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

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.

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.

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.

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

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.

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.

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.

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