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Use our drag and drop building blocks, or program your model in C# code for the ultimate in flexibility
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Market News
Stocks squeeze out gains Friday as investors don't fully buy China trade deal
2 days ago
Stocks squeeze out gains Friday as investors don't fully buy China trade deal
AT&T is raising its quarterly dividend to 52 cents a share
2 days ago
AT&T is raising its quarterly dividend to 52 cents a share
The U.S. and China have agreed to a trade deal text
2 days ago
The U.S. and China have agreed to a trade deal text
House Judiciary Committee approves 2 articles of impeachment against Trump
2 days ago
House Judiciary Committee approves 2 articles of impeachment against Trump
Stocks have turned positive as China breaks silence on possible trade deal
2 days ago
Stocks have turned positive as China breaks silence on possible trade deal
Stocks open lower as investors await word from China on trade deal progress
2 days ago
Stocks open lower as investors await word from China on trade deal progress
Retail sales fall short of forecasts in what could be a poor omen for holidays
2 days ago
Retail sales fall short of forecasts in what could be a poor omen for holidays
China stays silent on whether trade deal with U.S. has been reached
2 days ago
China stays silent on whether trade deal with U.S. has been reached
Britain's top business lobby calls for 'early reassurance' on Brexit
2 days ago
Britain's top business lobby calls for 'early reassurance' on Brexit
Goldman Sachs expects pick-up in U.K. business investment after Conservative win
2 days ago
Goldman Sachs expects pick-up in U.K. business investment after Conservative win
What's New?
11/21/2019
  • QStudio Q194 was released that contains some fixes and enhancements to calculated TrendLines in support of an upcoming DevBlog article.
11/20/2019
  • QStudio Q193 released, with two new indicators that zoom into a more granular time scale, HighestGranularClose and LowestGranularClose.
11/19/2019
11/15/2019
  • QStudio Q192 released, with several fixes and requested enhancements implemented.
10/10/2019
  • QStudio Q191 released today, with many bug fixes, and some new Trendline functionality in PeakTroughCalculator. You can generate Trendlines now with one line of code!
W Findex wrote 7 days ago

Trying some backtests but they just keep running and don't give any result.

Q Glitch wrote 24 days ago

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 5 days ago

Has anyone made any experiences with the "ladder bottom" signal in the past? According to my research, the holding time would be around 4-5 days. The formula (in TC2000) is pretty simple: O4 > C4 AND O3 < O4 AND C3 < C4 AND O2 < O3 AND C2 < C3 AND C1 < O1 AND H1 > O1 AND C > O AND O > O1

W Findex wrote 10 days ago

Hi,

Something wrong with the US data? PSX is opened at dec 4 and closed also. Last data of US stocks is dec-4.

W Findex wrote 26 days ago

Hi,

Is it possible to update the closing prices of European stocks earlier then US Stocks? I live in Europe and all closing prices are updated when it's night overhere. When I run the model in the morning it gives me little time for putting the orders in with my broker before the open of European indices.

Thanks

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.

Q Merlin wrote 6 days ago

I noticed that the total for the year differs from the sum of all months.

Why is there such a deviation?

Q bitfool wrote 12 days ago

Does anyone know how to reference historical daily OHLC for VXX back to its origins in 2009? It went through that snafu with the VXXB version temporarily, etc, and the bits and pieces are available, but it's non-trivial to do that with backtesting. Can a reconstructed VXX with full history be added to Q-Data or some other creative approach so that we can sensibly backtest volatility strategies (including with VXX) without bending over backwards?

Published by Q bitfool 28 days ago

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: 6.64% • Win Rate: 67.94% • Sharpe: 0.71
Published by Q Merlin on 7/15/2019

From TASC Aug 2019 - Not great during bull markets but in it unfolds in sharp corrections

APR: 21.71% • Win Rate: 88.00% • Sharpe: 1.10