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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
Dow Jones Futures: Current Stock Market Rally Shows Fiber, And So Do These 6 Top Stocks
3 minutes ago

The stock market rally is shrugging off resistance. Fiber-optic stocks are looking good. Ciena is just below a buy, Viavi, Inphi are in buy zones. Fabrinet, Acacia, Finisar are acting well.

Stock Futures: Check Premarket Prices On Dow Futures, S&P Futures, Nasdaq Futures
2 hours ago

See where the stock market may be headed by checking the premarket price action in the stock futures, including Dow futures, S&P futures and Nasdaq futures.

Dow Jones Leads Big Stock Rally, But Apple Falls On Buffett News
3 days ago

The Dow Jones Industrial Average rallied Friday to extend its weekly win streak for an eighth week, thanks to big gains from Goldman Sachs and JPMorgan.

This Index Keeps Up With Dow Jones; 5 Growth Stocks Are Beating The FANG Stocks With New Highs
3 days ago

The Dow Jones Industrial Average is having another bullish week and is likely to rise for an eighth straight weekly advance. But don't ignore small caps.

Nasdaq Today Again Tests This Key Level As Leaders Sputter
3 days ago

Stocks were higher as the Nasdaq today made another attempt to climb above a key price level, but leading stocks struggled to keep pace.

Dow Jones Leads The Pack As Banks, Oil Stocks Rise
3 days ago

The Dow Jones Industrial Average built a 1.3% gain, while the Nasdaq rose only 0.3%. Small caps also were strong in late morning trade.

Dow Jones Leads Rally, As This Top Marijuana Stock Swings On Earnings
3 days ago

The Dow Jones industrials rose about 250 points early Friday. Top marijuana stock Canopy Growth surged after its earnings results.

U.S. Stock Market News
3 days 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 Open Higher; Dow Jones, Nasdaq Set To Extend Rallies
3 days ago

Stocks opened sharply higher Friday, as Apple and Deere reversed early losses, and China trade war and government shutdown tensions eased.

Dow Jones Futures Rise On China Trade Hopes; 5 Notable Stock Market Movers
3 days ago

Stock futures rise on China trade talks. Arista Networks and Nvidia jumped on earnings. Warren Buffett disclosed he sold Apple stock in Q4. IBD 50 stock SS&C signaled a possible breakout on earnings.

Big Tech Stocks Boost Nasdaq To Gain, But Coca-Cola Drags Dow
4 days ago

Stocks pared sharp early losses from a weak retail sales report as the Nasdaq staged an upward reversal, thanks to bullish earnings from Cisco and CyberArk.

What's New?
2/11/2019
  • The IPO Universes Extension has been updated with 2 new dynamic Universes that keep symbols only during their lockup period.
2/9/2019
  • QStudio Q172 released, with new support for building rotation and reblancing type models in C# code. A Dev Blog post is being written, but see the example RSI rotation model in the PreExecute QDoc entry to get kickstarted.
1/24/2019
  • Use the new Transaction Weight Condition Building Block to prioritize trading signals in your Building Block Models.
1/17/2019
  • Released Quantacula Studio Q169, which includes 3 new indicators (UpDown, PctRank, and CRSI), numerous fixes and enhancements, and the long-anticipated S&P 500 dynamic index in QPremium!
Q Merlin wrote 4 days ago

Silly question: In C#, how can i recognize an upgap of > 5% which took place within the last 5 trading days? Thanks

Published by W bitfool 4 days ago

This is an attempt at a double rotation model, two separate models rotating as one. Now improved and refactored by Glitch!

APR: 19.80% • WIn Rate: 59.73% • Sharpe: 0.89
W bitfool wrote 14 days ago

I'm trying out the new Historical IPOs universe in a rotation model, and get some spectacular results, but they seem to be due to some purchases at a price of $0.00 (and sales at $0.00 too!). Attached is a screenshot of some of these, where the 5th column is purchase price, and 7th is sale price.

On the one hand, this situation probably needs to be addressed in this universe. On the other hand, it's also a reason to add Filters or Constraints functionality to the Rotation models (as discussed in a previous thread https://www.quantacula.com/Forum/ForumTopic/168), so that we could eliminate penny stocks (for example) from consideration.

W bitfool wrote 12 hours ago

I'd like my model to have access to the percentage of symbols in my Universe that meet a certain threshold, essentially a breadth indicator. I can't figure out how to do this. I do see this code in the Roto model example, in the PreExecute portion:

W bitfool wrote 4 days ago

So, I like the new C# code version of rotation model, but I'm new to C#. I've taken a stab at combining two rotation models into one, so that it rotates into the three lowest RSI(14) stocks and the three lowest RSI(2) stocks every day, with Setting for Position Sizing at 16.66% of equity instead of 33.33.

W bitfool wrote 5 days ago

I'm trying to compare new vs old rotation models (RSI14 vs RSI14, and other models too) and I get significantly different answers. Specifically, if I compare the positions, I see familiar symbols in both backtests but not identical trades, either on getting into positions or on the exits.

A possibility is that one (or both) models is not quite properly sorting the symbols and/or selecting them as participants. Another is that indicator values aren't precisely the same. Perhaps a more rigorous testing procedure would be to log out the X symbols with lowest RSI14 each trading day (from each model) along with their RSI14 values, and compare with trades taken to look for clues about where the problem lies. I might be able to figure out how to log in such a way using the C# model in QS, but I don't believe this logging can currently be done by users for the old rotate model to compare.

released 18 days ago

The Collective2 Extension allows you to publish your model's trading signals to Collective2. The Extension introduces a new broker implementation that appears in the Quantacula Studio Signal Hub. To use the interface, you must:

  1. Provide your Collective2 API Key. Details on how to obtain an API Key are available here. Note: The Collective2 Extension works with a World API Key, and not a Platform API Key.
  2. Associate a Collective2 System ID with your Quantacula Studio model for which you wish to submit signals. You create this association by adding the text C2SystemID=XXX to your Quantacula Studio model's description text. Replace the XXX with the Collective2 System ID, which can be determined by examining the URL of your system on Collective2.

You can establish associations with any number of Collective2 Systems. Whenever an associated model generates signals, you can Place the signals in the Quantacula Studio Signal Hub to publish them on Collective2.

C2Extension

Q Merlin wrote 2 days ago

A colleague of mine asked me to backtest a breakout pattern after vola contraction he uses for many years.

Published by W bitfool 4 days ago

This is the simple RSI rotation model published by Glitch. I'm leaving it as written, which makes it easier to see the way Glitch refactored things when moving to the Roto2 strategy which allows two (or more) rotation models to be combined.

APR: 19.07% • WIn Rate: 62.25% • Sharpe: 0.88
Q Glitch wrote 7 days ago

The Rotation Model is one of the primary types of trading systems you can create with Quantacula. It's a model that stays 100% invested in the market, rotating in and out of a fixed number of symbols in a universe. The rotation is controlled by a weight indicator, and the model keeps the symbols with the lowest or highest weight indicator value. You can rebalance the symbols on a daily, weekly, or longer interval. While creating a Rotation Model is very simple, it lacks certain features:

released 29 days ago

IPO Universe provides Universes for Quantacula Studio that collections of IPO (Initial Public Offering) stocks. The following new Universes will be available in the Universes list:

  • IPOs Last 12 months (currently 171 symbols)
  • IPOs Rebalanced every 3 months (currently 19 symbols)
  • Historical IPOs (currently 5,364 symbols)

It also includes two dynamic Universes that automatically keep symbols in the Universe only during their lockup period:

  • Historical IPOs (during lockup period)
  • Last Year's IPOs (during lockup period)