- Quantacula Studio Version 2 is under development, featuring a complete overhaul of the user interface to better work with high-DPI displays. Track the progress and ask any questions here on this forum thread! Also today, Q183 maintentance release is available with several fixes.
- QStudio Q182 released today, with several bug fixes and enhancements, and the VossPredictor and BandPass indicators.
- QStudio Q181 released today, and includes some useful updates to the Equity Curve and By-Symbol Model Result Viewers.
- QStudio Q180 released today, which includes new Scheduled Run feature, and Corr.Compute method.
- QStudio Q178 released today, which includes the FourrierSeries indicator in the TASC extension.
Check out the interview with our very own BWO at WealthSignals.com!
I have an IQFeed account now, and added the extension, and configure it with my user/pw, but then nothing happens (like no test symbols work). Then I see "You must have an IQFeed account and their client software installed for this Data Source to function." What "client software"?? I can't find anything like that on iqfeed.net so far.
ps. IQFeed has historical data, but I don't see that being available as a QS price data provider. Am I missing something to use IQFeed as a source of historical data?
LR and Limit Move with Dr Koch's Dip Buyer set at 8%.
From TASC Aug 2019 - Not great during bull markets but in it unfolds in sharp corrections
So, I'm running two different Price Trigger panels, and I can't run both of them at the same because of my current 500 symbol limit at IQFeed. But I'm allowed to switch, and that's great, but currently on my machine if i Activate one and then Deactivate it, I can't reactivate it. So I'm left with opening new ones all the time to switch back and forth.
Quantacula Studio Version 2 is under development! Here's the first sneak peek of the newly ported charting. We have Indicators, Data Sources, Universes, and some charting ported over. Already the experience is much better looking than our current WinForms version, and I'm really enjoying WPF!
Same as Original Dr Koch's 8% Dip Buyer using Limit Move
So I have a strategy and it sends some signals to the Signal Hub, great. I could publish them from there, but I don't want to, I want to watch the market and see which signals get triggered, and send those. Great there too, I just click the "Create Price Triggers" button on the strategy name bar in the Signal Hub, and it opens those signals as a "Quotes and Price Triggers" panel, where limit orders get triggered as they get close to their target price. And by trigger, we sorta mean "flagged" as having reached their target. Triggers can be automatically sent to broker/publisher or manually. Seems fine, but...
Ok, so I have a strategy, I have IQFeed data, I have signals in the signal hub for tomorrow... but how do I get those signals into the Quotes and Price Triggers so that I can follow them there in the morning when the market opens to send orders as stocks reach their targets?
- I can find no direct way to "Send these signals to Price Triggers" in the Signal Hub.
- I can take the Universe that I used for #1 and drop that on the Price Triggers window, but it doesn't show any sign that it recognizes that the symbols here have signals over there. 2b. I wouldn't want it to work that way! I might have other models generating signals for the same stocks, but not want those signals in my Triggers.
That's all I've thought of so far. Hoping to test some triggers in the morning, any pointers are appreciated. Paul
using QuantaculaBacktest; using System; using QuantaculaCore; using QuantaculaIndicators; using QuantaculaChart; using System.Drawing; using System.Collections.Generic;
namespace Quantacula { public class MyModel : UserModelBase { public MyModel() : base() {
}
public override void Initialize(BarHistory bars)
{
indicator1 = bars.Close;
indicator2 = new LR(bars.Close,10);
Plot(indicator2);
source = bars.Low;
pct = 8.00;
pct = (100.0 - pct) / 100.0;
multSource = source * pct;
StartIndex = 10;
}
public override void Execute(BarHistory bars, int idx)
{
int index = idx;
Position foundPosition0 = FindOpenPosition(0);
bool condition0;
if (foundPosition0 == null)
{
condition0 = false;
{
if (index - 0 >= 0 && indicator1[index] >= indicator2[index - 0])
{
condition0 = true;
}
}
if (condition0)
{
val = multSource[idx];
_transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.LimitMove, val, 0);
}
}
else
{
condition0 = false;
{
condition0 = true;
}
if (condition0)
{
ClosePosition(foundPosition0, OrderType.Market);
}
}
}
private TimeSeries indicator1;
private IndicatorBase indicator2;
private double pct;
private double val;
private TimeSeries source;
private TimeSeries multSource;
private Transaction _transaction;
}
}
Model Credited to Dr. Rene Koch and his past achievements lead me to ask whether to see this algorithm over another and this is the model voted to be added..