Under Monthly Returns, I would like to request a little and hopefully simple extension. Can you extend this matrix so that we can switch between "Profit %" and "Profit Currency"?

I would like to try to consider a stocks seasonality, in addition to a potential technical buy signal. The idea behind this is the realtive amount of months in which an instrument has closed positive from the first to the last trading day. Additionally there should be a possibility to define a lookup-period (5 years, 10 years, 20 years etc.). How can this be realize in Quantacula without too much effort or would this be a new feature request?

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'm having trouble with buy-limit orders in a coded rotational model. Here's an example. It looks like a market order is always executed instead of a limit order.

Thanks for your help...

I think this is a bug and not a feature. I have four models and a metamodel, plus the signal hub all saved as a layout. Just now I saved that layout, then went and made some minor changes to each of the four models and saved those. Then I closed down QS191, then reopened it and came back to that layout, and all those minor changes I saved were gone... back to what the state was when I saved the layout. And then... I opened another copy of one of the models, and it has all the minor changes saved properly.

Hey, thanks for dropping SCTR into Q192.

One beef: documentation uses "SCTR" (abbreviated) in the private declaration instead of StockChartsTechnicalRank, but that doesn't compile.

One hooray: I dropped sctr > 50 into a couple mean reversion models I use, and both were modestly improved in Sharpe ratio, and reversing the usage (<50) was quite detrimental. As a further test with one model I threw in a different (broader) universe for a test: without sctr it had terrible performance, and with sctr > 50 was much improved -- lower exposure and twice the CAGR.

One other MR model did not show such a positive effect.

Thanks for adding it. I don't remember any forum request for it, or discussion period, but as a some times StockCharts.com user I've always been interested in trying it out more seriously.

ADDED: link to code for adding this filter: https://www.quantacula.com/Model/OpenModel/234

Hi,

Is it possible when you have a multiple position model and several days later the other conditions give a buy signal of a stock that's already in the portfolio that this gets a different position size? Lets say you have 10% Apple already in portfolio and the system gives another buy. Normaly the model buys another 10%. I would like to make this 5% or half of the currently owned stocks.

Is this possible? Or is it a feature that's easy to implement?

Kind regards, Erik

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.