00% • Sharpe: 1.10