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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:
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What's New?
May 13, 2020
  • Quantacula Studio Q211 released, with a useful new feature that lets you save and quickly load Indicator Sets in your charts.
May 8, 2020
  • We added a new Model Ranking page, with all of the Published Models run against the same Q100 Universe and using the same backtest settings.
May 7, 2020
  • You can now explore the Published Models using a table sortable by a variety of performance metrics.
May 3, 2020
  • The Quantacula .NET Framework Reference on the web site has undergone a complete overhaul, with loads of new entries and code examples. Also, it's now using the same document that powers QDocs in Quantacula Studio, so QSV3 will see the same enhanced documentation in the next release.
Q SSweitzer2700 wrote 28 days ago

Hi everyone,

I'm trying to get the annual dividends for a specific stock and after reading the documentation and existing code samples I can't figure out a way to get it.

    public override void Initialize(BarHistory bars) {
        indicator = new FundamentalRatio(bars, "Dividend", "Close", 4, 12, 100.00);

    private FundamentalRatio indicator;

The backtest completes but I get an error saying "Initialize Exception (SPY) Line 477 - Specified cast is not valid". I tried several ways of specifying the numerator and denominator parameters for the FundamentalRatio indicator but no luck so far. The documentation uses "StringChoice.Dividend" and "StringChoice.Close" but have not been able to figure out how to use those.

Any help will be greatly appreciated!

Published by Q Glitch on 3/8/2020

Goes long at open when a security gaps down 10% and the QQQs gap down 1%. Sells at close. Since the model needs to "peek ahead" at the next bar's open price, it is not able to generate next day alerts.

APR: 2.30% • Win Rate: 50.40% • Sharpe: 0.10
Q Glitch wrote 13 days ago

You'll be able to easily create and reload named sets of drag and dropped indicators for your charts.

Q Glitch wrote on 4/19/2020

Version 3 is under development. The primary drivers for Quantacula Studio version 3 are upgrading to .NET Core 3.1 from .NET Framework 4.8, and making the app 64-bit. Version 3 will install in a separate location, so you can keep version 2 running as well, but they will share historical databases and models.

We're also moving some of the more lightweight data providers such as AlphaVantage and CryptoCompare directly into Quantacula.Data so they will come out of the box instead of extensions. We'll use this forum topic to report status updates and any other important info.

Q Glitch wrote on 11/21/2019

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.

Q Glitch wrote on 10/10/2019

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.

Q Merlin wrote 14 days ago

Hi Glitch, I wanted to ask whether you have the SMI (Stochastic Momentum Index) indicator ready for QS? I have been using it for many years in Tradingview to trade the Nasdaq 100 using Lev. ETF's.

voron77 wrote on 3/27/2020

Decided to get back to this pursuit and downloaded a demo to my 64 bit Win VM. Resource monitor shows Quantacula Studio is a 32 bit process. That's surprising as I thought QS is a 64 bit app. is it really 32 bits?

Published by bitfool on 11/17/2019

This is the "Peek" model published by Merlin, to which I've added a filter for SCTR > 50 and tested on a S&P 100 universe. Adding the filter turns a terrible model (13 yr CAGR = 0%) into something worth looking at. Change the bool "useSCTR" to true/false to turn the filter on and off. This is just a demo for SCTR, not an actual model for trading. Filter works similarly on other large universes too (NASDAQ, S&P 500).

APR: 4.61% • Win Rate: 67.18% • Sharpe: 0.43
Q Glitch wrote on 9/29/2019

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.