Sort the Quantacula Published Models by a variety of backtest performance metrics that were recorded at the time they were last run by their creators. Take these results with a grain of salt, because the Models were run on different Universes of data. Not all of the Models were run using a Universe that is free of survivorship bias When you're ready, please Publish your Model so other members of the Quantacula community can review and learn from it. Remember, in the free membership, you can save only 3 non Quantacula is the first and only web site that allows non-programmers to create trading models using powerful, visual building blocks. Employees. 1. HQ. +1 I was thinking about a new model type along those lines. Where you could add multiple models and add asset allocations for each. It could even show you the correlation of models after The latest tweets from @quantacula ... read more
Wealth-Lab supports dozens of data providers, and we offer the amazing Wealth-Data right out of the box. This includes dynamic DataSets like the Dow 30 and Nasdaq that contain the real world modifications of the indices over time.
Not a programmer? Not a problem. Countless variations - easier than the "easy iest language". Backtest and optimize on one instrument or an entire portfolio. Use a major index like the Nasdaq and get an accurate simulation that accounts for changing constituents! Test anything. Moon phase? Your E-Mail:. New Password:. Confirm new Password:. A FREE account will allow you access to our knowledge-base resources, customer support, WealthSignals services, and a trial version of our software Wealth Lab We respect your privacy.
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Next I perform a similar process, but I only consider bars of data that occur when the oscillator in question is below its oversold level.
I divide this value by the average return of the universe to determine the oscillator's "Edge Factor". I created this analysis using Quantacula Studio , and if you wish to reproduce it be sure to have at least the Q99 build. Note that this data correctly uses the historical components of the respective indices, eliminating survivorship bias from the analysis. The Quantacula Studio code for this analysis can be found in this Discussion Forum post. Here's a table that summarized the Edge Factors of the oscillators on the different historical data sets.
at January 04, 6 comments: Email This BlogThis! Labels: analysis. Tuesday, December 12, Creating your own CandleCode Genes. In the last post , I gave a run-down of the CandleCode format, which is used to express candlestick chart patterns in the Candlestick patterns extension.
A CandleCode is made up of a sequence of "genes" that describe a certain element of the underlying price, for example a long or short candle, or a white or black candle. These "genes" are all. NET classes that inherit from the CandleGene base class, found in the Candlesticks.
dll extension library. You can build your own class library that contains new CandleCode genes. As long as your class library DLL resides in the Quantacula Studio folder, the Candlestick Genetic Evolver will use your genes along with the basic set. Using Volume in CandleCode Let's build a gene that indicates whether the bar is light, medium, or heavy volume. We can use a "V" as the gene's prefix, and then simply append a one character suffix to denote L ight, M edium, or H eavy volume.
To determine how heavy volume is, we'll compare the bar's volume to the 10 day average volume, and consider it light if it is half the average volume, and heavy if it is twice the average. Our web articles describe how to build extensions for Quantacula Studio. We'll follow the same format, and first create a. NET class library targeting the 4. NET framework.
We need to add references to the following libraries: QuantaculaCore Candlesticks QuantaculaIndicators because we will use the SMA indicator class Next create a new class called VolumeStrength, and add the libraries mentioned above to its using section. Make the VolumeStrength class derive from CandleGene. Override the Prefix property to return the string "V". Code Property CandleGenes have a string property called Code. Use this property to store whatever you need as parameters for your gene.
Our VolumeStrength assigns one of three string values to the Code property. Mutate Method In this method, mutate your gene by changing one aspect. Our VolumeStrength gene has only a single parameter, so in our implementation we simply randomize the volume strength. If your gene uses more than one parameter in its definition, change only one of them in the Mutate method. RandomGene Override this method to return a randomized instance of your gene.
IsPositive Method In this method you test your gene on source data passed as an instance of the BarHistory class. You're also supplied the index on which to test. Return a true if the data at that point in the history satisfies your gene's condition. In our implementation, we use the SMA to obtain the 10 bar average volume, and then compare the current volume with the average.
If the current volume is less than half the average volume, it is considered light, if it is twice the average, it is considered heavy. Summary With our new CandleGene in place we can launch the Candlestick Genetic Evolver and see is volume plays a role in identifying profitable patterns in our source data.
The scope of CandleCode genes is really unlimited, and if you come up with any useful genes please share your findings with the Quantacula Community! using QuantaculaCore; using QuantaculaIndicators; namespace Candlesticks.
Calculate idx, bars. at December 12, No comments: Email This BlogThis! Labels: candlesticks. Wednesday, November 29, Delving into the CandleCode. In this post I'm going to delve into the guts of the most complex to date extension for Quantacula, the Candlestick Patterns extension. Read the linked article first if you're not familiar with the Candlestick extension. Alright, now that you're an expert, let's delve deeper into the extension to uncover all of the advanced goodies.
The extension expresses candlestick patterns in the form of text based codes. The format of a CandleCode is:.
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Try out the power of Wealth-Lab Strategy Building right here on the web site! The Web Strategy Builder lets you create Strategies by dragging and dropping Building Blocks. You can then run a backtest of your creation against a pre-defined portfolio of stocks. Check it out! Wealth-Lab has numerous different charting styles, and you can create your own.
Work with charts in any time scale, including tick and volume bars. Annotate your charts with trendlines, Fibonacci, and other drawing tools. Having good data for backtesting is the backbone of your trading operation.
Wealth-Lab supports dozens of data providers, and we offer the amazing Wealth-Data right out of the box. This includes dynamic DataSets like the Dow 30 and Nasdaq that contain the real world modifications of the indices over time. Not a programmer? Not a problem. Countless variations - easier than the "easy iest language". Backtest and optimize on one instrument or an entire portfolio. Use a major index like the Nasdaq and get an accurate simulation that accounts for changing constituents!
Test anything. Moon phase? How many inches of snow in Central Park? Can do! You've developed and backtested a strategy that works, now it's time for the real battle with Mr. Use Wealth-Lab trigger your strategies' trades using real time data and fully automate order placement with one of several live brokerage connections that we offer.
Countless performance metrics, graphs, and reports. This goes for optimizations too, including "Parameter Stability" 3D graphs. Like the rest of Wealth-Lab, this is all extendable with extensions we provide, or you can build yourself.
I was thinking about a new model type along those lines. Where you could add multiple models and add asset allocations for each. It could even show you the correlation of models after Sort the Quantacula Published Models by a variety of backtest performance metrics that were recorded at the time they were last run by their creators. Take these results with a grain of salt, because the Models were run on different Universes of data. Not all of the Models were run using a Universe that is free of survivorship bias 19/02/ · I created this analysis using Quantacula Studio, and if you wish to reproduce it be sure to have at least the Q99 build. I performed the analysis on the Dow 30, S&P , and Quantacula is the first and only web site that allows non-programmers to create trading models using powerful, visual building blocks. View Top Employees from Quantacula When you're ready, please Publish your Model so other members of the Quantacula community can review and learn from it. Remember, in the free membership, you can save only 3 non Quantacula Details. Quantacula is the first and only web site that allows non-programmers to create trading models using powerful, visual building blocks. Employees. 1. HQ. +1 ... read more
Override the Prefix property to return the string "V". Like the rest of Wealth-Lab, this is all extendable with extensions we provide, or you can build yourself. Override the Prefix property to return the string "V". start free trial purchase now. We'll follow the same format, and first create a. Using Volume in CandleCode Let's build a gene that indicates whether the bar is light, medium, or heavy volume. Having good data for backtesting is the backbone of your trading operation.
at February 19, 4 comments: Email This BlogThis! I decided to implement the code that renders the information onto the chart in the Cleanup method rather than the BacktestComplete method, quantacula. Alright, now that you're an expert, let's delve deeper into the extension to uncover all quantacula the advanced goodies. Confirm Password:. As long as your class library DLL resides in the Quantacula Studio folder, quantacula, the Candlestick Genetic Evolver will use your genes along with the basic set. Follow Us Watch Us ON YOUTUBE Join Quantacula ON FACEBOOK Join Us ON LINKEDIN.