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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: Top Stocks Adobe, Starbucks, Costco Moving On Earnings
2 hours ago

Dow Jones futures: Adobe earnings beat but guidance was light. Starbucks cut long-term growth targets. Costco earnings missed. All three stocks, which were near buy points, fell late.

Dow Jones Beats Nasdaq, This Sector Gets Trampled; Transportation Firm Plunges 27%
4 hours ago

The Dow Jones industrial average rose 0.3%, beating the Nasdaq. XPO Logistics fell more than 26% and hit it lowest levels since November 2016.

Apple, P&G Boost Dow, But Bears Hold Edge In Stock Market Today
7 hours ago

The major market indexes were lower after giving up early gains. The Dow was holding up best, thanks to several stocks including Procter & Gamble and Apple.

Today's Stock Market: P&G Leads Dow Jones; Tesla, PayPal Buoy Nasdaq 100
8 hours ago

In today's stock market, Procter & Gamble and Caterpillar were top gainers in the Dow Jones. PayPal and Tesla buoyed the Nasdaq 100.

Stocks Push Ahead, As Nasdaq Seeks 4th Up Day In A Row
10 hours ago

The three day win streak in the Nasdaq hasn't created much confidence yet. Two of the three gains involved closes low in the day's range, a bearish signal.

U.S. Stock Market News
10 hours 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 Trim Gains; Apple Expands, Procter & Gamble Lifts Dow Jones
11 hours ago

A big move by China helped boost stocks at Thursday open, Ciena soared and Procter & Gamble led the Dow Jones industrial average.

Dow Jones Futures: Ciena Hits Buy Zone On Earnings; Microsoft Eyes Breakout
13 hours ago

Stock futures: Ciena earnings crushed views, sending Ciena stock back into buy range. Microsoft stock leads several top techs nearing buy points.

Nasdaq Beats Dow Jones In Broad Gain; These 5 Leaders Eye A New Breakout
1 day ago

The Nasdaq composite outperformed other key indexes as more growth stocks showed bullish chart action. Watch for potential new breakouts to emerge.

Dow Romps 450 Points Before Backing Off In Stock Market Today
1 day ago

The key indexes scored solid gains in the stock market today, fueled by reports that China may allow foreign companies increased access to its economy.

Dow Jones Today: Caterpillar, Boeing Jump On China News; Verizon Hit On Downgrade
1 day ago

Indexes soared Wednesday on reports that China is considering giving foreign companies access to local markets. Caterpillar led in the Dow Jones today.

What's New?
12/11/2018
  • You can now view Feature Requests filtered by open and closed status, check the Forum menu item above.
  • QStudio Build 162 released with several useful enhancements, including Long and Short breakdowns in performance report and equity curve, fundamental item plot selection, and signals alert in model window status bar.
12/7/2018
  • You'll now see a Data Scale option in Model Settings, you can run backtests in Weekly and Monthly scales.
12/5/2018
  • Released QStudio Build 160 today with new ZigZag indicator, overhauled QDocs, and powerful new methods to PeakTroughCalculator that make it easier to work with divergences.
12/3/2018
Q Eugene wrote 3 days ago

Dion, would be nice to have a way to choose which items can be plotted on the chart to avoid this.

Published by W BWO1000 5 days ago

SuperBands with Linear Regression Analysis Once the Top 25 Performing Limit Order Wealth Script from Wealth Lab Pro, Glitch introduced me to this website so I could contribute this algorithm to Quantacula.

The Dip Buying Performance is functionally designed for NASDAQ-100 Instruments Equities Only and Not for ETFs or Futures. Just Stocks.

Presented to the Kentucky Math Association in May 2005 at Centre College while I was a Junior now a Financial Economist, Mathematician, and Computer Scientist.

APR: 44.62% • WIn Rate: 59.06% • Sharpe: 1.13
Q Robert wrote 13 days ago

After running a model, signals silently pop up in the Signal Hub - a dialog that's always behind the model when I'm working on the laptop. Did I get any signals? Don't know... Menu.. Window.. Signal Hub. Oh, nope, nothing today. That process is painful. I want how many signals were generated after a backtest right on the model dialog, and, by clicking that indication open the Signal Hub.

Q Merlin wrote 17 hours ago

I wonder whether there was ever a request to integrate a Social Media Sentiment Feature into QS using Twitter or StockTwits? A feature of StockTwits is the option to label a tweet as bullish/bearish. The idea is based on the following blog post: http://epchan.blogspot.com/2017/09/stocktwits-sentiment-analysis_7.html?m=1

Thanks

Q Glitch wrote 4 days ago

Tucked away in the Quantacula indicators list is a recent gem, an indicator called FundamentalRatio. This indicator creates a ratio by dividing any two fundamental items and/or price components and applying optional summing and multiplication. In order to see any useful results with FundamentalRatio, you'll first need to enable some fundamental data in Quantacula Studio.

released 6 days ago

The CBOE Extension provides a Historical Data Source and Universes from the Chicago Board Options Exchange web site.

The following symbols are available as a single series of data points (open, high, low, close will all be equal):

  • TOTALPC - Total Put/Call Ratio and Exchange Volume (1995 to present)
  • INDEXPC - Index Put/Call Ratio and Volume (2003 to present)
  • EQUITYPC - Equity Put/Call Ratio and Volume (2003 to present)
  • SPXPC - S&P 500 Index® (SPX®) Put/Call Ratio (2010 to present)
  • VIXPC - Volatility Index® (VIX®) Put/Call Ratios (2006 to present)
  • SKEW - SKEW Index

The following symbols are available as OHLC series:

  • VIX3M - S&P 500® 3-Month Volatility Index®
  • VIX - CBOE Volatility Index®
  • VXN - CBOE Nasdaq-100 Volatility Index
  • VXD - CBOE DJIA Volatility Index

released 18 days ago

The Stooq Historical Data Source extension downloads daily historical market data for world stock, futures, and indices from the Stooq.pl web site, This provider requires symbols to be appended with suffixes. For example, AAPL.US for Apple, Inc (US stocks), CB.F (Brent) and DX.F (U.S. Dollar Index).

W BWO1000 wrote 3 days ago

https://collective2.com/api-docs/latest#submitSignal submitSignal Private Platform World Parameters Required Type Min Max systemid integer

W BWO1000 wrote 5 days ago

An alert quote manager is required to operate this script properly because you cannot send every order at once, just create the alert as in previous versions of older PERL script WL and that should make it possible to use in Quantacula.

Q Glitch wrote 12 days ago

Using inferior historical data in your backtesting can lead to erroneous and possibly disastrous consequences. Quantacula provides QPremium Data to help you mitigate these concerns. There are three primary reasons why QPremium Data is among the best historical data you can use for your backtesting.

Q Glitch wrote 20 days ago

Quantacula.com and Quantacula Studio make it easy to backtest a trading model on a portfolio of symbols. Here are some things to consider and try as you experiment with portfolio level backtesting.